Workshop | October 26
Here is the latest edition of the agenda. As we approach the event, we will be adding speakers and sessions to enhance your experience. To stay informed, please register your interest
8:00
Breakfast and Networking
8:50
Chair’s Opening Remark’s
9:00
FTP’S PURPOSE: MANAGEMENT VS MEASUREMENT TOOL
PANEL DISCUSSION: Debating whether FTP needs to serve as an active mechanism for influencing strategic outcomes or if it should remain a neutral framework for measuring balance sheet economics
Key topics
- Exploring how banks use FTP for both performance measurement and active balance sheet management
- Comparing neutral FTP methodologies with interventionist approaches designed to influence business line behaviour
- Assessing when FTP teams should adjust curves and incentives to support strategic priorities
- Evaluating FTP philosophy impacts on governance, transparency, profitability measurement, and business decision-making
- Identifying best practices for balancing economic accuracy with effective strategic balance sheet steering
10:00
FULL SPECTRUM VIEW OF BALANCE SHEET PRICING
Understanding the emerging components of FTP frameworks and exploring how modern banks are expanding beyond base rates and liquidity premiums to capture the full economic cost of balance sheet usage
Key topics
- Examining the foundational building blocks of FTP, including base rates, funding curves, and liquidity premiums that anchor the core pricing of assets and liabilities
- Assessing the role of behavioural and structural adjustments such as deposit betas, term premiums, and balance sheet segmentation in refining FTP accuracy
- Evaluating the importance of incorporating contingent liquidity risk, capital charges, and collateral valuation adjustments to better reflect the true economic cost of balance sheet deployment
10:45
Morning Refreshment Break & Networking
11:15
NON-MATURITY DEPOSITS
Rethinking FTP treatment of non-maturity deposits and examining how banks are modernising NMD transfer pricing frameworks
Key topics
- Exploring the shift from using traditional methodologies based on historic data towards marginal approaches reflecting current deposit economics
- Assessing how Treasury balances economic responsiveness with performance stability when setting liquidity premiums
- Analysing how behavioural modelling and deposit assumptions are reshaping NMD valuation and pricing
- Examining the influence of deposit betas and customer stickiness on portfolio management decisions
- Debating implementation challenges, data requirements, and incentive risks while supporting sustainable profitability and growth
12:00
Lunch Break & Networking
1:00
RESIDUALS
Discussing how FTP teams are managing residual P&L, allocating accountability, and designing frameworks that balance economic accuracy with effective risk ownership
Key topics
- Examining the implications of holding residuals within Treasury funding centres versus allocating them back to business lines through the FTP framework
- Assessing how residual ownership decisions affect FTP signals, business behaviour, profitability measurement, and the management of interest rate and funding mismatches
- Providing a clear outline on the best practices for residual governance, P&L construction, and stakeholder accountability to ensure FTP results provide a credible view of performance to senior management, the CFO, and the board
1:45
UNIVERSAL VS SEGMENTED FUNDING CURVES
Panel Discussion: Debating whether FTP should rely on a single universal funding curve or adopt segmented curves that reflect differing asset classes, markets, and funding realities
Key topics
- Examining the rationale for universal FTP curves, including simplicity, governance efficiency, and cash fungibility
- Assessing limitations of single curves when applied across diverse businesses and funding profiles
- Evaluating segmented or blended curves to better reflect funding behavior and market conditions
- Exploring curve design across asset classes, geographies, and balance sheet management objectives
- Discussing whether an optimal FTP curve exists or only context-specific curve solutions
2:30
PRICING LIQUIDITY OPTIONALITY
Understanding exactly how FTP frameworks are evolving to capture contingent liquidity risk, behavioral optionality, and increasingly real-time visibility of balance sheet usage
Key topics
- Examining how contingent liquidity demands are priced and reflected within FTP frameworks
- Assessing challenges in allocating contingent liquidity costs across business lines and products
- Evaluating optionality and convexity pricing within commercial lending and broader balance sheet activities
- Exploring behavioral versus contractual assumptions when modelling contingent liquidity and cashflows
- Debating emerging FTP practices, including intraday liquidity charging and macro-driven liquidity shocks
3:15
Afternoon Refreshment Break & Networking
3:45
PRO FORMA FTP
Moving beyond spot-based economics for more forward-looking balance sheet planning and profitability forecasting
Key topics
- Examining the shift toward pro forma FTP frameworks that embed forward-looking assumptions into balance sheet planning rather than relying solely on realized or spot-rate based measurements
- Assessing how FTP is increasingly being used as a planning tool for the future balance sheet, linking funding decisions, asset origination, and strategic growth scenarios to expected economic outcomes
- Evaluating how implied forward curves can be used instead of spot rates to better reflect market expectations, improve pricing discipline, and align FTP signals with future funding conditions
4:30
POST-SVB FTP CASE STUDY
A look into how the SVB crisis reshaped FTP expectations, strengthened IRR alignment needs, and elevated regulatory and strategic scrutiny of liquidity and deposit modelling
Key topics
- Examining how the SVB crisis reshaped FTP priorities around interest rate risk and deposits
- Assessing integration challenges between FTP and IRR, including assumptions, models, and governance
- Evaluating how FTP frameworks can identify emerging balance sheet vulnerabilities before stress events
- Exploring mismatches in liquidity, deposit behaviour, and offset centres revealed through FTP
- Assessing evolving regulatory expectations and their implications for liquidity attribution and strategy
5:15
Chair’s Closing Remarks
5:20
End of Day
