- TypeConference
- Location Frankfurt, Hessen, Germany
- Date 14-09-2020 - 16-09-2020
Finance
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.
Can’t physically attend this conference? Don’t worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+ digital platform has you covered. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way.
Establish how banks are using FTP to achieve balance sheet optimisation and manage P&L volatility due to side effects from COVID-19