Видео

This is part 5 of the session focused on Funds Transfer Pricing (FTP) in banks covering split between FTP base curve, FTP funding curve and risk representation in ALM system.

The video explains building blocks of the FTP rate such as base component, liquidity spread and contingent liquidity cost.

This is part 3 of the series of sessions dedicated to Funds Transfer Pricing (FTP) process in banks. The video covers the main objectives of FTP with particular focus on product pricing.

The second video focused on the FTP process in banking.

This is the first part of videos focused explicitly on Funds Transfer Pricing (FTP) in banks. This video covers the profit allocation between business and central units.

This session is dedicated to the secrets of hedge accounting in financial institutions. My guest Paco explains the principles of hedge accounting and different methodologies such as cash flow and fair value hedging.

This is the first part of the advanced ALM course which can be followed on the Vector ML Analytics learning platform.

The session discusses four subcategories of Interest Rate Risk in the Banking Book (IRRBB) in banks and explains the difference between behavioural and automatic options.

The second part of video related to the pipeline hedging. In the video we discuss the role of swaption and the quantification of the P&L impact.

This is short video answering the question related to natural hedging strategy as opposed to synthetic hedges.

This is recorded webinar organised by CGG focused on regulatory landscape and reporting for banks. I am participating at the discussion. Many thanks to CGG for invite and permission to post on You Tube channel.

The second part of video series on hedging strategies. In this video we discuss the pipeline hedging strategies.

This is the first video of the series covering the pipeline and prepayment hedging program in banks.

The video introduces the online learning platform dedicated to ALM and Treasury management topics.

Webinar - hedging strategies

Interest Rate Risk in the Banking Book - A best Practice Guide to Management and Hedging

IRRBB hedging strategies

ALM optimisation part 3

Funds Transfer Pricing (FTP) process in banks

Interest Rate Risk in the Banking Book - part 3

Why to model Non Maturing Deposits (NMDs)

Interest Rate Risk in the Banking Book - case study 2

Interest Rate Risk in the Banking Book - part 2

Asset Liability Management optimisation - part 1

Interest Rate Risk in the Banking Book case studies

Interest Rate Risk in the Banking Book

Beata Lubinska Lecture

Asset Liability Management and Treasury