OECD TP Guidelines · Banking

Transfer Pricing Tool
for Banking

Pre-configured for intercompany loans, guarantees, and financial services. CUP is the preferred method for interest rate benchmarking — reference EURIBOR, SOFR, or equivalent market rates.

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Choose the method that best matches your transaction type and available data.

Transfer Pricing for Banking: OECD Methodology

Transfer pricing for banking and financial services is governed primarily by OECD Transfer Pricing Guidelines Chapter X (Financial Transactions), added in the 2020 edition following BEPS Actions 4, 8-10. Financial transactions between related parties — particularly intercompany loans, guarantees, and cash pooling arrangements — are among the most common and highest-value transfer pricing issues for multinational banking groups. The CUP (Comparable Uncontrolled Price) method is strongly preferred for benchmarking interest rates because market reference rates (EURIBOR, SOFR, SONIA) provide a directly observable comparable base.

For intercompany loans, the arm's length interest rate is typically constructed as a reference rate plus a credit spread. The credit spread must reflect the borrower's standalone creditworthiness — not the group credit rating. This is a critical distinction: a subsidiary with weak standalone financials cannot simply borrow at the parent's AAA rate. Tax authorities in jurisdictions including Germany (BFH case law), the Netherlands (Article 8b Wet VPB 1969), and Australia (ATO Practical Compliance Guideline PCG 2017/4) have issued specific guidance on pricing intercompany loans. OECD ¶10.72–10.114 provides the overarching framework, including guidance on the accurate delineation of financial transactions and the distinction between debt and equity.

Beyond loans, intercompany guarantee fees and cash pooling arrangements require separate transfer pricing analysis. Guarantee fees should reflect the benefit to the borrower — measured as the difference between the borrowing cost with and without the guarantee, adjusted for any implicit group support. Cash pooling must compensate participants for the liquidity they provide. For banking groups specifically, internal treasury services, risk management services, and regulatory capital allocation between branches and subsidiaries add further complexity. The TNMM may be appropriate for benchmarking routine financial services (back-office processing, compliance services) within a banking group.

Recommended Method: CUP (Comparable Uncontrolled Price)

For banking entities, the cup (comparable uncontrolled price) is typically the most appropriate transfer pricing method. This tool pre-selects this method based on industry best practice and OECD guidance. Typical arm's length ranges for banking are 0.5–3%.

Typical Banking Intercompany Transactions

Intercompany loans — Parent or treasury centre lends to subsidiaries at an interest rate. CUP method compares the rate against market benchmarks (EURIBOR, SOFR) plus a credit risk spread appropriate for the borrower's creditworthiness. Preferred method: CUP (Comparable Uncontrolled Price).

Intercompany guarantees — Parent entity provides guarantees for subsidiary borrowing. The guarantee fee must reflect the benefit to the borrower (reduced borrowing cost). OECD Chapter X ¶10.152–10.202 provides specific guidance. Preferred method: CUP (Comparable Uncontrolled Price).

Treasury and cash pooling — Centralised cash management through notional or physical cash pools. Transfer pricing must reflect the benefits each participant receives. OECD ¶10.115–10.151 covers cash pooling. Preferred method: CUP (Comparable Uncontrolled Price).

Regulatory Context

Banking TP is subject to both transfer pricing rules and prudential regulation (Basel III/IV, CRD VI). Thin capitalisation rules and interest limitation rules (ATAD Article 4) interact with TP for intercompany funding. ECB supervision adds an additional layer for significant institutions.

Limitation: This tool supports CUP for interest rate benchmarking — enter comparable loan rates as the CUP prices. For complex financial instruments (derivatives, structured products), consult a transfer pricing specialist. Profit split is not implemented.

Worked Example: Intercompany Loan — CUP Method with Market Rate Benchmarking

Scenario: A UK parent bank lends €20 million to its German subsidiary at 4.5% fixed for 5 years. We benchmark the interest rate against 8 comparable arm's length loans to similarly-rated corporate borrowers, sourced from loan market databases.

Comparable set (8 comparables): 3.8, 4.1, 4.3, 4.5, 4.7, 4.9, 5.2, 5.6

Result: The controlled interest rate of 4.5% falls within the interquartile range (Q1: 4.15% – Q3: 5.13%). No adjustment is required under OECD ¶3.60.

Frequently Asked Questions — Banking Transfer Pricing

How do I benchmark intercompany loan interest rates?
The CUP method is preferred. Construct the arm's length rate as a market reference rate (EURIBOR, SOFR, SONIA) plus a credit spread reflecting the borrower's standalone creditworthiness. Compare against comparable third-party loan agreements with similar terms (currency, tenor, security, borrower credit rating). OECD Chapter X ¶10.72–10.114 provides the framework.
Should I use the parent's or subsidiary's credit rating for intercompany loans?
Use the borrower subsidiary's standalone credit rating, not the parent group rating. OECD ¶10.87–10.99 discusses the impact of group membership on credit ratings. While implicit group support may provide some uplift, the starting point must be the subsidiary's own financial position. Many tax authorities (notably Germany and Australia) specifically reject pricing at the group rate.
How do I price intercompany guarantees?
Guarantee fees should reflect the benefit to the borrower: the difference between the borrowing cost without the guarantee and the cost with the guarantee, less the guarantee fee. OECD ¶10.152–10.202 provides guidance. Both the yield approach (comparing borrowing costs) and the credit default swap approach are accepted methodologies.
What is OECD Chapter X on financial transactions?
Chapter X was added to the OECD Transfer Pricing Guidelines in 2020 following BEPS Actions 4 and 8-10. It provides specific guidance on pricing intercompany loans, guarantees, captive insurance, and cash pooling arrangements. It introduces the concept of accurately delineating financial transactions and distinguishing between debt and equity.
Can I use TNMM for banking transfer pricing?
TNMM can apply to routine financial services (back-office processing, compliance, IT support) within a banking group. However, for core financial transactions (loans, guarantees, trading), CUP is strongly preferred because market reference rates provide directly observable comparables. OECD ¶2.14–2.20 establishes CUP as the most reliable method when reliable comparables exist.

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