Fund Transfer Pricing Mastery A Practical Guide to Self-Assessment and Strategic Implementation
You're under pressure. Regulators are tightening scrutiny. Profitability analysis is under the microscope. Internal business units demand transparency-yet their incentive structures clash with group-wide capital allocation goals. You need clarity, accountability, and a transfer pricing framework so robust it withstands audit, impresses the board, and drives better strategic decisions across your financial institution. Too often, transfer pricing remains a black box-opaque, inconsistently applied, and treated as a compliance task rather than a strategic lever. You're not alone if you've struggled to align FTP with ALM, liquidity management, and capital optimisation. But staying stuck means missed opportunities: inefficient fund allocation, distorted P&L attribution, and dwindling trust from senior leadership. Fund Transfer Pricing Mastery A Practical Guide to Self-Assessment and Strategic Implementation is the definitive roadmap you’ve been missing. This course transforms you from navigating uncertainty to delivering board-ready, auditor-proof FTP frameworks in as little as four weeks-equipping you to lead institutional change with precision, authority, and confidence. One treasury director at a mid-sized commercial bank used this structured approach to overhaul their legacy FTP model, uncovering $12.7 million in hidden inefficiencies within the first quarter. Her cross-functional team now receives quarterly invitations to present at executive risk committee meetings-in large part because the transfer pricing outputs are consistent, traceable, and strategically aligned. This is more than technical training. It's about elevating your role from technician to strategist. From someone who runs numbers to someone who shapes business outcomes. With this course, you’ll build a defensible, auditable, and adaptable FTP system from the ground up-validating assumptions, calibrating methodologies, and integrating risk-adjusted returns into decision-making at every level. Here’s how this course is structured to help you get there.Course Format & Delivery Details Self-Paced. On-Demand. Built for Real Professionals With Real Jobs.
This course is designed for senior financial professionals who need depth without disruption. You gain immediate online access upon enrollment, with no fixed schedules, mandatory sessions, or time-sensitive deadlines. Study when it fits-early mornings, late nights, or between board reports. Designed for Fast Results, Long-Term Mastery
Most learners complete the core curriculum in 18–24 hours of focused work, with many applying their first validated FTP adjustment within 10 days. The content is modular and outcome-driven, so you can fast-track to the sections most relevant to your current challenge-whether that’s revising your intragroup funding rate curve or defending FTP methodology to internal auditors. Lifetime Access with Continuous Updates at No Extra Cost
Enroll once, benefit forever. You receive lifetime access to all course materials, including future updates to reflect evolving regulatory expectations, new benchmarking standards, and emerging best practices. As frameworks like IRRBB, SA-CCR, and IFRS 17 evolve, your knowledge stays current-automatically. 24/7 Global, Mobile-Friendly Access
Access your dashboard from any device, anywhere in the world. Whether you’re reviewing marginal cost-of-funds calculations on a tablet during a flight or referencing your rate-alignment checklist from your phone before a meeting, the experience is seamless, responsive, and professional. Expert Guidance When You Need It
You’re not left to figure it out alone. The course includes direct access to an experienced FTP advisory team for clarifications, methodological validations, and scenario reviews. This isn’t automated chat or templated responses-this is professional guidance rooted in live implementation experience across banks, credit unions, and multinational financial groups. Certificate of Completion Issued by The Art of Service
Upon finishing the course and passing the final self-assessment, you earn a globally recognised Certificate of Completion issued by The Art of Service. This credential is cited by professionals in over 90 countries, referenced in promotion dossiers, LinkedIn profiles, and regulatory engagement documents. It signals precision, technical rigour, and strategic competence. Transparent Pricing. No Hidden Fees.
The listed price includes full lifetime access, certification, all updates, and expert support-no surprise charges, no tiered upsells. What you see is what you get. We accept all major payment methods including Visa, Mastercard, and PayPal. 100% Satisfied or Refunded. Zero Risk.
Try the course risk-free. If within 30 days you find it doesn’t meet your expectations for depth, clarity, or practicality, request a full refund. No forms, no hoops, no questions. This is our commitment to delivering exceptional value. Immediate Confirmation, Seamless Access
After enrollment, you’ll receive a confirmation email. Your access credentials and course instructions will follow in a separate communication once your learner profile is processed and the materials are fully activated-ensuring a smooth, error-free start. Will This Work for Me?
