Funds Transfer Pricing A Complete Guide
You're under pressure. Stakeholders demand sharper insights. Executives question your ALM models. Risk teams want transparency. And you're expected to defend FTP frameworks without a single gap in logic - all while managing rising rates, regulatory scrutiny, and balance sheet volatility. Sound familiar? You’re not behind. You’re just missing a structured way to master Funds Transfer Pricing - the core mechanism that drives profitability, risk alignment, and capital efficiency across every major financial institution. Funds Transfer Pricing A Complete Guide is not another theoretical overview. It’s the definitive operational blueprint used by treasury analysts, ALM officers, and CFOs to build, validate, and defend robust FTP frameworks that withstand audits, drive accurate product pricing, and support strategic decision-making. One associate at a Top 10 European bank used this guide to rebuild their FTP policy in under four weeks. The outcome? A 38% improvement in line-level P&L attribution accuracy, and formal recognition from Finance & Risk leadership. She moved from “data specialist” to “trusted advisor” at her next performance review. This course bridges the gap between being uncertain and being indispensable. You’ll go from fragmented knowledge to delivering a fully documented, board-ready FTP framework - complete with methodology, governance controls, and transfer rate models - in under 30 days. No guesswork. No outdated methods. Just a proven, step-by-step system that turns complexity into clarity. Here’s how this course is structured to help you get there.Course Format & Delivery Details Fully Self-Paced with Immediate Online Access
You gain instant access to a rich, structured learning environment designed for busy finance professionals. There are no fixed schedules, mandatory attendance, or time zones to navigate. Whether you’re analyzing your bank’s FTP gap at midnight or refining your cost-of-funds model between meetings, this course adapts to your life - not the other way around. Most learners implement core components of their FTP framework within two weeks. Full mastery and documentation take 20 to 25 hours, typically completed over 3 to 5 weeks of part-time study. You’ll see tangible results fast - often within your first module. Lifetime Access. Zero Expiry. Full Updates Included.
Once enrolled, you own the course for life. All future updates to methodologies, regulatory references, and model templates are provided at no additional cost. As Basel frameworks evolve and central bank policies shift, your access evolves with them. 24/7 Global, Mobile-Friendly Access
Access your materials anytime, anywhere, from any device. Desktop, tablet, or smartphone - the content reflows perfectly, ensuring uninterrupted progress whether you're at the office, on travel, or working remotely. Direct Instructor Guidance & Ongoing Support
You’re not alone. You’ll receive direct access to structured Q&A pathways with our FTP subject matter experts - practitioners who have implemented FTP frameworks across Tier 1 banks, credit unions, and regional financial institutions. Guidance is delivered through clear, written responses, ensuring you get timely, accurate support aligned with real-world conditions. Receive a Globally Recognised Certificate of Completion
Upon finishing the course, you’ll earn a Certificate of Completion issued by The Art of Service - a credential respected by financial institutions, consulting firms, and audit teams worldwide. This certification validates your ability to design and justify a compliant, strategic FTP framework, enhancing your credibility and career mobility. No Hidden Fees. No Surprises.
The price is straightforward, all-inclusive, and transparent. What you see is what you get - no recurring charges, no tiered upgrades, and no paywalls to unlock critical content. Trusted Payment Options
We accept all major payment methods, including Visa, Mastercard, and PayPal - processed securely with bank-level encryption. 100% Risk-Free Enrollment with Full Money-Back Guarantee
If you complete the first two modules and don’t believe this course is the most practical, comprehensive guide to Funds Transfer Pricing you’ve ever used, simply contact support for a full refund. No questions, no hassle. What to Expect After Enrollment
After registration, you’ll receive a confirmation email. Your access credentials and learning portal details will be sent separately once your enrolment is fully processed. This ensures a secure, verified experience for all participants. This Works Even If…
- You’ve never built an FTP framework from scratch
- Your institution uses legacy systems or outdated models
- You’re transitioning from retail banking, risk, or finance into treasury
- You’re not a quant but need to understand advanced transfer pricing mechanics
- You work in a non-bank financial institution and need a tailored approach
This course was built for the real world - where data is messy, stakeholders are skeptical, and time is limited. Our graduates include assistant treasurers, ALM analysts, internal auditors, and transformation leads who’ve used this system to drive real change in organisations ranging from $2B credit unions to $2T global banks. You don't need a PhD in finance. You need clarity, structure, and confidence. This course gives you all three.
