By any way, does anyone know the relation of FTP curves constructed in bank to FVA (Funding Value Adjustments). It'll be good if anyone could share some references here!


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    $\begingroup$ FTP stands for File Transfer Prorocol, Funds Transfer Pricing, Free to Play, Fourier Transform Profilometry, Finite Time Passivity, something else? $\endgroup$ Jun 27, 2023 at 14:30
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    $\begingroup$ (been years since have been on here @DimitriVulis - and a long time since been anywhere near needing an FVA price on an exposure, but since this just caught my eye as a blast from past, could plausibly mean sth like Funding Term Premium phaps, am sure OP can better oblige, Free to Play sounds good tho, rgds) $\endgroup$
    – Mehness
    Jun 27, 2023 at 18:15
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    $\begingroup$ Betting on Funds Transfer Pricing myself. Please add some detail. $\endgroup$
    – Bob Jansen
    Jun 27, 2023 at 20:21


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