Absolutely. This course is built for real-world complexity. Whether you're a treasury analyst in a regional bank, a finance controller at a credit union, or a group transfer pricing lead at a multinational financial holding company, the frameworks are scalable, modular, and role-applicable. This works even if: You’ve inherited a legacy FTP model with undocumented assumptions; your stakeholders don’t agree on cost-of-capital baselines; your ALM and FTP teams operate in silos; or you lack historical data for perfect curve calibration. The methodology teaches how to build defensible models step by step-even with data gaps, political friction, and regulatory ambiguity. Over 1,400 professionals have used this system to transition from fragmented practices to enterprise-grade transfer pricing governance-with measurable improvements in audit readiness, business unit accountability, and capital efficiency.
Extensive and Detailed Course Curriculum
Module 1: Foundations of Fund Transfer Pricing - Understanding the core purpose of FTP in financial institutions
- Differentiating FTP from general ledger allocation
- Role of FTP in profitability analysis and performance measurement
- Linking FTP to asset-liability management (ALM)
- Overview of FTP’s role in regulatory reporting
- Key stakeholders: Treasury, Finance, Risk, Business Units
- The cost-of-funds concept and its strategic implications
- Opportunity cost vs. funding cost: when to use which
- Defining internal funding sources and external market benchmarks
- FTP's relationship with net interest margin (NIM) optimisation
Module 2: Regulatory and Governance Frameworks - Overview of Basel III and its impact on FTP
- FTP expectations under IRRBB (Interest Rate Risk in the Banking Book)
- Compliance with IFRS 9 and IFRS 17 requirements
- Role of FTP in capital adequacy assessments
- Internal audit expectations for FTP model validity
- Documentation standards for regulatory review
- Governance structures: FTP committees and approval workflows
- Segregation of duties between FTP modelers and users
- Handling FTP in group-wide ICAAP submissions
- Alignment with internal risk appetite frameworks
Module 3: Core FTP Methodologies - Comparative analysis of single vs. multiple funding pool models
- Term-matched marginal costing: theory and application
- Average cost of funds: benefits and limitations
- Zero-cost funding exceptions and rationale
- Incremental funding cost for callable deposits
- Handling non-maturity deposits (NMDs)
- Effective duration approach for rate sensitivity
- Yield curve construction for internal pricing
- Selecting appropriate market benchmarks (SOFR, SONIA, €STR)
- Adjustments for credit spread and liquidity premium
Module 4: Yield Curve Development and Calibration - Selecting the base yield curve for your institution
- Incorporating credit risk adjustments into the curve
- Mapping asset and liability cash flows to the curve
- Building synthetic curves for illiquid tenors
- Frequency of curve updates and review cycles
- Back-testing curve accuracy against realised funding costs
- Handling basis risk between funding and lending rates
- Using swap curves vs. bond curves
- Adjusting for market stress periods
- Documentation of curve assumptions and governance
Module 5: FTP for Assets and Liabilities - FTP pricing of retail loans: mortgages, personal loans, auto loans
- Handling prepayment risk in FTP calculations
- FTP for commercial and corporate loans
- Working capital facilities and commitment fees
- Handling revolving credit lines
- FTP for fixed-rate vs. floating-rate instruments
- Applying FTP to non-interest-bearing deposits
- Treatment of escrow and fiduciary accounts
- FTP for wholesale funding instruments
- Adjusting for covenants and contingent funding
Module 6: Lapse and Behavioral Assumptions - Modelling deposit run-off behavior
- Empirical analysis of deposit stickiness
- Segmenting customers by tenure and account type
- Impact of interest rate cycles on deposit retention
- Scenario testing for behavioral shifts
- Peer benchmarking of deposit durability
- Validating assumptions with historical data
- Integrating economic forecasts into behavior models
- Documentation standards for assumptions
- Handling behavioral risk in stress testing
Module 7: Advanced FTP Adjustments - Option-adjusted spread (OAS) methodology
- Handling early withdrawal and prepayment options
- Cost of liquidity risk: quantification and allocation
- Capital cost allocation via FTP
- Incorporating funding liquidity premium
- Adjustments for operational risk and overhead recovery
- Integrating mismatch costs into FTP rates
- Currency basis adjustments for cross-border funding
- Intercompany transaction pricing considerations
- Adjusting for tax efficiency and structure
Module 8: FTP and Business Unit Performance - Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
Module 1: Foundations of Fund Transfer Pricing - Understanding the core purpose of FTP in financial institutions
- Differentiating FTP from general ledger allocation
- Role of FTP in profitability analysis and performance measurement
- Linking FTP to asset-liability management (ALM)
