Funds transfer pricing interest rate risk
Liquidity risk. 13. Interest rate risk. 19. Capital management. 23. Funds transfer pricing. 26. Discretionary investment portfolios. 28. Systems. 29. Contacts. 30 17 Jan 2012 But all risks have prices. With a fixed rate mortgage swaps are used to hedge interest rate risk and the swap cost forms part of the mortgage price. 28 Nov 2019 liability management area including interest rate risk management, funds transfer pricing (FTP), balance sheet optimization and stress testing