Funds Transfer Pricing for Financial Institutions

A programme designed to progress with you

Build your expertise across both modules and save 15%—or book the module that fits your experience and goals.

Build your knowledge across both modules

Module 1 establishes the core framework: how FTP transfers risk internally, how curves are constructed, and how funding and liquidity costs inform pricing, balance-sheet decisions and performance. Module 2 builds on that grounding through advanced deposit analysis, derivatives, contingent facilities, illiquid assets and regulatory liquidity metrics.

Attend both modules for the complete progression and save 15% on the combined standalone fees of US$4,000 — a saving of US$600.

Flexible booking for institutions

The combined fee applies to one place on each module booked together. One delegate may attend all three days, or an institution may nominate different colleagues for the two modules. The delegate attending Module 2 should have the prior knowledge described on the following page.

Booking options

Module 1 only: US$2,500. Module 2 only: US$1,500. Combined booking: US$3,400, covering one place on each module. Institutional bookings may use the same delegate or different suitably experienced delegates across the two modules.

IFN2701: Funds Transfer Pricing

IFN2702: Advanced Funds Transfer Pricing

*All course fees are exclusive of 5% UAE VAT.

Why this course?

The Global Financial Crisis of 2007–09 provided a powerful reminder of the critical importance of Funds Transfer Pricing. Many banks entered the crisis with inadequate internal pricing of funding and liquidity, weak incentives at the business-unit level, and limited transparency over where interest rate and liquidity risks truly resided. Institutions that lacked robust FTP frameworks found it difficult to manage funding stress, assess true profitability, or align business decisions with balance-sheet constraints.

Today, FTP is recognised as a core internal discipline, not only for managing funding, liquidity, and interest rate risk, but also for accurate product pricing, performance measurement, capital allocation, and incentive alignment. Regulators increasingly expect banks to demonstrate that FTP frameworks are well-designed, consistently applied, and embedded in governance, risk appetite, and ALM decision-making.

An effective FTP framework connects funding and liquidity costs with product pricing, business-unit performance and balance-sheet strategy. It helps institutions translate risk-management objectives into day-to-day commercial decisions, giving business units clearer incentives and a more accurate understanding of the costs and risks associated with their activities.

This intensive 2-day course provides clear, practical, and implementation-focused instruction in FTP concepts, curve construction, and applications, aligned with current best practice. The programme makes extensive use of illustrations, worked examples, and case studies to connect theory with real-world banking practice. A highly interactive format encourages participants to engage directly with the material, clarify challenges specific to their institutions, and gain deeper insight into how FTP supports both regulatory compliance and commercial performance.

Key Learning Objectives & Takeaways

By the end of this course, participants will be able to:

• Understand what FTP is, why it matters, and how it supports funding, liquidity, and interest rate risk management
• Build and interpret FTP curves, including pooled and matched-maturity approaches
• Use FTP to price assets and liabilities competitively while fully reflecting funding and liquidity costs
• Apply FTP to performance management, balance-sheet optimisation, and capital allocation, ensuring incentives align with institutional objectives

Who Will Most Benefit From This Course?

This programme is designed for senior management, risk professionals, and practitioners involved in pricing, balance-sheet management, and regulatory compliance, including:

• Chief executive officers
• Chief risk officers
• Chief financial officers
• Financial risk managers and risk analysts
• Treasury analysts and market risk managers
• Credit risk managers and analysts
• Credit managers
• Credit administrators
• Corporate bankers
• Retail bankers
• Internal auditors
• Compliance officers
• Supervisors, regulators and risk standard setters

Module 1 agenda

Day One 6 April 2027

Day Two 7 April 2027

Course Wrap-up

Why this course?

Funds Transfer Pricing plays a central role in how banks price products, allocate funding and liquidity costs, and manage interest rate risk. While it is relatively straightforward to implement FTP for many on-balance-sheet products, banks typically carry material off-balance-sheet exposures, such as derivatives, contingent credit facilities, and other commitments, that are significantly more complex to analyse and price. At the same time, deposits remain a core funding source for most banks and require robust behavioural analysis to distinguish stable funding from volatile balances and to correctly capture withdrawal risk within the FTP framework.

This advanced programme focuses on the most challenging and judgement-intensive aspects of FTP implementation. Through worked examples and practical case studies, the course examines:

• The FTP treatment of derivatives and revolving credit products
• Advanced deposit FTP, including behavioural tranching and withdrawal optionality
• The construction and calibration of FTP curves in complex funding environments

The programme also explores how FTP interacts with centralised interest rate risk management, liquidity risk stress testing, and regulatory liquidity metrics such as LCR and NSFR. Particular attention is paid to how FTP translates funding and liquidity constraints into product-level pricing and business decisions, supporting sound risk management and regulatory compliance. The emphasis throughout is on practical computation and real-world application, equipping participants with the skills needed to apply FTP consistently and comprehensively across the full product spectrum, including complex and non-standard exposures.

Key Learning Outcomes and Takeaways

By the end of this course, participants will be able to:

• Apply FTP to off-balance-sheet exposures, including derivatives and revolving credit facilities, using economically equivalent funded positions
• Implement advanced deposit FTP, including behavioural tranching and withdrawal risk analysis in competitive deposit markets
• Construct and calibrate FTP curves in complex funding environments, including blended wholesale product rates and foreign currency funding
• Apply FTP consistently within centralised interest rate and liquidity risk management, and understand its impact on LCR and NSFR

Who will benefit from this course?

This advanced program is designed for experienced practitioners involved in FTP design, validation, and application, including:

• Chief risk officers
• Financial risk managers and risk analysts
• Treasury analysts and ALM managers
• Market and liquidity risk managers
• Credit risk managers and analysts
• Quantitative analysts
• Structuring and derivatives professionals
• Internal audit and model validation teams
• Supervisors, regulators and risk standard setter

Please note: To gain the maximum benefit from this advanced-level program, participants are strongly encouraged to have a solid understanding of the core principles of FTP. Prior attendance at our Funds Transfer Pricing course is recommended, or equivalent practical experience of FTP within a financial institution.

Module 2 agenda

Course Review and Wrap-up

Registration

*Please note there is a fee for attending this program. Please contact us for more details.

Booking options*

Module 1: Funds Transfer Pricing - US$2,500

Module 2: Advanced Funds Transfer Pricing - US$1,500

Combined booking - US$3,400

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Verification

Before completing this registration form please read and understand our booking and cancellation policy. Thank you.

Booking, Payment and Cancellation Policy – important, please read carefully

By completing, signing and revised, sent separately us this registration form you are confirming participants on the program. You are also confirming your understanding of our Booking, Payment and Cancellation Policy.

Cancellation Policy: If participants cannot attend the program, replacement participants are always welcome. Otherwise, participants must notify us any of cancellations or requests to transfer to a different program at least 14 days before the program date to be eligible for a refund, less a 5% administration on fee. Participants who cancel within 14 days of the program start date are liable to pay the full program fee and no refunds will be given. Instead fees will be converted to a REDmoney Seminars voucher equivalent to the original fee, less a 10% administration charge. This voucher is transferable within your organization and must be redeemed within one year of issue or become void. If a program is postponed for whatever reason registrations and fees will be automatically transferred to the new program date. Participants who wish to transfer to a different program will be subject to the same terms as above and charged any difference in fees. No refunds or program vouchers will be issued for a no-show.
Payment Terms: All program fees are payable upon invoice. REDmoney shall receive the full program fee with no deductions of any description. All telegraphic transfer fees, taxes and levies (domestic or otherwise) shall be borne by the sponsoring organization.

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