Pricing Analysis for Active and Passive Bank Operations

Student: Antyuganov Aleksandr

Supervisor:

Educational Programme: Economics (Bachelor)

Year of Graduation: 2024

The main objective of the study is to examine the pricing process in a bank using the Funds Transfer Pricing (FTP) system. Despite the fact that the Funds Transfer Pricing system is mostly described in management accounting literature, in our opinion, the model can be transformed in various ways while preserving its core idea. The study explores the factors that influence pricing of banking products and demonstrates the process of calculating components for product pricing based on the bank's overall position using Liquidity GAP and Interest Rate GAP. In the practical part of the study, we propose algorithms and methodologies for calculating components involved in product pricing through practical examples, taking into account the market resource costs at the time of transaction.

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