Funds Transfer Pricing and Term Liquidity Premium

Funds Transfer Pricing and Term Liquidity Premium

Moorad describes how banks measure and control their internal cost and allocation of funding, including the critical role played by a bank's treasury department.
Overview

Funds Transfer Pricing is performed by the Treasury desk of a bank. It is used to estimate the overall profitability of a company and its individual business lines. There are many different ways to calculate this funding rate and should be applied to companies on an independent basis.

Key learning objectives:

  • What FTP is, who operates it and how it is managed

  • The rate that should be used to calculate FTP

  • How FTP should be presented and visualised

Join now to watch

This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.

Summary
logo-animationlogo-animationlogo-animation

Related videos

Join now to watch

This content is also available as part of a premium, accredited video course. Sign up for a 14-day trial to watch for free.