6th Annual Funds Transfer Pricing and Balance Sheet Management

Tailor FTP methodologies to coincide with market and regulatory changes

14-15 September 2016 
London, United Kingdom

Considering the current climate is loaded with regulatory and market changes, funds transfer pricing frameworks must be adapted in such a way to account for this without losing competitive edge. This marcusevans event will provide banks with a platform to learn from practical examples of how others are already incorporating the liquidity and capital regulations into their FTP models as well as insight into future developments. Furthermore, we will build on previous years by providing expert speakers to demonstrate how to adapt FTP methodologies to suit negative interest rates and forthcoming interest rate risk regulations as well as best practises.

Key Topics:

  • Discover how to fully incorporate the NSFR and LCR into FTP frameworks
  • Update FTP frameworks to account for new capital regulations such as TLAC, MREL and Leverage Ratio
  • Establish your banks FTP methodologies to work under negative interest rates and forthcoming regulations surrounding interest rate risk
  • Hear examples of best practice in FTP for product lines such as corporate deposits and derivatives

 

Practical Insights From

 

  • Stirling Alayrac-Fielding, Managing Director, Global Head, Liquidity Risk Management and FTP, Deutsche Bank 
  • Mike Gregory, Global Head of FTP, Standard Chartered Bank 
  • Johan Von Solms, Head of FTP, Barclays 
  • Chris de Stigter, Head of FTP Team, ABN Amro 
  • Polina Bardaeva, Head of Group FTP, Sberbank 

 

For more information about this event please contact Ms Melini Hadjitheori, Digital Marketing & PR executive MeliniH@marcusevanscy.com or visit the event website here

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