Grant, Liquidity Transfer Pricing: A Guide to Better Practice Study Notes will cover the following learning objectives:
Discuss the process of liquidity transfer pricing (LTP) and identify best practices for the governance and implementation of an LTP process.
Discuss challenges that may arise for banks during the implementation of LTP.
Compare the various approaches to liquidity transfer pricing (zero cost, average cost, matched maturity marginal cost).
Describe the contingent liquidity risk pricing process and calculate the cost of contingent liquidity risk.
After reviewing the notes, you will be able to apply what you learned with practice questions.
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