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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Modern Funds & Liquidity Transfer Pricing – Design & Implementation

A structured 16 hour course delivered virtually across 4 half-day modules

2-5 Aug 2021
Online, Singapore


Why You Should Attend

Modern Funds & Liquidity Transfer Pricing – Design & Implementation

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

Given the current travel and in-person meeting constraints associated with the coronavirus, we have adapted our live workshops to an online format. In this 4-part online program (4 hours each session) Douglas Bongartz-Renaud will take a comprehensive look at Funds & Liquidity Transfer Pricing. The course can be delivered virtually or at your offices, and utilizes screen share, whiteboard, chat, and breakout room to provide a mix of short lectures and delegate participation events in each of the four sessions. The trainer will provide participants with copies of the presentation materials including PowerPoint slides and Excel spreadsheets used in the course. Delegate participation and dialogue with the trainer and other delegates will be actively encouraged.

The course is designed to provide banking practitioners with practical knowledge on what current Basel III consistent Funds and Liquidity Transfer Pricing (‘FLTP’) is, and how to implement it. For some course participants this should involve planning a transition ftom legacy FTP ‘pooling’ methods to a modern ‘reference curve’  FTLP framework.  For other participants, whose banks have already implemented a co-terminous FLTP framework, the course wil provide the advantage of more in depth examples (case studies and some spreadsheet tools / examples) demonstrating some of the challenging areas such as reference curves construction, IRRBB and liquidity transfer pricing under Basel III constraints / requirements,

Some attention will also be given to behavioural modeling in the reference curve rate assignments to non-maturing deposits (NMDs) and other uncertain cash flow banking book products. The trainer is an experienced ALM / FLTP process design and impementation consultant, and the case studies will be based on both his previous experience as a practitioner at a large global bank along with his consulting experience on FLTP projects for regional and local banks.

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 recently completed 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. In addition he provided ALM design and implementation assistance at a bank in East Africa under an IFC sponsored assistance program. He also provides consulting assistance to an Islamic bank in SE Asia and to a number of banks in Indonesia as a part time SME for KPMG.

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. Douglas has been delivering public and in-house courses with marcus evans for more than a decade now. And as a result of the 2020-1 Coronavirus pandemic Douglas has also successfully transitioned to delivering his courses online, ensuring that banking professionals continue to benefit from his insights.

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?

· Bank ALCO members, treasury, risk managers, finance and straegic planning, and IT professionals involved in ALM processes and internal and external reporting activities (including ICAAP);

· Bank balance sheet commerical asset & liability stakeholders impacted by product pricing & cost allocations;

· External bank service providers. Including system vendors and consultants.


Key Topics

  • Understand and analyse the key roles of FLTP in product pricing, risk / return analysis, and profit
  • Gain a practical understanding of how to create FTLP reference curves for interest rate and
  • Have an introduction to customising FTLP framework design and implementation consistent with
  • Develop your bank’s FTLP framework with behavioural modelling consistent with Basel 3 IRRBB and liquidity risk management requirements.

  • 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
    • “This is well suited for people wanting to reflect on regulatory developments in banking” NWB Bank
    • “It is comprehensive and beneficial, especially to treasury managers” Turkiye is Bankasi
    • “Good format to discuss the challenges and growing importance of these issues“ DNB
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    Event Contact

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

    Kamelia Simeonova


    101 Finsbury Pavement, London, EC2A 1RS



    Telephone:
    0044 203 002 3172
    Fax:
    Email: kamelias@marcusevansuk.com