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 Marriott Hotel Canary Wharf, United Kingdom

Conference Workshop

Pricing challenges for the loan market as the industry moves to a RFR

This workshop will look at how the transition to a risk free rate will impact pricing of derivatives and loans by addressing legacy, hedging and fallback arrangements.

Workshop Moderator: Beata Lubinska, Founder

Company: Bladvisory

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

  • Commerzbank address their view on an enhanced FTP and how this could support balance sheet optimization
  • 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
  • Previous Attendees Include

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

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    Practical Insights From

    Magnus Svensson
    Group Treasury and ALM

    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

    Alper Özun
    Head of Asset Liability and Capital Management Operations

    Maros Hrnciar
    Head of Financial Control and Budgeting

    Kunal Krishna
    Head of Pricing Analytics and Cash Management

    Chris de Stigter
    Head of Funds Transfer Pricing Centre
    ABN Amro

    Click Here For Full Agenda

    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

    +357 22849 380
    Fax: +357 22849 394