Funds Transfer Pricing Implementation Masterclass
Funds transfer pricing that actually steers the balance sheet — design, governance and implementation for the treasury and finance teams who own the mechanism.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Regulators do not tell a bank what FTP mechanism to run — they require it to be effective, so that asset pricing accurately reflects funding costs. That standard is where most mechanisms quietly fail, because FTP only works as a partnership between treasury, wider finance and the front line. This intensive masterclass equips participants to implement and govern an FTP strategy properly: funds, liquidity and capital transfer pricing, the treatment of legal entities, and the business implications of the mechanism. Practical case studies show how FTP has evolved, what the banking industry currently treats as best practice in design and operation, and how the cohort can overcome the challenges to their own regime.
What you will do
Who attends
- Heads of ALM, treasury and balance sheet management
- Funds transfer pricing, funding risk and interest rate risk teams
- Capital management, capital modelling and prudential policy professionals
- Quantitative analysts and risk analysis, control and integration teams
Programme agenda
Built for the decisions no textbook prepares you for
I.FTP within the bank
- The key roles of FTP within the bank ALM framework
- Regulatory requirements on FTP effectiveness
- The four functions of FTP and its business implications
II.The mechanism
- Types of FTP and methods of calculation
- From Zero Term Premium to Matched Term Premium pricing
- Best practice for curve construction and modelling FTP
- Treatment of legal entities
III.Risk through the FTP lens
- Liquidity risk management tools within the FTP framework
- Balance sheet mismatches: IRRBB, FX and liquidity risks
- Basis adjustments for internally managing interest rate risk
- Behavioural models and non-maturing assets and liabilities
IV.Capital and regulation
- Capital transfer pricing and working adjustments
- Adjusting FTP models for LCR and leverage ratio impact
- Evolving FTP models to include capital as well as liquidity funding costs
Frequently asked
Why do banks need a funds transfer pricing framework?
Regulators do not prescribe a specific FTP mechanism — they require it to be effective, so that asset pricing accurately reflects funding costs. That standard is where most mechanisms quietly fail, because FTP only works as a partnership between treasury, wider finance and the front line. The masterclass equips participants to implement and govern such a strategy properly.
What technical ground does the masterclass cover?
The evolution from Zero Term Premium to Matched Term Premium pricing, best practice for curve construction, behavioural models for non-maturing assets and liabilities, managing IRRBB, FX and liquidity mismatches through the framework, and folding in regulatory impact — the Basel Liquidity Coverage Ratio, the leverage ratio and capital transfer pricing.
Who should attend, and how are sessions arranged?
The masterclass serves heads of ALM, treasury and balance sheet management, FTP, funding risk and interest rate risk teams, capital management and prudential policy professionals, and quantitative analysts. Delivery is in English and French on a rolling calendar, with dates on request; fees and quotations are provided on enquiry, and an in-house edition tailored to your bank is available.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Behavioural modelling of deposits and mortgages
- Balance-sheet forecasting for executive committees
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Central banking & supervision · Insurance
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 05 · Central Africa
Transfer pricing the business lines finally believe
Until transfer pricing works, every price in the bank is a guess.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Balance-Sheet Management — ALCO, ALM & FTP
ALCO, ALM and FTP that actually steer the balance sheet.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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View programmeBackground reading on this subject
Written by the practitioners who lead the programme — read before you enquire.
What is funds transfer pricing? A practical guide for banks
The internal mechanism that decides which parts of a bank are actually profitable — what an FTP rate contains, what it transfers to treasury, and why a mechanism that never changes anyone’s behaviour is not doing its job.
Read more →InsightMatched-maturity vs pooled FTP: choosing a transfer pricing method
A single pooled rate is simple and quietly wrong; matched-maturity pricing is correct and demanding. What each method actually rewards, what the transition costs, and how to tell which one your balance sheet needs.
Read more →GuideHow to charge for liquidity in your FTP framework
Most FTP frameworks price term and ignore liquidity, which makes undrawn commitments look free and volatile deposits look valuable. The components of a liquidity charge, where the numbers come from, and how to keep them consistent with the ILAAP.
Read more →GuideThe FTP framework review checklist: ten places a mechanism breaks
Ten areas where a funds transfer pricing framework is tested — by ALCO, by internal audit and by the businesses being charged — what a sound answer looks like in each, and the symptom that gives a weak one away.
Read more →Banking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.