FTP Workshop New York Jul 2018 David Green Advisors

FTP Workshop – New York – July 2018

I want to thank Marcus Evans and the delegates who came together for another exciting FTP workshop in New York.  FTP managers, model validators and auditors representing banks from 3 different countries participated in the 2-day event.  Everyone was thoroughly engaged in the discussion and came away with a better understanding of the purpose and practice of FTP:  a well-functioning FTP process is necessary for any levered financial institution, regardless of country or charter type, to quantify how interest rate risk and liquidity risk contribute to earnings and earnings volatility.

Above, Gabe Mallen from Banco de Reservas de la Republica Dominica and I are engaged in a deep discussion of the math of FTP which shows how risk and profitability are related.