ALIGNING FTP WITH INTEREST RATE RISK ANALYSIS – PANEL

Enhancing alignment between FTP and Interest Rate Risk Management for strategic decision making

• Understanding the core purpose of FTP in transferring interest rate and other risks from business lines to the center/head office (Treasury)
• Identifying common challenges in aligning FTP assumptions with IRR models
• Discussing institutional practises for harmonizing FTP and IRR analysis
• Ensuring FTP accurately reflects changes in the interest rate environment
• Aligning FTP assumptions with real economic impacts across business lines
• Exploring best practices for modeling and adjusting FTP during both rising and falling rate cycle