Module 1: Foundations of Funds Transfer Pricing - Understanding the core purpose of FTP in financial institutions
- Historical evolution of FTP: From simple spreads to dynamic frameworks
- How FTP aligns with ALM, capital allocation, and profitability measurement
- The difference between FTP, cost of funds, and funding transfer rates
- When FTP matters most: Growth phases, crisis periods, and restructuring
- Key stakeholders in FTP design and governance
- Common misconceptions and pitfalls in early-stage FTP adoption
- Regulatory drivers behind FTP: Basel, IRRBB, and internal capital adequacy
- Link between FTP and IFRS 9 / CECL expected credit loss models
- Role of FTP in product pricing and customer profitability analysis
Module 2: Components of a Robust FTP Framework - Defining the FTP policy document: Structure and mandatory sections
- Setting the FTP committee and governance model
- Creating the FTP governance charter and escalation procedures
- Establishing a clear scope: Which liabilities and assets are included
- Defining excluded items and justified exceptions
- Selecting the appropriate FTP approach: Single Pool vs Multi-Pool
- Understanding the marginal vs average cost of funds debate
- Matching principles: Maturity, liquidity, and behavioural assumptions
- Interpolation methods for unquoted tenors
- Handling non-maturity deposits: Decay rates, re-pricing lags, and decay curves
Module 3: Building the FTP Curve - Data sources for yield curve construction: Bonds, swaps, deposits, interbank
- Selecting benchmark curves: SOFR, SONIA, €STR, and others
- Bootstrapping zero-coupon curves from market instruments
- Smoothing techniques for noisy market data
- Creating synthetic rates for missing maturities
- Adjusting for credit spread differentials between wholesale and retail
- Handling basis risk between funding and lending curves
- Incorporating sovereign risk spreads in emerging markets
- Curve construction for non-core currencies
- Handling curve distortions during monetary policy transitions
Module 4: Transfer Rate Methodologies - Direct assignment: How and when to apply it
- Repricing approach: Aligning transfer rates with asset/liability re-pricing dates
- Maturity-matching methodology: Full term alignment
- Funds at Call (FAC): Definition, pricing, and behavioural modelling
- Lock-in behaviour modelling for fixed-rate products
- Expected life modelling for amortising assets
- Residual life vs contractual maturity: Key differences
- Behavioural adjustments for prepayment, early withdrawal, and rollover
- Setting transfer rates for off-balance sheet exposures
- Handling derivatives and structured products in FTP
Module 5: FTP for Deposits - Classifying deposit types: Transaction, savings, time, wholesale
- Identifying core vs non-core deposits
- Stable vs rate-sensitive deposits: Measurement and segmentation
- Building a behavioural decay curve for non-maturity deposits
- Estimating re-pricing lags and sensitivity thresholds
- Using historical data to model deposit beta
- Applying econometric techniques to forecast deposit behaviour
- Setting shadow pricing for non-repricing accounts
- Handling insured vs uninsured deposit pricing
- Transfer pricing for promotional deposits and teaser rates
Module 6: FTP for Loans and Advances - Matching loan types to appropriate funding sources
- Fixed-rate mortgage FTP: Expected life and prepayment assumptions
- Variable-rate loans: Index selection and repricing alignment
- Commercial loans: Term, syndication, and revolving credit considerations
- SME and retail lending: Aggregation and standardization
- Unfunded commitments: Commitment fees and funding reserves
- Loan loss provision interaction with FTP
- FTP treatment during forbearance or restructuring
- Impact of credit spreads on loan pricing and FTP
- Incorporating facility usage assumptions in transfer rate design
Module 7: FTP for Wholesale Funding and Capital - Pricing interbank borrowing and issuance programs
- Debt issuance: Bonds, MTNs, CP, and subordinated debt
- Secured vs unsecured funding differentials
- Including issuance costs in transfer rates
- Long-term vs short-term wholesale funding strategies
- Transfer pricing for liquidity buffers (HQLA)
- Incorporating funding value adjustment (FVA) concepts
- Allocating capital costs: ROE and hurdle rate mechanics
- RAROC integration with FTP outcomes
