Funds Transfer Pricing DIFC, Dubai

Course details

This workshop is intended to be practical and all the issues above will be conveyed via examples and case studies. The programme is designed at an intermediate to advanced level, and intended to be of particular benefit to members of bank ALCOs, ALM, Treasury, Finance, commercial managers, IT specialists, risk managers and to banking industry consultants and service providers.

By the end of the course, attendees will be able to:

• Understand key challenges posed in pricing and risk management in assets and liabilities 
• Evaluate different methods, challenges and applications of FTP 
• Learn how 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 
• Review recent developments in the inter-bank funding markets under the international fair value accounting standards 
• Understand the Basel lll regulatory requirements and capital framework which affect the banking book and FTP