FTP: funds transfer pricing
The module calculates transfer rates by maturity and currency and shows the margin by product and unit. It makes clear what the lending unit earns, what the funding unit earns and what treasury earns.
The module is part of the single TRrisk platform: it works on the bank's shared data and exchanges results with the other modules. How the platform works →
What the module does
Transfer rate curves
A curve for each currency, built from market rates and the cost of funding.
A rate for every contract
A transfer rate is assigned by the contract's maturity, currency and payment schedule.
Margin by product
Net margin by product, customer segment and unit.
Add-ons
Liquidity and reserve-requirement add-ons are accounted for separately.
Treasury result
Interest-rate risk is collected in treasury and shown as a separate line.
Pricing reports
The minimum rate on a new loan and the maximum on a deposit for a given margin.
- Treasury
- Finance
- Business units
- Product profitability is comparable: the cost of funds is treated the same way.
- Pricing decisions rest on the transfer price.
- Interest-rate risk sits in treasury and is visible on its own.
Related modules
ALM
Liquidity gaps, interest-rate and currency risk, net interest income and scenario analysis of the balance sheet.
details →Liquidity
LCR and NSFR, regulatory liquidity ratios, the liquid asset buffer and liquidity stress.
details →Budget and forecast
A forecast of the balance sheet, income and expenses, and capital for one to three years.
details →Common questions
How does work start?
With a free 30-minute call with a solution architect. We go through the problem and suggest where to start. If it needs a closer look, we propose a 2–4 week diagnostic.
Which countries do you work in?
Our office is in Bishkek. We work with companies across Central Asia, on site and remotely.
What language are documentation and training in?
Russian and English. Methodology, manuals and reports are written in the language that suits your team, auditors and shareholders.
Do you sign an NDA?
Yes, before you share any data or documents with us.