Who Is This Webinar For
This advanced workshop is designed for banking professionals involved in FTP, ALM, treasury, pricing, and financial planning. - Ideal participants include: - ALM and Treasury managers and specialists - Finance, controlling, and planning professionals - Market and liquidity risk managers (IRRBB) - Product pricing and profitability specialists - Senior managers and ALCO members Recommended level: Advanced – prior experience with bank balance sheets, interest rates, or FTP is expected.
Key Outcomes & Highlights
Understand the core principles of Funds Transfer Pricing and its significance in profitability and balance sheet strategy
Learn practical methodologies for FTP, including single-pool vs. multi-pool approaches and risk-free curve adjustments
Apply FTP in real-world scenarios through hands-on case studies and quantitative planning exercises
Gain insights into regulatory expectations and best practices from industry experts
Meet Our Expert Speakers
Martin Macko
Bearning, CEO
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.
Michal Lopušan
QuantALM, Founder
Michal graduated from Comenius University in 2005 with a degree in economics and financial mathematics. Since graduation he has worked for an international banking group in Central Europe as an ALM analyst. In 2009 Michal co-founded QuantALM - Quantitative Asset Liability Management team that developed the QuantPlan tool - a strategy and scenario based modelling system that banks can use to plan and manage their balance sheets. In addition, Michal broadened his education and is a CFA charterholder.
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Webinar Description
Funds Transfer Pricing (FTP) sits at the heart of bank profitability, pricing, and balance sheet steering—yet it remains one of the most misunderstood tools in banking. This advanced live webinar demystifies FTP and shows how it is used in real-world quantitative planning and ALCO decision-making. Through practical, bank-based case studies, participants will learn how to construct FTP curves, allocate funding costs to products, and translate FTP outputs into meaningful profitability and planning insights. The session bridges theory and practice, equipping participants with actionable tools they can apply immediately in their own institutions. Designed for experienced banking professionals, this webinar delivers clear concepts, hands-on examples, and strategic perspective in a focused, interactive format.
From Funding to Profit: FTP & Quantitative Planning Explained
Discover how Funds Transfer Pricing connects funding, profitability, and balance sheet strategy. This advanced live session blends FTP theory, regulatory context, and hands-on quantitative planning examples. 14:00 – 14:15 | Introduction & Objectives (15 min) • Welcome and course structure • Why FTP is critical for profitability, pricing, and balance sheet steering • Role of FTP in ALM, Treasury, Finance, and Risk Management • Link between FTP, planning, budgeting, and performance measurement ________________________________________ 14:15 – 14:45 | FTP Fundamentals & Methodologies (30 min) • Core principles of Funds Transfer Pricing • Overview of FTP methodologies: o Single-pool vs. multi-pool approaches o Matched-maturity FTP • Risk-free curve, liquidity premium, and FTP adjustments • Strengths, limitations, and typical implementation challenges ________________________________________ 14:45 – 15:15 | Practical Case Study I – FTP in a Real Bank Balance Sheet (30 min) • Simplified real-life bank balance sheet (assets & liabilities) • FTP curve construction (IR + liquidity premium) • FTP assignment to: Loans, deposits, bonds, and equity • Product-level and balance-sheet-level profitability analysis • Separation of: Business margin, Structural interest contribution Hands-on example using Bearning Excel model ________________________________________ 15:15 – 15:25 | ☕ Break (10 min) ________________________________________ 15:25 – 15:55 | Quantitative Planning & FTP-Based Forecasting (30 min) • Role of FTP in planning, budgeting, and forecasting • Static vs. dynamic balance sheet assumptions • Linking FTP with: Net Interest Income (NII) planning, Structural interest income • Scenario-based planning: Parallel rate shifts, Yield curve changes • Typical pitfalls in FTP-based planning ________________________________________ 15:55 – 16:30 | Practical Case Study II – FTP-Based Planning in Practice (35 min) • Real bank planning scenario: Expected balance sheet growth, Changing funding mix • Impact analysis on: NII, Product margins, Structural interest result • Comparison of alternative strategies: Product repricing, Funding structure changes, ALM positioning • Management decision implications ________________________________________ 16:30 – 16:55 | Regulatory & Governance Perspective (25 min) • FTP and regulatory expectations: IRRBB & liquidity risk, Consistency with ICAAP / ILAAP • Model governance and documentation • Audit and supervisory focus areas • Best practices from European banks ________________________________________ 16:55 – 17:00 | Key Takeaways & Q&A (5 min) • Key lessons learned • Practical recommendations for implementation • Final Q&A and discussion
Ready to Transform Your Financial Strategy?
Unlock the power of Funds Transfer Pricing and quantitative planning to elevate your financial decision-making. Register now to secure your spot in this transformative event!
€984,00