ALM_IRLQ

ALM_IRLQ - NMA/NMD & FTP management(Excel Model)

This Excel model is a powerful tool designed to assist banks in calculating Funds Transfer Pricing (FTP) specifically tailored for non-maturing deposits (NMD) and assets (NMA). FTP is a crucial financial management metric for banks.

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Bearning Model ALM_IRLQ

Who is the ALM_IRLQ Excel Model for

Target group

ALM specialists in banks who are responsible for setting FTP pricing for non-maturity products
Controlling and planning
Risk Controlling
Bank Risk Management

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Replicated Maturity

Determine the replacement maturity of non-maturity products based on the volatility of product's volumes.

The model calculates and suggests the maturity for products without maturity and assigns an appropriate FTP internal rate in the form of a liquidity premium.

Interest Rate Assignment

Determine the replacement interest rate of non-maturity products based on the volatility of margin.

The model calculates and projects the interest rate for the respective period for non-maturing products and assigns the base FTP internal rate.

Instructor

CEO, Bearning Martin Macko

Martin started his career in banking in 1994 as an MM&FX Treasury trader. Later he was appointed Treasury Director and Chairman of ALCO at a subsidiary of an international banking group. In 2007, Martin founded a consulting company. Later, Bearning expanded its activities to include professional banking education in the areas of ALM & Treasury, financial markets, risk management, fintech and digitalization. Martin holds several degrees and qualifications: Ing. (equivalent to M.Sc.) from the Slovak Technical University, ACI Dipl. (ACI Dipl.) from the Financial Markets Association, Financial Modeling & Valuation Analyst (FMVA)® and Certified Banking & Credit Analyst (CBCA)™ and Capital Markets & Securities Analyst (CMSA)® from the Corporate Finance Institute.

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