- Stress-testing FTP assumptions under funding shocks
Module 8: FTP Systems and Implementation - Selecting an FTP system: In-house, vendor, or hybrid
- Integration with core banking, GL, and ALM systems
- Data mapping: Granularity, frequency, and validation
- Setting up the FTP engine: Parameters, rules, and logic
- Automating rate updates and curve refreshes
- Handling intraday vs end-of-day processing
- Reconciliation of FTP results with general ledger
- Exception handling and audit trails
- Version control for FTP models and policies
- Parallel run strategies during system migration
Module 9: Reporting & Analytics - Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Understanding the core purpose of FTP in financial institutions
- Historical evolution of FTP: From simple spreads to dynamic frameworks
- How FTP aligns with ALM, capital allocation, and profitability measurement
- The difference between FTP, cost of funds, and funding transfer rates
- When FTP matters most: Growth phases, crisis periods, and restructuring
- Key stakeholders in FTP design and governance
- Common misconceptions and pitfalls in early-stage FTP adoption
- Regulatory drivers behind FTP: Basel, IRRBB, and internal capital adequacy
- Link between FTP and IFRS 9 / CECL expected credit loss models
- Role of FTP in product pricing and customer profitability analysis
Module 2: Components of a Robust FTP Framework - Defining the FTP policy document: Structure and mandatory sections
- Setting the FTP committee and governance model
- Creating the FTP governance charter and escalation procedures
- Establishing a clear scope: Which liabilities and assets are included
- Defining excluded items and justified exceptions
- Selecting the appropriate FTP approach: Single Pool vs Multi-Pool
- Understanding the marginal vs average cost of funds debate
- Matching principles: Maturity, liquidity, and behavioural assumptions
- Interpolation methods for unquoted tenors
- Handling non-maturity deposits: Decay rates, re-pricing lags, and decay curves
Module 3: Building the FTP Curve - Data sources for yield curve construction: Bonds, swaps, deposits, interbank
- Selecting benchmark curves: SOFR, SONIA, €STR, and others
- Bootstrapping zero-coupon curves from market instruments
- Smoothing techniques for noisy market data
- Creating synthetic rates for missing maturities
- Adjusting for credit spread differentials between wholesale and retail
- Handling basis risk between funding and lending curves
- Incorporating sovereign risk spreads in emerging markets
- Curve construction for non-core currencies
- Handling curve distortions during monetary policy transitions
Module 4: Transfer Rate Methodologies - Direct assignment: How and when to apply it
- Repricing approach: Aligning transfer rates with asset/liability re-pricing dates
- Maturity-matching methodology: Full term alignment
- Funds at Call (FAC): Definition, pricing, and behavioural modelling
- Lock-in behaviour modelling for fixed-rate products
- Expected life modelling for amortising assets
- Residual life vs contractual maturity: Key differences
- Behavioural adjustments for prepayment, early withdrawal, and rollover
- Setting transfer rates for off-balance sheet exposures
- Handling derivatives and structured products in FTP
Module 5: FTP for Deposits - Classifying deposit types: Transaction, savings, time, wholesale
- Identifying core vs non-core deposits
- Stable vs rate-sensitive deposits: Measurement and segmentation
- Building a behavioural decay curve for non-maturity deposits
- Estimating re-pricing lags and sensitivity thresholds
- Using historical data to model deposit beta
- Applying econometric techniques to forecast deposit behaviour
- Setting shadow pricing for non-repricing accounts
- Handling insured vs uninsured deposit pricing
- Transfer pricing for promotional deposits and teaser rates
Module 6: FTP for Loans and Advances - Matching loan types to appropriate funding sources
- Fixed-rate mortgage FTP: Expected life and prepayment assumptions
- Variable-rate loans: Index selection and repricing alignment
- Commercial loans: Term, syndication, and revolving credit considerations
- SME and retail lending: Aggregation and standardization
- Unfunded commitments: Commitment fees and funding reserves
- Loan loss provision interaction with FTP
