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Challenges in implementing a robust rates transfer pricing framework

Author

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  • Ramirez, Juan

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.

Suggested Citation

  • Ramirez, Juan, 2016. "Challenges in implementing a robust rates transfer pricing framework," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(4), pages 344-350, October.
    • Handle: RePEc:aza:rmfi00:y:2016:v:9:i:4:p:344-350
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    More about this item

    Keywords

    rates transfer pricing; funds transfer pricing; liquidity transfer pricing; interest rate risk in the banking book; behaviouralisation; governance;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

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