Essays about: "Funds Transfer Pricing"
Found 4 essays containing the words Funds Transfer Pricing.
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1. Internal Pricing and the Effect of Liquidity Requirements : A qualitative review of Swedish banks
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE
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2. Internal Pricing and theEffect of Liquidity Requirements : A qualitative review of Swedish banks
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : The fundamental business model of banks is based on receiving short-term deposits and giving long-term loans which means that active banks are naturally subject to liquidity risk. During the last financial crisis poor liquidity risk management was seen as one of the main causes which has led to an increased focus on the management of liquidity risk and the introduction of the first minimum requirements for liquidity in banks, through Basel III. READ MORE
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3. Implementation of a Funds Transfer Pricing model with stochastic interest rates
University essay from Lunds universitet/Matematisk statistikAbstract : The subject of Funds Transfer Pricing (FTP) is widely known within the banking in- dustry, despite this there is a lack of consensus on how to allocate the costs and benets to the users and suppliers of liquidity. A common practice in nancial institutions, in particular before the nancial crisis, was to charge business units a liquidity charge that was based on the average or the historic cost of funds, which did not properly re ect the liquidity risk for each specic business unit. READ MORE
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4. Financial innovation in the public real estate market : How to exploit arbitrage opportunities in public real estate pricing due to investment approach differences between the real estate market and the capital market
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : As the stock market is volatile and often short-term, there is a high demand for safe investments outside the stock market and institutional investors like pension funds, insurance companies and asset managers are increasingly searching for low-risk investments that can deliver safe returns. Alternative investments, like real estate, are a popular way to invest institutional capital. READ MORE