- Overview of FTP’s role in regulatory reporting
- Key stakeholders: Treasury, Finance, Risk, Business Units
- The cost-of-funds concept and its strategic implications
- Opportunity cost vs. funding cost: when to use which
- Defining internal funding sources and external market benchmarks
- FTP's relationship with net interest margin (NIM) optimisation
Module 2: Regulatory and Governance Frameworks - Overview of Basel III and its impact on FTP
- FTP expectations under IRRBB (Interest Rate Risk in the Banking Book)
- Compliance with IFRS 9 and IFRS 17 requirements
- Role of FTP in capital adequacy assessments
- Internal audit expectations for FTP model validity
- Documentation standards for regulatory review
- Governance structures: FTP committees and approval workflows
- Segregation of duties between FTP modelers and users
- Handling FTP in group-wide ICAAP submissions
- Alignment with internal risk appetite frameworks
Module 3: Core FTP Methodologies - Comparative analysis of single vs. multiple funding pool models
- Term-matched marginal costing: theory and application
- Average cost of funds: benefits and limitations
- Zero-cost funding exceptions and rationale
- Incremental funding cost for callable deposits
- Handling non-maturity deposits (NMDs)
- Effective duration approach for rate sensitivity
- Yield curve construction for internal pricing
- Selecting appropriate market benchmarks (SOFR, SONIA, €STR)
- Adjustments for credit spread and liquidity premium
Module 4: Yield Curve Development and Calibration - Selecting the base yield curve for your institution
- Incorporating credit risk adjustments into the curve
- Mapping asset and liability cash flows to the curve
- Building synthetic curves for illiquid tenors
- Frequency of curve updates and review cycles
- Back-testing curve accuracy against realised funding costs
- Handling basis risk between funding and lending rates
- Using swap curves vs. bond curves
- Adjusting for market stress periods
- Documentation of curve assumptions and governance
Module 5: FTP for Assets and Liabilities - FTP pricing of retail loans: mortgages, personal loans, auto loans
- Handling prepayment risk in FTP calculations
- FTP for commercial and corporate loans
- Working capital facilities and commitment fees
- Handling revolving credit lines
- FTP for fixed-rate vs. floating-rate instruments
- Applying FTP to non-interest-bearing deposits
- Treatment of escrow and fiduciary accounts
- FTP for wholesale funding instruments
- Adjusting for covenants and contingent funding
Module 6: Lapse and Behavioral Assumptions - Modelling deposit run-off behavior
- Empirical analysis of deposit stickiness
- Segmenting customers by tenure and account type
- Impact of interest rate cycles on deposit retention
- Scenario testing for behavioral shifts
- Peer benchmarking of deposit durability
- Validating assumptions with historical data
- Integrating economic forecasts into behavior models
- Documentation standards for assumptions
- Handling behavioral risk in stress testing
Module 7: Advanced FTP Adjustments - Option-adjusted spread (OAS) methodology
- Handling early withdrawal and prepayment options
- Cost of liquidity risk: quantification and allocation
- Capital cost allocation via FTP
- Incorporating funding liquidity premium
- Adjustments for operational risk and overhead recovery
- Integrating mismatch costs into FTP rates
- Currency basis adjustments for cross-border funding
- Intercompany transaction pricing considerations
- Adjusting for tax efficiency and structure
Module 8: FTP and Business Unit Performance - Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Overview of Basel III and its impact on FTP
- FTP expectations under IRRBB (Interest Rate Risk in the Banking Book)
- Compliance with IFRS 9 and IFRS 17 requirements
- Role of FTP in capital adequacy assessments
- Internal audit expectations for FTP model validity
- Documentation standards for regulatory review
- Governance structures: FTP committees and approval workflows
- Segregation of duties between FTP modelers and users
- Handling FTP in group-wide ICAAP submissions
- Alignment with internal risk appetite frameworks
Module 3: Core FTP Methodologies - Comparative analysis of single vs. multiple funding pool models
- Term-matched marginal costing: theory and application
- Average cost of funds: benefits and limitations
- Zero-cost funding exceptions and rationale
- Incremental funding cost for callable deposits
- Handling non-maturity deposits (NMDs)
- Effective duration approach for rate sensitivity
- Yield curve construction for internal pricing
- Selecting appropriate market benchmarks (SOFR, SONIA, €STR)
- Adjustments for credit spread and liquidity premium
Module 4: Yield Curve Development and Calibration - Selecting the base yield curve for your institution
- Incorporating credit risk adjustments into the curve
- Mapping asset and liability cash flows to the curve
- Building synthetic curves for illiquid tenors
- Frequency of curve updates and review cycles
- Back-testing curve accuracy against realised funding costs
- Handling basis risk between funding and lending rates
