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Global Financial Markets Intelligence

Global Financial Markets Intelligence

10th Annual Funds Transfer Pricing and Balance Sheet Management

Establish how banks are using FTP to achieve balance sheet optimisation and manage P&L volatility due to side effects from COVID-19

14-16 Sep 2020
Frankfurt, Germany


Why You Should Attend

10th Annual Funds Transfer Pricing and Balance Sheet Management

Since the establishment of the LCR and NSFR at the back of the 2008 financial crisis, banks have been trying to understand the true cost of funding with liquidity and interest rate risk acting as key components to this variable. A decade later, not only is the cost of funding understood but banks have also managed to incorporate this into their FTP models at a level of granularity that reflects the impact it has on the business. Now that this is effectively being done banks need to ensure FTP is not being treated as a cost centre but as a tool to target P&L. This is especially true in the context of the outbreak which has cause huge amounts of balance sheet volatility and is also expected to leave behind residual effects. With good balance sheet management and FTP, banks can steer the business out of volatility.

With this in mind, this marcus evans meeting will look at how banks are using FTP for balance sheet optimisation and to target P&L due to side effects from COVID-19. It will offer case studies on how costs of funding and in turn the balance sheet were affected during the outbreak, and how FTP faired with managing this volatility. The meeting will also look at challenges experienced for FTP in the retail and corporate business as well as markets business. In respect to the former two entities, there will be practical examples of how prepayment and deposit risk is modeled and how such models enable pricing of embedded optionality. For the markets business, sessions will address how initial and variational margin affect the cost of funding.

Your safety is our top priority. Click HERE to find out how we are ensuring our events are a safe place to be.

Canít physically attend this conference?

Donít worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Your content. Your way.


Key Topics

  • Nord LB examine the management of balance sheet volatility throughout COVID-19
  • UBS assess how FTP can be used to target P&L volatility caused by COVID-19
  • Citi review how well FTP did in protecting the balance sheet during COVID-19
  • Standard Chartered deal with low rates for longer in balance sheet management and FTP
  • Goldman Sachs address the rise of P&L volatility from the transition to RFRs
  • 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


    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.






    Practical Insights From

    Matteo Formenti
    Head of FTP Team
    Unicredit

    Jan Kowalski
    Head of ALM Office
    Bank Pekao

    Ciranoush Yorks
    Head of FTP Centre
    ABN Amro

    Carsten Broeker
    Director, Head of FTP, Methodology and Funding Stratgey
    Commerzbank

    Hima Bindu Tarapatla
    Treasury and Trade Solutions, CEEMEA Balance Sheet Head
    Citi

    Christian Hasenclever
    Head of Strategic Asset and Liability Management
    Nord LB

    James Leeming
    Head of ALM and FTP Strategy
    Nationwide

    Fitzarnaz Drummond
    Executive Director
    Goldman Sachs

    Click Here For Full Agenda

    Voice of Our Customers
    • “I liked the variety of the program. The switch between presentations, panel discussions, and roundtables was nice.” ABN AMRO
    • Perfect place to get updated on what other banks are doing,” mBank
    • “Took some rather interesting thought out to think over and/or share with my colleagues,” Sberbank
    • “Conference provided good, diverse perspectives on FTP...knowledge of presenters impressive,” National Australia Bank
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    Event Contact

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

    Yiota Andreou


    marcus evans (Europe) Ltd
    PO Box 24797
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com