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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. In order to optimise the practice of FTP, banks need to understand how it can be implemented alongside evolving regulations and market changes. This marcus evans conference will show banks how to shape their FTP methodologies according to regulations such as the liquidity and capital regulations and apply these methods to the products they offer.

Ahead of the 6th Annual Funds Transfer Pricing and Balance Sheet Management conference, we spoke with Mrs. Monika Bączyńska, Head of ALM at mBank about the IRRBB  regulations affecting FTP management.

READ THE INTERVIEW HERE

About the speaker:
Monika Bączyńska is a Head of ALM at mBank. Monika has extensive experience in managing both interest rate risk of banking book and liquidity risk, FTP rules and hedge accounting. She is also responsible for development of funding strategy as well as planning and forecasting. Before joining ALM, Monika was a Director of Analysis and Control Bureau, responsible for controlling and risk functions for Financial Market Division. She served as an advisor in FX position transfer models and accounting schemes for structured products with embedded options. Monika participated in a number of projects related to FTP policy, capital model, liquidity risk models, stress-testing, MIS and RWA optimization. Prior to joining mBank, she served as an auditor of financial institutions with EY. Monika is a CFA charter holder and Professional Risk Manager.

About the conference:
This marcus evans 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 practices. The 6th Annual Funds Transfer Pricing and Balance Sheet Management conference will take place from the 14th to 16th  September 2016 in London, United Kingdom.