Joel Grant, “Liquidity Transfer Pricing: A Guide to Better Practice” Practice Question set contains 5 pages covering the following learning objectives:
* Discuss the process of liquidity transfer pricing (LTP) and identify best practices for the governance and implementation of an LTP process.
* Discuss challenges that may arise for banks during the implementation of LTP.
* Compare the various approaches to liquidity transfer pricing (zero cost, average cost, matched maturity marginal cost).
* Describe the contingent liquidity risk pricing process and calculate the cost of contingent liquidity risk.
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