marcus evans europe conferences

9th Annual Funds Transfer Pricing and Balance Sheet Management

Embed funding costs at the right granularity in FTP models to accurately reflect the impact of regulation and macroeconomic changes as the industry prepares for a risk free rate

16-18 September 2019
London, United Kingdom


Why You Should Attend

9th Annual Funds Transfer Pricing and Balance Sheet Management

Ten years on from the financial crisis and, banks are now looking at how liquidity charges can best be applied to FTP to accurately reflect the impact those charges have on the business. In taking different views of FTP banks will move away from treating FTP as a cost allocation exercise, in favour of an approach that drives business growth. In the current market, it is all about being competitive in your pricing abilities, and optimising entities and business lines, and it is only when you take a granular approach, alongside a macro approach that you can do such a thing. Efforts to optimise FTP are taking place within the backdrop of one of the biggest market changes - IBOR transition which is dramatically set to change the way trading book and banking book products are priced.

With all this in mind, this marcus evans conference will address the subject of granularity by assessing different views of FTP, whilst looking at the impact of IBOR transition on both funds transfer pricing and balance sheet management. Banks will also assess how dynamic of their FTP should be in line with volatility in the market from low interest rates, QE and geopolitical risk. Finally addressing whether the cost of capital should be accounted for in FTP, and if now, how this cost can be best applied to the balance sheet.


Key Topics

  • Address the granularity to which liquidity buffers should be applied to impact business profitability by examining a group wide, entity, business and product view of FTP
  • Impact of IBOR transition on P&L volatility, balance sheet management and FTP specifically in relation to derivatives and loan markets pricing
  • Discover what it takes to build a dynamic FTP that enables competitive pricing and drives business growth
  • Consider capital as a component in FTP with focus on developments around MREL, ‘Basel IV’ and Senior Non Preferred Bonds
  • Factor in the cost of funding during times of market volatility into FTP as QE ends and interest rates and geopolitical risk rise
  • Previous Attendees Include

    ABN AMRO
    Absa Bank Limited
    Aldermore Bank Plc
    Argenta
    Bank Hapoalim
    Bank Leumi
    Barclays
    Caisse Des Depots
    Commonwealth Bank of Australia
    Credit suisse
    Deloitte. Consulting S.r.l.
    Deutsche Bank AG
    Erste&Steiermarkische Bank d.d.
    Handelsbanken
    HSBC
    Investec Bank Limited
    Islandsbanki
    Israel Discount Bank
    JSC Alfa-Bank
    Kommunalkredit Austria AG
    Lloyds Banking Group
    mBank SA
    Morgan Stanley
    Mors Software
    Murex International Luxembourg
    Natixis
    Nordea
    Nordea Wholesale Banking Corporate & Ins
    NordLB
    Oracle
    Quantitative Risk Management Inc
    Saudi Investment Bank
    Sberbank
    Sberbank of Russia Treasury
    Societe Generale
    Standard Chartered Bank
    UniCredit
    University of Kent Business School
    Whistlebrook
    Yorkshire Building Society


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.







    Voice of Our Customers
    • “Perfect place to get updated on what other banks are doing,” mBank
    • “Took some rather interesting insights to mull over and/or share with my colleagues,” Sberbank
    • “Conference provided good, diverse perspectives on FTP...knowledge of presenters impressive,” National Australia Bank
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com