This course offers practical approach related to the pricing of different products within the Banking Book, Balance Sheet steering techniques of the Banking Book through FTP and implementation of the FTP framework. In addition, through practical exercises it provides “deep dive” into balance sheet management and shaping through the FTP process. Sessions of the course will give participants practical insight into best practices fro introducing a robust FTP model, the different types of FTP and key principles for interest and liquidity transfer pricing. After the course the participants will have the one to one live session with the tutor to go through all questions/thoughts.