- FTP treatment during forbearance or restructuring
- Impact of credit spreads on loan pricing and FTP
- Incorporating facility usage assumptions in transfer rate design
Module 7: FTP for Wholesale Funding and Capital - Pricing interbank borrowing and issuance programs
- Debt issuance: Bonds, MTNs, CP, and subordinated debt
- Secured vs unsecured funding differentials
- Including issuance costs in transfer rates
- Long-term vs short-term wholesale funding strategies
- Transfer pricing for liquidity buffers (HQLA)
- Incorporating funding value adjustment (FVA) concepts
- Allocating capital costs: ROE and hurdle rate mechanics
- RAROC integration with FTP outcomes
- Stress-testing FTP assumptions under funding shocks
Module 8: FTP Systems and Implementation - Selecting an FTP system: In-house, vendor, or hybrid
- Integration with core banking, GL, and ALM systems
- Data mapping: Granularity, frequency, and validation
- Setting up the FTP engine: Parameters, rules, and logic
- Automating rate updates and curve refreshes
- Handling intraday vs end-of-day processing
- Reconciliation of FTP results with general ledger
- Exception handling and audit trails
- Version control for FTP models and policies
- Parallel run strategies during system migration
Module 9: Reporting & Analytics - Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Data sources for yield curve construction: Bonds, swaps, deposits, interbank
- Selecting benchmark curves: SOFR, SONIA, €STR, and others
- Bootstrapping zero-coupon curves from market instruments
- Smoothing techniques for noisy market data
- Creating synthetic rates for missing maturities
- Adjusting for credit spread differentials between wholesale and retail
- Handling basis risk between funding and lending curves
- Incorporating sovereign risk spreads in emerging markets
- Curve construction for non-core currencies
- Handling curve distortions during monetary policy transitions
Module 4: Transfer Rate Methodologies - Direct assignment: How and when to apply it
- Repricing approach: Aligning transfer rates with asset/liability re-pricing dates
- Maturity-matching methodology: Full term alignment
- Funds at Call (FAC): Definition, pricing, and behavioural modelling
- Lock-in behaviour modelling for fixed-rate products
- Expected life modelling for amortising assets
- Residual life vs contractual maturity: Key differences
- Behavioural adjustments for prepayment, early withdrawal, and rollover
- Setting transfer rates for off-balance sheet exposures
- Handling derivatives and structured products in FTP
Module 5: FTP for Deposits - Classifying deposit types: Transaction, savings, time, wholesale
- Identifying core vs non-core deposits
- Stable vs rate-sensitive deposits: Measurement and segmentation
- Building a behavioural decay curve for non-maturity deposits
- Estimating re-pricing lags and sensitivity thresholds
- Using historical data to model deposit beta
- Applying econometric techniques to forecast deposit behaviour
- Setting shadow pricing for non-repricing accounts
- Handling insured vs uninsured deposit pricing
- Transfer pricing for promotional deposits and teaser rates
Module 6: FTP for Loans and Advances - Matching loan types to appropriate funding sources
- Fixed-rate mortgage FTP: Expected life and prepayment assumptions
- Variable-rate loans: Index selection and repricing alignment
- Commercial loans: Term, syndication, and revolving credit considerations
- SME and retail lending: Aggregation and standardization
- Unfunded commitments: Commitment fees and funding reserves
- Loan loss provision interaction with FTP
- FTP treatment during forbearance or restructuring
- Impact of credit spreads on loan pricing and FTP
- Incorporating facility usage assumptions in transfer rate design
Module 7: FTP for Wholesale Funding and Capital - Pricing interbank borrowing and issuance programs
- Debt issuance: Bonds, MTNs, CP, and subordinated debt
- Secured vs unsecured funding differentials
- Including issuance costs in transfer rates
- Long-term vs short-term wholesale funding strategies
- Transfer pricing for liquidity buffers (HQLA)
- Incorporating funding value adjustment (FVA) concepts
- Allocating capital costs: ROE and hurdle rate mechanics
- RAROC integration with FTP outcomes
- Stress-testing FTP assumptions under funding shocks
Module 8: FTP Systems and Implementation - Selecting an FTP system: In-house, vendor, or hybrid