- Using swap curves vs. bond curves
- Adjusting for market stress periods
- Documentation of curve assumptions and governance
Module 5: FTP for Assets and Liabilities - FTP pricing of retail loans: mortgages, personal loans, auto loans
- Handling prepayment risk in FTP calculations
- FTP for commercial and corporate loans
- Working capital facilities and commitment fees
- Handling revolving credit lines
- FTP for fixed-rate vs. floating-rate instruments
- Applying FTP to non-interest-bearing deposits
- Treatment of escrow and fiduciary accounts
- FTP for wholesale funding instruments
- Adjusting for covenants and contingent funding
Module 6: Lapse and Behavioral Assumptions - Modelling deposit run-off behavior
- Empirical analysis of deposit stickiness
- Segmenting customers by tenure and account type
- Impact of interest rate cycles on deposit retention
- Scenario testing for behavioral shifts
- Peer benchmarking of deposit durability
- Validating assumptions with historical data
- Integrating economic forecasts into behavior models
- Documentation standards for assumptions
- Handling behavioral risk in stress testing
Module 7: Advanced FTP Adjustments - Option-adjusted spread (OAS) methodology
- Handling early withdrawal and prepayment options
- Cost of liquidity risk: quantification and allocation
- Capital cost allocation via FTP
- Incorporating funding liquidity premium
- Adjustments for operational risk and overhead recovery
- Integrating mismatch costs into FTP rates
- Currency basis adjustments for cross-border funding
- Intercompany transaction pricing considerations
- Adjusting for tax efficiency and structure
Module 8: FTP and Business Unit Performance - Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Selecting the base yield curve for your institution
- Incorporating credit risk adjustments into the curve
- Mapping asset and liability cash flows to the curve
- Building synthetic curves for illiquid tenors
- Frequency of curve updates and review cycles
- Back-testing curve accuracy against realised funding costs
- Handling basis risk between funding and lending rates
- Using swap curves vs. bond curves
- Adjusting for market stress periods
- Documentation of curve assumptions and governance
Module 5: FTP for Assets and Liabilities - FTP pricing of retail loans: mortgages, personal loans, auto loans
- Handling prepayment risk in FTP calculations
- FTP for commercial and corporate loans
- Working capital facilities and commitment fees
- Handling revolving credit lines
- FTP for fixed-rate vs. floating-rate instruments
- Applying FTP to non-interest-bearing deposits
- Treatment of escrow and fiduciary accounts
- FTP for wholesale funding instruments
- Adjusting for covenants and contingent funding
Module 6: Lapse and Behavioral Assumptions - Modelling deposit run-off behavior
- Empirical analysis of deposit stickiness
- Segmenting customers by tenure and account type
- Impact of interest rate cycles on deposit retention
- Scenario testing for behavioral shifts
- Peer benchmarking of deposit durability
- Validating assumptions with historical data
- Integrating economic forecasts into behavior models
- Documentation standards for assumptions
- Handling behavioral risk in stress testing
Module 7: Advanced FTP Adjustments - Option-adjusted spread (OAS) methodology
- Handling early withdrawal and prepayment options
- Cost of liquidity risk: quantification and allocation
- Capital cost allocation via FTP
- Incorporating funding liquidity premium
- Adjustments for operational risk and overhead recovery
- Integrating mismatch costs into FTP rates
- Currency basis adjustments for cross-border funding
- Intercompany transaction pricing considerations
- Adjusting for tax efficiency and structure
Module 8: FTP and Business Unit Performance - Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Modelling deposit run-off behavior
- Empirical analysis of deposit stickiness
- Segmenting customers by tenure and account type
- Impact of interest rate cycles on deposit retention
- Scenario testing for behavioral shifts
- Peer benchmarking of deposit durability
- Validating assumptions with historical data
- Integrating economic forecasts into behavior models
- Documentation standards for assumptions
- Handling behavioral risk in stress testing
Module 7: Advanced FTP Adjustments - Option-adjusted spread (OAS) methodology
- Handling early withdrawal and prepayment options
- Cost of liquidity risk: quantification and allocation
- Capital cost allocation via FTP
- Incorporating funding liquidity premium
- Adjustments for operational risk and overhead recovery
- Integrating mismatch costs into FTP rates
- Currency basis adjustments for cross-border funding
- Intercompany transaction pricing considerations
- Adjusting for tax efficiency and structure
Module 8: FTP and Business Unit Performance - Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Linking FTP to business unit P&L
- Designing performance metrics that reflect real profitability
- Setting incentive compensation based on FTP-adjusted returns
- Handling misaligned incentives across units
- Creating dashboards for FTP transparency
