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Mastering Funds Transfer Pricing; A Comprehensive Guide

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Mastering Funds Transfer Pricing: A Comprehensive Guide



Course Overview

This comprehensive course is designed to provide participants with a deep understanding of Funds Transfer Pricing (FTP) and its application in the financial industry. Upon completion, participants will receive a certificate issued by The Art of Service.



Course Curriculum

Module 1: Introduction to Funds Transfer Pricing

  • Definition and Overview of FTP
  • Importance of FTP in Financial Institutions
  • Key Concepts and Terminology
  • FTP Framework and Methodologies

Module 2: FTP Methodologies and Techniques

  • FTP Methodologies: Matched Maturity, Pool, and Multiple-Scenario
  • FTP Techniques: Single-Period and Multi-Period
  • Calculating FTP Rates: Yield Curve and Discounted Cash Flow
  • FTP Applications: Asset and Liability Pricing

Module 3: FTP and Risk Management

  • FTP and Interest Rate Risk Management
  • FTP and Liquidity Risk Management
  • FTP and Credit Risk Management
  • FTP and Capital Management

Module 4: FTP and Performance Measurement

  • FTP and Profitability Measurement
  • FTP and Risk-Adjusted Return Measurement
  • FTP and Business Unit Performance Measurement
  • FTP and Product Performance Measurement

Module 5: FTP and Regulatory Requirements

  • Regulatory Requirements: Basel III and FTP
  • Regulatory Requirements: IFRS 9 and FTP
  • Regulatory Requirements: Stress Testing and FTP
  • Regulatory Requirements: FTP and Compliance

Module 6: FTP Implementation and Best Practices

  • FTP Implementation: Challenges and Opportunities
  • FTP Best Practices: Governance and Data Management
  • FTP Best Practices: Model Validation and Model Risk
  • FTP Best Practices: Change Management and Communication

Module 7: Case Studies and Group Exercises

  • Case Study 1: FTP Implementation in a Banking Institution
  • Case Study 2: FTP and Risk Management in a Financial Institution
  • Group Exercise 1: FTP and Performance Measurement
  • Group Exercise 2: FTP and Regulatory Requirements


Course Features

  • Interactive and Engaging content
  • Comprehensive and Up-to-date coverage of FTP
  • Personalized learning experience
  • Practical and Real-world applications
  • High-quality content and Expert instructors
  • Certification upon completion
  • Flexible learning and User-friendly platform
  • Mobile-accessible and Community-driven
  • Actionable insights and Hands-on projects
  • Bite-sized lessons and Lifetime access
  • Gamification and Progress tracking


What to Expect

Upon completion of this course, participants will have a comprehensive understanding of Funds Transfer Pricing and its application in the financial industry. They will be able to:

  • Understand the concepts and methodologies of FTP
  • Apply FTP in risk management and performance measurement
  • Understand regulatory requirements related to FTP
  • Implement FTP in a financial institution
  • Analyze case studies and apply FTP in real-world scenarios
Participants will receive a certificate issued by The Art of Service upon completion of the course.

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