Fund Transfer Pricing plays a key role in steering multiple strategic processes of the bank, such as performance measurement, risk allocation, external pricing and even asset liability management itself. A sound FTP model allows the allocation of financial costs and revenues to different risk taking centres, enabling each organisational unit to evaluate its profitability and take responsibility for its own risks.
In this Webinar, Dr. Engelbert Plassmaan (Commerzbank) talks about:
Hosted by Elisa Galassi (Prometeia) - She addresses key questions:
Dr. Engelbert Plassmann is Director at Commerzbank’s Treasury ALM department in Frankfurt. The department is responsible for controlling structural liquidity risk, including Liquidity FTP and covers also regulatory developments relating to liquidity management. Previously, he worked in several roles in former Dresdner Bank’s risk department, including market risk modeling and economic capital allocation. Prior to banking, Engelbert Plassmann pursued academic interests and earned a Doctoral Degree in Econometrics 21 from University of Constance.
In her multi-year experience as a Risk Management consultant, Elissa has assisted clients in domestic and foreign markets such as Turkey, Ireland and Luxembourg. Her expertise principally regards the definition and activation of strategic and operative ALM processes and models, as well as regulatory liquidity reporting, the optimisation of financial planning and control processes for banking groups (including the development of Fund transfer pricing policies and systems). Furthermore Elisa supervises the start-up of hedge accounting processes, from the identification of positions eligible to hedge, to the operative management of hedging portfolios.