FTP in Emerging Markets 

In emerging countries, the illiquidity of the local financial markets increases the difficulty to define proper FTP curves using external benchmarks, while the instability of the political and economic environment makes it hard to apply statistical analysis on model product behaviour.   

PRESENTS A COMPLIMENTARY WEBINAR PANEL DISCUSSION ON:

Over the past few years, FTP has been increasingly subject to scrutiny and debate across banking organisations, and regulators have stressed its importance for sound liquidity risk management via a proper attribution of funding costs. Among other things, Basel III requirements have led to an increase in the liquidity buffer held by each bank, raising the double challenge of measuring and allocating the cost of maintaining this buffer. 

THE SPEAKER PANEL

In this webinar, leading FTP practitioners from Mashreq Bank,  Russian Agricultural Bank and Prometeia discuss the strategic, methodological and practical challenges faced by banks, in particular in emerging countries.:

• The current role of FTP in emerging countries
• How to cope with limited or unstable market data in setting FTP curves
• The application of behavioural models for banks in emerging markets
• Dealing with challenge of allocating the cost of liquidity buffer

WHAT'S ON THE AGENDA

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