Funds Transfer Pricing in the Banking Industry：A Study of Models and Cases
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 94 === “Fund transfer pricing(FTP)”of the banking industry refers to the cost of funds borrowing and lending among the branches. Appropriate FTP can make funds more efficient and create incremental benefits for banks. This study considers two dimensions, fund cost a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86710794353877465228 |
| Summary: | 碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 94 === “Fund transfer pricing(FTP)”of the banking industry refers to the cost of funds borrowing and lending among the branches. Appropriate FTP can make funds more efficient and create incremental benefits for banks. This study considers two dimensions, fund cost and market opportunity, to build up models in order to provide references for decision making.
This study considers factors related to FTP in practice to build up two simple models. The optimal solutions under the profit-maximization goal are obtained. The results show that FTP is affected by the sensitivities of finds to interest rates of branches. The models in this study allow the headquarter to determine FTP in an aggregate view. I also apply the models to several cases to make up the strategies of interest rate pricing and adjustment as well as pricing of exceptional funds. These applications should increase the efficiency of fund operations. This study contributes to build up models to express bank practices and provides the determination of FTP. It helps to guide the daily operations of branches to attain the long-run goal of the headquarter.
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