Challenges in implementing a robust rates transfer pricing framework

Juan Ramirez

Journal of Risk Management in Financial Institutions, 2016, vol. 9, issue 4, 344-350

Abstract: This paper describes the rates transfer pricing (RTP) process, its link with the liquidity transfer pricing process, and identifies the main challenges that banks face when implementing a robust RTP framework. The paper also briefly covers the RTP governance structure.

Keywords: rates transfer pricing; funds transfer pricing; liquidity transfer pricing; interest rate risk in the banking book; behaviouralisation; governance (search for similar items in EconPapers)
JEL-codes: E5 G2 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:aza:rmfi00:y:2016:v:9:i:4:p:344-350

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