10th Annual Funds Transfer Pricing and Balance Sheet Management

Posted By : User Ref No: WURUR60076 0
  • Image
  • TypeConference
  • Image
  • Location Frankfurt, Hessen, Germany
  • Price
  • Date 14-09-2020 - 16-09-2020
10th Annual Funds Transfer Pricing and Balance Sheet Management, Frankfurt, Hessen, Germany
Conference Title
10th Annual Funds Transfer Pricing and Balance Sheet Management
Event Type
Conference
Conference Date
14-09-2020 to 16-09-2020
Last Date for Applying
11-09-2020
Location
Frankfurt, Hessen, Germany
Organization Name / Organize By
marcus evans
Organizing/Related Departments
ALL
Organization Type
Event Organizing Company
ConferenceCategory
Both (Technical & Non Technical)
ConferenceLevel
All (State/Province/Region, National & International)
Related Industries

Finance

Location
Frankfurt, Hessen, Germany

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. 

Others Details

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

Registration Fees
Not Mention
Registration Ways
Email
Phone
Website
Address/Venue
  Not Final Also Live and On - Demand 
Official Email ID
Contact
Yiota Andreou

Dimostheni Severi 9, Nicosia Cyprus

[email protected]

     +357 22 849 404