ACI Dealing Certificate (#9)

What is Funds Transfer Pricing in the ALM process?

A maturity analysis of a bank’s interest-bearing assets and interest-bearing liabilities.
A method used to measure how much each source of funding is contributing to overall profitability.
A calculation of the spread between the duration of the interest-bearing assets and the interestbearing liabilities.
The evaluation and management of the gap between a bank’s volume of loans and deposits.