- Integration with core banking, GL, and ALM systems
- Data mapping: Granularity, frequency, and validation
- Setting up the FTP engine: Parameters, rules, and logic
- Automating rate updates and curve refreshes
- Handling intraday vs end-of-day processing
- Reconciliation of FTP results with general ledger
- Exception handling and audit trails
- Version control for FTP models and policies
- Parallel run strategies during system migration
Module 9: Reporting & Analytics - Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Classifying deposit types: Transaction, savings, time, wholesale
- Identifying core vs non-core deposits
- Stable vs rate-sensitive deposits: Measurement and segmentation
- Building a behavioural decay curve for non-maturity deposits
- Estimating re-pricing lags and sensitivity thresholds
- Using historical data to model deposit beta
- Applying econometric techniques to forecast deposit behaviour
- Setting shadow pricing for non-repricing accounts
- Handling insured vs uninsured deposit pricing
- Transfer pricing for promotional deposits and teaser rates
Module 6: FTP for Loans and Advances - Matching loan types to appropriate funding sources
- Fixed-rate mortgage FTP: Expected life and prepayment assumptions
- Variable-rate loans: Index selection and repricing alignment
- Commercial loans: Term, syndication, and revolving credit considerations
- SME and retail lending: Aggregation and standardization
- Unfunded commitments: Commitment fees and funding reserves
- Loan loss provision interaction with FTP
- FTP treatment during forbearance or restructuring
- Impact of credit spreads on loan pricing and FTP
- Incorporating facility usage assumptions in transfer rate design
Module 7: FTP for Wholesale Funding and Capital - Pricing interbank borrowing and issuance programs
- Debt issuance: Bonds, MTNs, CP, and subordinated debt
- Secured vs unsecured funding differentials
- Including issuance costs in transfer rates
- Long-term vs short-term wholesale funding strategies
- Transfer pricing for liquidity buffers (HQLA)
- Incorporating funding value adjustment (FVA) concepts
- Allocating capital costs: ROE and hurdle rate mechanics
- RAROC integration with FTP outcomes
- Stress-testing FTP assumptions under funding shocks
Module 8: FTP Systems and Implementation - Selecting an FTP system: In-house, vendor, or hybrid
- Integration with core banking, GL, and ALM systems
- Data mapping: Granularity, frequency, and validation
- Setting up the FTP engine: Parameters, rules, and logic
- Automating rate updates and curve refreshes
- Handling intraday vs end-of-day processing
- Reconciliation of FTP results with general ledger
- Exception handling and audit trails
- Version control for FTP models and policies
- Parallel run strategies during system migration
Module 9: Reporting & Analytics - Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Pricing interbank borrowing and issuance programs
- Debt issuance: Bonds, MTNs, CP, and subordinated debt
- Secured vs unsecured funding differentials
- Including issuance costs in transfer rates
- Long-term vs short-term wholesale funding strategies
- Transfer pricing for liquidity buffers (HQLA)
- Incorporating funding value adjustment (FVA) concepts
- Allocating capital costs: ROE and hurdle rate mechanics
- RAROC integration with FTP outcomes
- Stress-testing FTP assumptions under funding shocks
Module 8: FTP Systems and Implementation - Selecting an FTP system: In-house, vendor, or hybrid
- Integration with core banking, GL, and ALM systems
- Data mapping: Granularity, frequency, and validation
- Setting up the FTP engine: Parameters, rules, and logic
- Automating rate updates and curve refreshes
- Handling intraday vs end-of-day processing
- Reconciliation of FTP results with general ledger
- Exception handling and audit trails
- Version control for FTP models and policies
- Parallel run strategies during system migration
Module 9: Reporting & Analytics - Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Designing FTP dashboards for treasury and business units
- Profitability reports by product, customer, channel, and segment
- Identifying cross-subsidisation across business lines
- FTP variance analysis: Expected vs actual
- Impact of rate changes on net interest margin (NIM)
