TheIPS-SenderoInstituteAdivisionofIPS-Sendero12-13September2005Taipei,Taiwan內部計價及風險調整後資本管理進階班FundsTransferPricing&Risk-AdjustedCapital面對金融機構大型化、業務多元化趨勢，部門或子公司間資金成本如何計價(fundstransferpricing,FTP)，以忠實表彰各自所承擔風險已成重要課題。尤其配合BaselII的實施，資本計提必須取決於風險大小而定，金融機構亟需建立一套資金轉移計價系統，考量風險因素，合理計算內部資金成本、衡量部門績效及客戶利潤貢獻度，俾有效進行資本配置與風險管理。本班由具備20多年金融實務經驗的Mr.OrlandoHanselman擔任講座，將深入剖析國外內部計價及資本管理最新觀念與技術，配合實例模擬演練，以期增進金融業者財務管理、資本配置與風險管理能力。AlternativeFundsTransferPricingMethodologies各種資金移轉計價方法及其優劣、限制Matched-TermTransferPricing期限相稱的資金移轉計價方法UsingFTPToAssessMismatchRiskManagement運用FTP有效掌握期限不對稱的風險EstablishingAllocationSystems運用FTP建立適切的資本配置方案CorporatePerformanceManagement&RAROC提升企業績效管理及風險調整後資本管理效率INFORMATIONHOTLINETel:886-2-33435364Fax:886-2-23930677Email:elin@mail.tabf.org.twwww.tabf.org.tw/tw/2005ftpSpacesforthisprogramislimited,andonafirstcome,firstservedbasis.Registerearlytoavoiddisappointment.名額有限，欲報從速，以免向隅!FundsTransferPricing&Risk-AdjustedCapitalCOURSEOVERVIEWREGISTRATIONDEADLINE&ProvideanunderstandingofvariousmethodsusedtoallocatetheCANCELLATIONPOLICYvalueofthesourcesandusesoffunds,includingcapital,todeterminebusinessunit,productprofitabilityandthereturnonTheregistrationformandfeemustbesubmittedonorbeforerisk-adjustedcapital(RAROC).TheroleandprocessesofAugust12,2005.CancellationsmustbereceivedbyAugust17,transferpricingthenetinterestmarginandcapitalassignment2005.Afterthisdate,50%ofthecoursefeewillbechargedasawithintheriskadjustedperformancemeasurementprocessiscancellationfee.However,substitutionswillbepermittedatnohighlighted.extracharge.Thiscourseexplorestheimpactofvolume,maturity,cashflow,CHANGEOFPROGRAMandoriginationmismatchesontrackingthenetinterestincomeandvalueoftransactions.Variouspoolandmatch-termtransferWereservetherighttochangeprogramdates,venueorpricingmethodsadvantagesandshortcomingsareaddressed.location,oralterthecontentandtimingoftheprogramortheidentityofthecoursedirectorduetounforeseencircumstances.Whileth