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Financial mathematical calculation of interest rate transactions in lending and deposit business

The seminar focuses on interest rate risk-free margin calculation using structurally congruent refinancing®, on which the entire bank management (both value-oriented and period-oriented) is based and which is also the core of pricing and individual product design in fixed-interest business.

Financial mathematical calculation
Bank Controlling
Pricing

Your speakers

Pascal Hintzen
Pierre Schmidt

The seminar focuses on interest rate risk-free margin calculation using structurally congruent refinancing®, on which the entire bank management (both value-oriented and period-oriented) is based and which is also the core of pricing and individual product design in fixed-interest business. The calculation is not an end in itself, but provides key impetus for pricing and product design.

In order to make variable transactions profitable, you will learn how to determine the mix of moving averages in a forward-looking manner and how to price roll-over loans. You will be able to identify sources of income and make optimal use of them in pricing.

We will pay particular attention to the following topics in the seminar:

Effective interest rate and yield

  • Effective interest rate calculation

Method of structurally congruent refinancing®

  • Margin (condition contribution) and margin present value (condition contribution present value)
  • Margin % (nominal and effective)
  • Liquidity costs: present value, periodic, %
  • Risk-free and risk-bearing yield curves
  • Requirements for a liquidity transfer pricing system in accordance with MaRisk

Pricing of fixed-interest transactions, active and passive

  • Contribution margin accounting in preliminary and final costing
  • Full cost accounting versus partial cost accounting
  • Present value and period-related presentation
  • Premiums for counterparty risks and implicit options
  • Cost of equity

Pricing of variable transactions

  • Future-oriented design of mix ratios
  • Effects of volatile interest rate markets
  • Consideration of volume fluctuations
  • Mix ratios for interest rate book management and liquidity management
  • Consideration of liquidity costs and benefits
  • Roll-over loans

The seminar is aimed at managers and employees of credit institutions, particularly those working in treasury, controlling, marketing and auditing departments, who are new to issues relating to calculation, pricing and product design in interest-bearing customer business or who would like to refresh their business management knowledge.

Pascal Hintzen

Pascal Hintzen

is a Senior Business Consultant in the Pricing & Controlling team at msg for banking ag and advises banks on projects relating to strategic pricing and its integration into overall bank management. Together with his colleagues, he supports banks in technical and process-related consulting projects, including with the MARZIPAN software.

Pierre Schmidt

Pierre Schmidt

is a mathematician (M.Sc.) and focuses on the new and further development of mathematical models and methods for the standard software MARZIPAN at msg for banking ag.

This event will take place online. This means you can take part from the comfort of your computer. We use the video conferencing tool MS Teams for our online events. You can find more information on the technology in our FAQs.

Do you need help?

Isabel Menrath

Isabel Menrath

Events & Trainings

events-banking@msg.group +49 721 6674 1880

Registration

Price

1190,- €

plus VAT.

Date

11.03.2026 to 12.03.2026

Registration deadline

04.03.2026

Seminar
Online

Day 1: 9 a.m. – 4 p.m.

Day 2: 9 a.m. – 4 p.m.

This event will be held in German!

Register now

Good to know

If you have any questions about our event programme, please do not hesitate to contact us. Simply give us a call or send us an e-mail. We look forward to exchanging ideas with you. Isabel Menrath events-banking@msg.group +49 (0) 172 947 47 33 
When registering on Banking.Vision , we use ‘magic link’ technology. This means that you fill in the registration form (we only need a few details from you) and then receive a registration link from us. By clicking on it, you confirm that you wish to register. After your confirmation, you will receive a login link and that's it. This means you don't have to remember (another) password, which could be hacked under certain circumstances. The ‘Magic Link’ also ensures a secure and uncomplicated login thanks to multi-factor authentication, for which you only need to enter the e-mail address you used to register.
Are you already a registered user on Banking.Vision? Then all you have to do is log in and click on the registration button on the page of your chosen event. A registration form will open with your personal details already pre-filled. All you then have to do is enter your invoice details and click on ‘Send’. That's it. You are not yet registered as a user on Banking.Vision? Then please register. We only need a little information from you.
Yes, once you have made a binding registration for the event, you will receive a booking confirmation. In the run-up to the event, you will receive a further e-mail with important information for your event, such as the venue and programme (face-to-face event) or access data (online event).
Our online events usually take place with Microsoft Teams. You will receive an access link with a telephone dial-in option; it is not necessary to install the Microsoft Teams application.We would be pleased if you switch on your camera. Please check the following Microsoft Teams system requirements in good time before the start of the event and observe the following recommendations: Use a desktop PC or a notebook/laptop to participate in your online event.
  • Operating system Windows 7 or a more recent version Mac OS X version 10.8 or higher
  • Browser Google Chrome (preferred) Also suitable: Microsoft Internet Explorer 11 or higher, Microsoft Edge, Apple Safari
  • Internet access Ideally, access via DSL/cable with at least 256Kbit/s. Bandwidth.
Please use a headset with an integrated microphone. If participating on a notebook/laptop, we recommend using the integrated camera; if participating on a desktop PC, an external webcam is recommended. Would you like to be absolutely sure and test MS Teams in advance? No problem, simply contact events-banking@msg.group.
We reserve the right to cancel the event due to insufficient demand or number of participants. Cancellations at short notice are also possible for other important reasons for which we are not responsible, such as sudden illness of the speaker or force majeure. Participation fees already paid by you will of course be refunded. You will be informed immediately in the event of cancellation. Further liability and compensation claims arising from the cancellation or change to the event that do not relate to injury to life, limb or health are excluded, unless there is intent or gross negligence on our part. Please note that this also applies to hotel rooms and flight or train tickets booked by you.
The detailed cancellation conditions can be found in § 3 Cancellation of our event conditions.