E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Funds Transfer Pricing Workshop

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Funds Transfer Pricing Workshop

A 2 day course examining how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.

8-9 Mar 2018
Mexico City, Mexico


Why You Should Attend

Funds Transfer Pricing Workshop

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

The course will review the essential uses and methods of applying Funds Transfer Pricing (‘FTP’). Special attention will be given to recent developments in the inter-bank funding markets, under international fair value accounting standards, and within the global Basel lll regulatory and capital framework which affect the banking book and FTP. Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.

How will you benefit?

The course will cover the challenges and recent developments in applying and adapting an FTP framework to these areas. The trainer has prepared numerical examples and exercises to illustrate FTP implementation methods and the current challenges of integrating the Basel 3 Liquidity Ratios into the increasingly important ‘liquidity transfer pricing & cost allocation’ framework within FTP. All of these issues will be covered in the two-day course, as detailed in the course outline.

About your expert trainer:

Douglas Bongartz-Renaud – FRM is owner and Director of Markets & Risk Solutions Pte Ltd. A banking consulting and training firm based in Singapore. He has 35 years experience in banking in the areas of financial products, risk management, and ALM, and spent 26 years with ABN AMRO. Recent assignments have included Basel lll training for HSBC and other banks and a seven month project for the IFC (World Bank Group) as treasury and risk advisor at a large Asian bank.

During his career at ABN AMRO, he had a number of senior roles, including heading the global FX Derivatives, Interest Rate Derivatives, Structured Products businesses, and as head of the Bank’s Treasury, Risk and Advisory. He is now an independent consultant and has delivered training worldwide on all the key issues impacting treasury and capital management

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

The course is designed at an intermediate to advanced level, and intended to be of particular benefit to members of bank ALCOs, and to bank ALM, Treasury, Finance, commercial managers, IT specialists, risk managers and professionals and to banking industry consultants and service providers.


Key Topics

  • Understand key challenges posed in pricing and risk managing assets and liabilities
  • Evaluate different methods, challenges and applications of FTP
  • Learn how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management
  • Review recent developments in the inter-bank funding markets under the international fair value accounting standards
  • Understand the Basel lll regulatory requirements and capital framework which affect the banking book and FTP.

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.







    Voice of Our Customers
    Join the Discussion





    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Rodrigo Lopez


    Ignacio Ramirez #20, 5th floor
    Colonia Tabacalera
    Mexico City

    Telephone:
    +52 55 4170 5555 ext. 2424
    Fax: +52 55 2282 5600
    Email: rodrigol@marcusevansmx.com