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Copyright 2015 Marcus Evans - Your Webinar Broadcaster
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The New Frontiers of Integrated FTP
We examine the conceptual problems in building a Liquidity FTP and how to develop an integrated FTP Solution
About The Webinar
Fund Transfer Pricing plays a key role in steering multiple strategic processes of the bank, such as performance measurement, risk allocation, external pricing and even asset liability management itself. A sound FTP model allows the allocation of financial costs and revenues to different risk taking centres, enabling each organisational unit to evaluate its profitability and take responsibility for its own risks.
Download the Webinar Slides and Recording
Prometeia
Elisa Galassi
Senior manager, Enterprise Risk Management
Prometeia Spa
Hosted by Elisa Galassi (Prometeia Spa) - She addresses key questions:
- how FTP systems can be enhanced to integrate market, credit and liquidity risk in one holistic framework
- how a new generation of FTP systems can effectively support the active management of Treasury portfolio
- how the FTP can be leveraged in order to implement a risk-adjusted pricing process for customer lending
Dr. Engelbert Plassmann is Director at Commerzbank’s Treasury ALM department in Frankfurt. The department is responsible for controlling structural liquidity risk, including Liquidity FTP and covers also regulatory developments relating to liquidity management. Previously, he worked in several roles in former Dresdner Bank’s risk department, including market risk modeling and economic capital allocation. Prior to banking, Engelbert Plassmann pursued academic interests and earned a Doctoral Degree in Econometrics 21 from University of Constance.
About Our Guest Speaker
Dr. Engelbert Plassmann
Prometeia is a knowledge and solutions firm that boasts years of experience in developing FTP models and methodologies, which are integrated in its proprietary ERMAS Suite.
In this Webinar, Dr. Engelbert Plassmaan (Commerzbank) talks about:
Distinguishing between Interest-FTP and Liquidity-FTP
Liquidity FTP vs Liquidity Risk Management
Building an infrastructure for integrated liquidity risk management
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In her multi-year experience as a Risk Management consultant, Elissa has assisted clients in domestic and foreign markets such as Turkey, Ireland and Luxembourg. Her expertise principally regards the definition and activation of strategic and operative ALM processes and models, as well as regulatory liquidity reporting, the optimisation of financial planning and control processes for banking groups (including the development of Fund transfer pricing policies and systems). Furthermore Elisa supervises the start-up of hedge accounting processes, from the identification of positions eligible to hedge, to the operative management of hedging portfolios.
Prometeia's FTP approach aims at combining rigorous application of financial rules, deep granularity in data processing and output generation, and great flexibility in managing FTP application.
Download the FTP Profitability Brochure to learn more about the ERMAS Suite.
