Funds Transfer Pricing: FTP Margin by Product
This lesson is part of the course
In this lesson
You look up matched-maturity FTP rates for Quillmoor Bank's products, calculate each product's FTP margin and contribution and chart which products earn the bank's NII.
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Lessons in this course
- Net Interest Income, NIM & the Rate/Volume Split Locked
- Repricing Gap by Time Bucket & the Cumulative Gap Locked
- NII Sensitivity: ±200 bp Parallel Rate Shock Locked
- Duration of Assets & Liabilities and the Duration Gap Locked
- Economic Value of Equity: Full Revaluation under ±200 bp Locked
- Liquidity Coverage Ratio: HQLA, Haircuts & Run-off Rates Locked
- Net Stable Funding Ratio: ASF & RSF Factors Locked
- Funds Transfer Pricing: FTP Margin by Product Locked