Course Description: –

The course is designed to provide banking practitioners with practical knowledge on what is, and how to implement, current Basel 3 consistent Funds and Liquidity Transfer Pricing (‘FLTP’). For some course participants this should involve planning a transition from legacy FTP ‘pooling’ methods to a modern ‘reference curve’ FTLP framework. For other participants, whose banks have already implemented a co-terminus FLTP framework, the course aims to provide the advantage of more in depth, detailed examples (case studies and some spreadsheet tools / examples) demonstrating some of the challenging FLTP implementation areas such as reference curves construction, IRRBB and liquidity transfer pricing under Base 3 constraints / requirements, and behavioral modeling in the reference curve rate assignments to non-maturing deposits (NMDs) and other uncertain cash flow banking book products. The trainer is experienced in ALM / FLTP process design and implementation and consulting and the case studies will be based on both his previous experience as practitioner at a large global bank and his consulting experience on FLTP projects for regional and local banks, both conventional and Islamic, largely in developing markets.