Finance and TreasuryFunds Transfer Pricing
Funds transfer pricing decides which business lines inside a bank look profitable, because it moves the cost and benefit of funding between them, and a curve set badly rewards the desk taking the most liquidity risk. This course covers setting it properly. Delegates work through the purpose of transfer pricing and what it is meant to separate, curve construction and the choice of base and spread components, and behavioural adjustments for products whose contractual maturity says nothing about how customers actually behave. Liquidity premium and contingent liquidity charges are covered. The allocation of the resulting margin between lending, deposit taking and treasury follows. The course closes on governance, on the incentives a curve creates, and on defending the framework to the business lines it charges.
Course objectives
- Explain what transfer pricing is meant to separate and why
- Construct a curve and select base and spread components
- Apply behavioural adjustments where contractual maturity misleads
- Charge liquidity premium and contingent liquidity appropriately
- Allocate margin between lending, deposit taking and treasury
- Recognise the incentives a curve creates in the business
- Govern the framework and defend it to the desks it charges
Who should attend
- Treasury and asset and liability management professionals
- Product control and finance practitioners in banking
- Risk professionals working on liquidity and interest rate risk
- Relationship and product managers in lending and deposits
- Analysts seeking a practical understanding of bank funding
Course outline
- 01Deciding who looks profitable
- 02Purpose and what it separates
- 03Curve construction
- 04Base rates and spread components
- 05Behavioural adjustments and customer behaviour
- 06Liquidity premium and contingent charges
- 07Margin allocation across the bank
- 08Governance, incentives and defending the framework
Scheduled sessions
| Dates | Venue | Format | Price | Register |
|---|---|---|---|---|
| 9 to 11 November 2026 | Port Louis, Mauritius | Classroom | USD 995 per delegate | Register Now |
| 8 to 10 February 2027 | Cape Town, South Africa | Classroom | R14,950 per delegate | Register Now |
| 22 to 24 February 2027 | Online | Online | R6,500 per delegate | Register Now |
| 22 to 24 March 2027 | Durban, South Africa | Classroom | R14,950 per delegate | Register Now |