9th Annual Funds Transfer Pricing and Balance Sheet Management 2019 | Marcus Evans | 16 September 2019 | London Marriott Hotel Canary Wharf, 22 Hertsmere Rd, Canary Wharf, London E14 4ED, UK

Why You Should Attend:

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 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:
• Commerzbank address their view to an enhanced FTP which puts balance sheet optimisation and liquidity buffer growth at the centre
• RBC examine how the reform of a benchmark rate and change of this curve will effect FTP
• Unicredit implement a dynamic FTP equipped to react to market and regulatory changes
• Deutsche Bank develop and effective steering tool and drive business growth with FTP
• Goldman Sachs explore how to price in the future market wide stress now to avoid a cliff edge

2019 Speakers

Magnus Svensson
Group Treasury and ALM, Nordea

Sam Steer
Director, Head of Treasury Planning and Performance, Treasury, Deutsche Bank

Fitzarnaz Drummond
Executive Director, Goldman Sachs

Carsten Bröker
Director, Head of FTP, Methodology and Funding Strategy, Commerzbank

Alper Özun
Head of Asset Liability and Capital Management Operations, HSBC

Maros Hrnciar
Head of Financial Control and Budgeting, Raiffeisenbank

Kunal Krishna
Head of Pricing Analytics and Cash Management, Coutts

Chris de Stigter
Head of Funds Transfer Pricing Centre, ABN Amro

2019 Sponsor

• Prometeia
• QRM