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Fund Transfer Pricing and Its Impact on Bank Liquidity Measures

  • Christian Cech
  • Ewa DziwokEmail author
Conference paper
Part of the Springer Proceedings in Business and Economics book series (SPBE)

Abstract

The global financial crisis of 2007–2009 had a huge impact on financial markets and especially on liquidity (understood as the ability of economic agents to exchange existing wealth for goods and services or for other assets). The consequences of the crisis which have been visible till today forced the authorities and supervisory boards to establish new liquidity risk measures as well as to improve existing ones. The aim of the paper is to show bank’s approach to FTP (fund transfer pricing) and their impact on main liquidity risk measures. The survey includes an analysis of chosen Austrian and Polish banks.

Keywords

Fund transfer pricing Liquidity risk Risk measurement 

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Fachhochschule des BFI WienViennaAustria
  2. 2.University of Economics in KatowiceKatowicePoland

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