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DTSTART;TZID=America/New_York:20231208T093000
DTEND;TZID=America/New_York:20231208T130000
DTSTAMP:20260418T225743
CREATED:20231116T020330Z
LAST-MODIFIED:20231116T233448Z
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SUMMARY:Non-Maturity Deposit Modeling Webinar
DESCRIPTION:Join us for a 4-part webinar on Non-Maturity Deposit Modeling\, where I discuss the development and management of NMD models for the use in asset liability management (ALM) and funds transfer pricing (FTP).  The webinar will include a demonstration of Empyrean Solutions’ Deposit Analytics software. \nClick here for more details and registration information.
URL:https://davidgreenadvisors.com/event/non-maturity-deposit-modeling-webinar/2023-12-08/
LOCATION:TN
CATEGORIES:Webinar
ORGANIZER;CN="Marcus Evans":MAILTO:nickc@marcusevansuk.com
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20231207T093000
DTEND;TZID=America/New_York:20231207T130000
DTSTAMP:20260418T225743
CREATED:20231116T020330Z
LAST-MODIFIED:20231116T233448Z
UID:10000380-1701941400-1701954000@davidgreenadvisors.com
SUMMARY:Non-Maturity Deposit Modeling Webinar
DESCRIPTION:Join us for a 4-part webinar on Non-Maturity Deposit Modeling\, where I discuss the development and management of NMD models for the use in asset liability management (ALM) and funds transfer pricing (FTP).  The webinar will include a demonstration of Empyrean Solutions’ Deposit Analytics software. \nClick here for more details and registration information.
URL:https://davidgreenadvisors.com/event/non-maturity-deposit-modeling-webinar/2023-12-07/
LOCATION:TN
CATEGORIES:Webinar
ORGANIZER;CN="Marcus Evans":MAILTO:nickc@marcusevansuk.com
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20231205T093000
DTEND;TZID=America/New_York:20231205T130000
DTSTAMP:20260418T225743
CREATED:20231116T020330Z
LAST-MODIFIED:20231116T233448Z
UID:10000379-1701768600-1701781200@davidgreenadvisors.com
SUMMARY:Non-Maturity Deposit Modeling Webinar
DESCRIPTION:Join us for a 4-part webinar on Non-Maturity Deposit Modeling\, where I discuss the development and management of NMD models for the use in asset liability management (ALM) and funds transfer pricing (FTP).  The webinar will include a demonstration of Empyrean Solutions’ Deposit Analytics software. \nClick here for more details and registration information.
URL:https://davidgreenadvisors.com/event/non-maturity-deposit-modeling-webinar/2023-12-05/
LOCATION:TN
CATEGORIES:Webinar
ORGANIZER;CN="Marcus Evans":MAILTO:nickc@marcusevansuk.com
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20231204T093000
DTEND;TZID=America/New_York:20231204T130000
DTSTAMP:20260418T225743
CREATED:20231116T020330Z
LAST-MODIFIED:20231116T233448Z
UID:10000378-1701682200-1701694800@davidgreenadvisors.com
SUMMARY:Non-Maturity Deposit Modeling Webinar
DESCRIPTION:Join us for a 4-part webinar on Non-Maturity Deposit Modeling\, where I discuss the development and management of NMD models for the use in asset liability management (ALM) and funds transfer pricing (FTP).  The webinar will include a demonstration of Empyrean Solutions’ Deposit Analytics software. \nClick here for more details and registration information.
