Easily Perform FTP Calculation at the Transaction Level for All Positions in Your Balance Sheet
Eliminate duplicate data loads, inconsistent assumptions and complex setups using Funds Transfer Pricing from ZMFS. With our systems institutions can build on the platform already being used for ALM.
Cash flow methods are employed to perform FTP calculations, with full risk modeling of prepayment, credit, liquidity, term structure, etc.
- Utilize the exact same data and assumptions you have already input into the system to calculate transfer rate and transfer income/expense, then export results for profitability analysis immediately
- Calculation results can be aggregated by GL account and center for export purposes
- Results may be delivered into pivot tables when using ZMdesk to view attributes and hierarchy levels
- Create as many benchmark curves/indices/currencies as needed
- Aggregate positions while also retaining the original underlying positions to conduct scenario analysis and compare transfer rates using different transfer pricing methodologies and assumptions