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Global Financial Markets Intelligence

Global Financial Markets Intelligence

8th Annual Funds Transfer Pricing and Balance Sheet Management

Implement a dynamic FTP framework both accurately marking liquidity charges at the right level of granularity and driving business growth in a time of structural reform

17-19 Sep 2018
London, United Kingdom


Why You Should Attend

8th Annual Funds Transfer Pricing and Balance Sheet Management

The true liquidity profile of banking products has been largely discussed, and further insights introduced with the addition of the NSFR, and LCR. Accurately funding the business under the NSFR and LCR has certainly been the biggest focus for the last decade, but as banks have geared up to the challenge, they have positioned themselves in such a way that they can focus on other priorities, growth. With this in mind, banks started to ask themselves how they could use funds transfer pricing as a tool to drive business growth by incentivising certain lines and products. Falling into the trap of implementing funds transfer pricing as a cost allocation exercise would mean banks are not using the function to its full potential as the costs would be removed from one area only to be absorbed elsewhere. So how can banks drive the objective of growth from funds transfer pricing to steer the balance sheet? The biggest answer now appears to be granularity, and this marcus evans conference will offer case studies on how banks are charging liquidity costs at transactional, entity and group level, finally discussing the right level of granularity reflecting the impact of costs. The meeting will deep dive into the FTP modeling in both the retail and market business as well as how to handle market volatility from the rise in rates end of QE and capital costs under the Basel 3.5.


Key Topics

  • Barclays highlight how banks are accurately absorbing liquidity costs at a single transactional level
  • UBS demonstrate a bespoke FTP methodology for individual entities
  • deVolksbank capture retail customer data to offer real-time pricing at a competitive edge
  • HSBC assess views surrounding the pricing of capital charges under Basel 3.5 in FTP
  • Nordea show banks can allocate NSFR costs in the markets business while the regulation is not live
  • Previous Attendees Include

    ABN AMRO
    Absa Bank Limited
    Aldermore Bank Plc
    Argenta
    Bank Hapoalim
    Bank Leumi
    Barclays
    Caisse Des Depots
    Commonwealth Bank of Australia
    Credit suisse
    Deloitte. Consulting S.r.l.
    Deutsche Bank AG
    Erste&Steiermarkische Bank d.d.
    Handelsbanken
    HSBC
    Investec Bank Limited
    Islandsbanki
    Israel Discount Bank
    JSC Alfa-Bank
    Kommunalkredit Austria AG
    Lloyds Banking Group
    mBank SA
    Morgan Stanley
    Mors Software
    Murex International Luxembourg
    Natixis
    Nordea
    Nordea Wholesale Banking Corporate & Ins
    NordLB
    Oracle
    Quantitative Risk Management Inc
    Saudi Investment Bank
    Sberbank
    Sberbank of Russia Treasury
    Societe Generale
    Standard Chartered Bank
    UniCredit
    University of Kent Business School
    Whistlebrook
    Yorkshire Building Society


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    Practical Insights From

    Fitz Drummond
    Director, Treasury
    Deutsche Bank

    Kevin Tillotson
    Head of Funds Transfer Pricing
    UBS

    Rajeev Shah
    Head Asset, Liability and Capital Management
    HSBC

    Johan von Solms
    Head of Funds Transfer Pricing
    Barclays

    Sergio Afonso
    Head of BSM Optimisation and Funds Transfer Pricing
    Lloyds Bank

    Andrea Ciaparrone
    Director, Head of ALM and Financial Planning
    Unicredit Bank Ag

    June Wang
    Managing Director, Wholesale Funds Transfer Pricing
    Royal Bank of Canada

    Jesper-Thye-Ostergaard
    Co Head of XVA and Funding
    Nordea

    Click Here For Full Agenda

    Voice of Our Customers
    • “We have come to the stage where market practitioners are encouraged to participate and share to a large extent tangible and specific thoughts and methodologies in their areas. I feel that I have expanded my perspective and met with interesting practitioners, whom Marcus Evans is able to attract”, Head of IFTP, Nordea
    • “Very good place for networking and idea exchange”, Head of ALM, mBank
    • “Conference had really useful presentations and interesting materials. Open and friendly atmosphere.”, Head of Analysis Department, Alfa Bank
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    Event Contact

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

    Constandinos Vinall


    marcus evans (Europe) Ltd
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