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Funds Transfer Pricing, Liquidity Premium, and Market Structure

Conference paper
Authors Ted Lindblom
Viktor Elliot
Published in FMA 2018 European Conference, 13 - 15 June Kristiansand, Norway
Publication year 2018
Published at Department of Business Administration
Department of Business Administration, Industrial and Financial Management & Logistics
Language en
Keywords Funds Transfer Pricing, FTP, Oligopoly, Oligopsony, Banks
Subject categories Economics and Business

Abstract

Funds transfer pricing (FTP) is widely acknowledged as an important part of banks’ asset and liability management (ALM). This paper makes two contributions to the existing FTP-theory. First, we analyze the implications of adding a liquidity premium to the FTP. Second, since a majority of the existing banking markets are dominated by a limited number of large banks we also cover the case of kinked demand and supply curves on oligopolistic and oligopsonistic competition, respectively.

Page Manager: Webmaster|Last update: 9/11/2012
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