- Reporting FTP impacts by product, channel, and region
- Communicating FTP logic to non-technical stakeholders
- Building trust between treasury and business leaders
- Benchmarking unit-level returns against cost of capital
- Identifying loss-making products using FTP analysis
Module 9: Data Architecture and System Integration - Minimum data requirements for robust FTP
- Data sourcing: core banking vs. GL vs. ALM systems
- Granularity standards for instrument-level tagging
- Matching cash flows across systems
- Automating FTP calculations in reporting tools
- Integration with risk data aggregation (BCBS 239)
- FTP data lineage and audit trails
- Validation controls for data integrity
- Handling system outages and reconciliation gaps
- Cost-benefit analysis of FTP system upgrades
Module 10: Model Validation and Audit Readiness - Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Essential components of an FTP model validation framework
- Independent review vs. self-validation approaches
- Back-testing FTP outcomes against actual performance
- Sensitivity analysis and scenario stress testing
- Peer benchmarking of FTP methodology
- Documentation standards for external auditors
- Handling auditor questions on option cost
- Proving consistency with market data
- Internal challenge process for model assumptions
- Preparing for regulatory inspection of FTP practices
Module 11: FTP in Mergers and Acquisitions - Harmonising FTP models post-merger
- Integrating different funding cost methodologies
- Repricing legacy portfolios in new groups
- Handling conflicting yield curves and benchmarks
- Aligning performance metrics across legacy entities
- Timeline for FTP harmonisation after acquisition
- Handling transitional funding arrangements
- Documenting integration decisions
- Impact on consolidated regulatory reporting
- Change management for business unit leaders
Module 12: Strategic Implementation Roadmap - Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Stakeholder alignment workshop design
- Building a business case for FTP reform
- Developing a phased implementation plan
- Prioritising quick wins vs. long-term transformation
- Defining success metrics and KPIs
- Creating a transition timeline with milestones
- Resource planning: internal vs. external support
- Managing resistance from business units
- Communication strategy for cross-functional buy-in
- Establishing ongoing review and improvement cycles
Module 13: FTP for Specialised Products - FTP for trade finance instruments
- Handling letters of credit and guarantees
- FTP for derivatives and hedging instruments
- Allocation of funding for collateralised transactions
- SA-CCR adjustments and funding implications
- FTP for securitisations and off-balance-sheet items
- Handling syndicated loan participations
- Funding cost for internal treasury mandates
- FTP for fintech partnerships and embedded finance
- Adjusting for digital bank funding profiles
Module 14: Liquidity and Contingency Funding - Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Role of FTP in LCR and NSFR calculations
- Allocating costs of high-quality liquid assets (HQLA)
- FTP treatment of contingency funding lines
- Cost of access to central bank facilities
- Liquidity risk premium in FTP rates
- Stress scenario funding cost projection
- Integrating ILAAP findings into FTP
- Funding cost during resolution and recovery planning
- Impact of FTP on liquidity pricing decisions
- Monitoring intraday funding patterns
Module 15: Practical Self-Assessment Tools - Step-by-step FTP maturity assessment framework
- Scoring your current model across 12 dimensions
- Identifying critical gaps in documentation and process
- Benchmarking against industry best practices
- Checklist for audit readiness
- Gap analysis tool for regulatory compliance
- Self-audit questionnaire for internal validation
- Heat map of risk concentrations in current FTP
- Peer comparison template for methodology
- Monthly review and refinement protocol
Module 16: Hands-On Implementation Projects - Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact
Module 17: Certification and Professional Advancement - Overview of final self-assessment requirements
- How the certification process works
- Structure of the assessment: case-based and applied
- Preparing for real-world FTP decision scenarios
- Submission and review timeline
- Receiving your Certificate of Completion
- Using your certification in professional credentials
- Sharing your achievement on LinkedIn and CVs
- Access to alumni network and job board
- Next steps: advanced certifications in treasury and risk
- Project 1: Reconstructing your institution’s yield curve
- Project 2: Calculating FTP for a sample loan portfolio
- Project 3: Adjusting for prepayment and behavioral risk
- Project 4: Building a business unit P&L with FTP
- Project 5: Documenting assumptions for audit
- Project 6: Creating a model validation summary
- Project 7: Designing a stakeholder communication deck
- Project 8: Developing a transition plan for legacy systems
- Project 9: Stress testing FTP under rising rate environment
- Project 10: Preparing a board-level presentation on FTP impact