- Contribution analysis: How much value each unit adds
- Attribution of NIM to volume, mix, and rate effects
- FTP insights for pricing committee decisions
- Reporting to regulators: What to include and exclude
- Creating a monthly FTP performance pack for executives
Module 10: Governance, Controls & Audit - Establishing the FTP governance committee: Roles and frequency
- Documenting model assumptions and rationale
- Implementing change control for model updates
- Conducting independent model validation
- Preparing for internal and external audits
- Responding to auditor queries on FTP methodology
- Back-testing FTP results against actual performance
- Sensitivity analysis and stress testing protocols
- Escalation paths for model breaches or data errors
- Maintaining a model risk management (MRM) compliant framework
Module 11: Advanced FTP Modelling Techniques - Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Stochastic simulation for deposit behaviour
- Monte Carlo methods in expected life estimation
- Dynamic margin allocation using behavioural models
- Term structure modelling with Vasicek and Hull-White
- Shadow pricing under IFRS 13 fair value hierarchy
- Option-adjusted spreads (OAS) in FTP
- Handling convexity and embedded options
- Multi-currency FTP: Cross-border funding and transfer pricing
- Transfer pricing in treasury subsidiaries and captives
- Incorporating non-interest costs into FTP
Module 12: FTP for Non-Bank Financial Institutions - Adapting FTP for credit unions and building societies
- FTP in insurance companies: Disentangling investment returns
- Funding models for asset managers and finance companies
- Pricing shadow banking activities
- FTP for fintechs and digital banks
- Start-up phase FTP: Simplicity vs scalability
- Regulatory expectations for non-bank entities
- Governance challenges in flat organisations
- Using FTP to attract investor capital
- Linking FTP to ESG funding strategies
Module 13: Regulatory Compliance & Best Practices - Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Basel III requirements for FTP and IRRBB
- IRRBB measurement: Economic vs earnings impact views
- BCBS 368 and supervisory expectations on FTP
- FATF and AML considerations in funding flows
- Prudential reporting: COREP, Pillar 3, and disclosures
- Global variations: US OCC, UK PRA, EU EBA, APRA
- Handling divergent regulatory regimes across jurisdictions
- Documentation standards for model risk management
- Best practice frameworks from leading international banks
- Avoiding common regulatory findings in FTP audits
Module 14: Integration with Strategic Finance - Using FTP for product rationalisation decisions
- Supporting go-to-market pricing strategies
- Informing digital transformation and new product development
- FTP inputs for merger integration and acquisition due diligence
- Aligning FTP with ERM and capital planning
- Connecting FTP to ESG-linked funding initiatives
- Scenario planning with FTP: Rate hikes, downgrades, crises
- Feeding FTP data into balance sheet forecasting
- FTP and strategic liquidity planning
- Creating a single source of truth for financial decision-making
Module 15: Building Your Board-Ready FTP Framework - Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval
Module 16: Certification, Career Growth & Next Steps - Preparing for your Certificate of Completion assessment
- How the certification strengthens your LinkedIn and CV
- Leveraging certification in performance reviews and promotions
- Next steps: FTP specialisation, ALM, or treasury leadership
- Joining the global alumni network of The Art of Service
- Accessing exclusive templates, model documents, and frameworks
- Continuing education pathways in treasury and risk
- Contributing to community knowledge sharing
- Invitation to certified practitioner directory
- How to cite your certification in RFPs and client engagements
- Structuring the final FTP policy document
- Writing clear, defensible assumptions and rationale
- Creating executive summaries for non-technical readers
- Preparing presentation decks for board and audit committee
- Developing supporting appendices: Models, code, data
- Mapping inputs to regulatory requirements
- Validating completeness against Basel and internal audit checklists
- Obtaining cross-functional sign-off
- Final quality assurance checklist
- Submitting your framework for formal approval