URL:https://davidgreenadvisors.com/event/non-maturity-deposit-modeling-webinar/2023-12-04/
LOCATION:TN
CATEGORIES:Webinar
ORGANIZER;CN="Marcus Evans":MAILTO:nickc@marcusevansuk.com
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DTSTART;VALUE=DATE:20220518
DTEND;VALUE=DATE:20220520
DTSTAMP:20260418T225743
CREATED:20231020T143433Z
LAST-MODIFIED:20231020T144551Z
UID:10000002-1652832000-1653004799@davidgreenadvisors.com
SUMMARY:FTP ALM Webinar: Nashville\, TN May 2022
DESCRIPTION:Integrating Funds Transfer Pricing with Asset Liability Management: Ensuring the Alignment Between Risk and Profitability Management \nOverview\nIn this 2-day workshop (live and webcast)\, we review lessons learned from the last several business cycles\, including what banks missed and why they missed it – we will been keenly focused on the 2004-6 rate cycle\, which was the last time in the US that we experience a material increase in interest rates. Drawing on these lessons\, I describe how risk and profitability management are one in the same problem; they cannot be treated as separate and distinct\, else the result will be conflicting stories of how the financial institution (FI) makes money. \nFollowing a brief discussion on the sources of interest rate risk (IRR) and liquidity risk (LR)\, I show how a well functioning funds transfer pricing (FTP) process immunizes lenders and deposit gatherers against these risks. This is a key motivation for lenders and deposit gatherers to embrace FTP. Without it\, they are exposed to risks over which they have no control. \nI provide a detailed description of the mismatch center and explain how it should contain all IRR- and LR-related earnings and earnings volatility. In a well-functioning FTP framework\, the earnings risk profile of the FI and the earnings risk profile of the mismatch center should be identical regardless of the risk profile of the FI. \nThe feedback from the FTP Conference participants was nothing short of excellent. Several product managers have reported that the workshop has positively influenced their decisions around which deposit products to promote and how they will price and manage them to maximize their value to their business units AND to the bank. – Director\, Funds Transfer Pricing\, Royal Bank of Canada \nGiven that non-maturity deposits (NMDs) make up a material source of funding at most FIs\, I describe a method of calculating the FTP rates on NMDs that follows logically from their IRR and LR cashflow attributes. This approach compels deposit gatherers to consider how product behaviors (over which they have some control) drive the crediting rate they receive\, i.e. the FTP rate is not arbitrarily imposed on them. This understanding produces significantly more accurate measures of IRR and LR for the FI. This discussion is particularly germane given the excess deposits that currently plague the system – how sticky are they and how rate sensitive are they? Past behaviors may not be entirely helpful\, so having a behavioral model that provides real time feedback is essential to detecting behavioral changes which may have material implications for risk and profitability. \nRead more about the workshop\nContact information for registration\nTestimonials from clients and delegates\nCopy of the presentation (forthcoming)
URL:https://davidgreenadvisors.com/event/ftp-alm-webinar-nashville-tn-may-2022-2/
LOCATION:Nashville TBD Nashville\, TN\, United States
CATEGORIES:Workshop
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20210504T140000
DTEND;TZID=America/New_York:20210504T170000
DTSTAMP:20260418T225743
CREATED:20231020T144301Z
LAST-MODIFIED:20231020T144346Z
UID:10000003-1620136800-1620147600@davidgreenadvisors.com
SUMMARY:FTP Webinar: Apr 2021
DESCRIPTION:Funds Transfer Pricing: The Key to Effective Risk and Profitability Management \nOverview\nIn this 4-part webinar (3 hours each Tuesday)\, we review lessons learned from the last several business cycles\, including what banks missed and why they missed it. Drawing on these lessons\, I describe how risk and profitability management are one in the same problem; they cannot be treated as separate and distinct\, else the result will be conflicting stories of how the financial institution (FI) makes money. \nFollowing a brief discussion on the sources of interest rate risk (IRR) and liquidity risk (LR)\, I show how a well functioning funds transfer pricing (FTP) process immunizes lenders and deposit gatherers against these risks. This is\na key motivation for lenders and deposit gatherers to embrace FTP. Without it\, they are exposed to risks over which they have no control. \nI provide a detailed description of the mismatch center and explain how it should contain all IRR- and LR-related earnings and earnings volatility. In a well-functioning FTP framework\, the earnings risk profile of the FI and the earnings risk profile of the mismatch center should be identical regardless of the risk profile of the FI. \nI then walk through several balance sheet examples of IRR and LR to demonstrate why a financial institution’s funding curve must be constructed as the sum of a basis-adjusted swap curve plus the incremental cost of its senior unsecured debt (this is the FI’s credit spread relative to swaps). \nThe feedback from the FTP Conference participants was nothing short of excellent. Several product managers have reported that the workshop has positively influenced their decisions around which deposit products to promote and how they will price and manage them to maximize their value to their business units AND to the bank. – Director\, Funds Transfer Pricing\, Royal Bank of Canada \nGiven that non-maturity deposits (NMDs) make up a material source of funding at most FIs\, I describe a method of calculating the FTP rates on NMDs that follows logically from their IRR and LR cashflow attributes. This approach compels deposit gatherers to consider how product behaviors (over which they have some control) drive the crediting rate they receive\, i.e. the FTP rate is not arbitrarily imposed on them. This understanding produces significantly more accurate measures of IRR and LR for the FI. \nRead more about the workshop\nContact information for registration\nTestimonials from clients and delegates\nCopy of the presentation (forthcoming)
URL:https://davidgreenadvisors.com/event/ftp-webinar-apr-2021/
LOCATION:On-line\, On-line
CATEGORIES:Webinar
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