Fund Transfers Pricing Workshop

The Fund Transfer Pricing Workshop training will cover all the essential elements of Fund Transfer Pricing (‘FTP’) in banks, including the different methods, challenges and applications of FTP. Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management. A number of factors make the design and implementation of FTP frameworks especially challenging, including:

Appropriateness of the FTP method chosen is dependent on liquidity of the underlying currencies. For many banks in Asia with balance sheets comprised of global / regional / local currencies, the optimal strategy may involve more than one FTP method; From governance and IT perspective, establishing an ALM as opposed to a Treasury based FTP system can be challenging; FTP is the foundation for pricing and valuing loans, deposits, and other assets and liabilities on the bank balance sheet. Assets with maturity and / or rate setting optionality and liabilities with non-specific maturity often require the use of behavioral models, posing a challenge within the FTP framework.

About the trainer/course leader:

Douglas Bongartz-Renaud – FRM is owner and Director of Markets & Risk Solutions Pte. Ltd. A banking consulting and training firm based in Singapore. He has 35 years experience in banking in the areas of financial products, risk management, and ALM, and recently completed 26 years with ABN AMRO. Recent assignments have included Basel lll training for HSBC and other banks and a seven month project for the IFC (World Bank Group) as treasury and risk advisor at a large Vietnamese bank. During his career at ABN AMRO, he had a number of senior roles, including heading the global FX Derivatives, Interest Rate Derivatives, Structured Products businesses and as head of the Bank’s Treasury, Risk and Advisory Services working on projects for over 40 banking clients in Asia and MENA regions. Douglas was a member of ISDA’s Board of Directors from 1994 – 2008, and holds BA and MBA degrees from the University of Chicago. His consulting and training work includes a number of specialised areas related to counterparty credit risk exposure measurement and management, including CVA, CCP and other elements of ‘Enhanced Risk Coverage’ requirements under Basel lll.