Up Close and Personal with Basel IV’s FRTB Framework

Gior is a risk and finance consultant located in The Netherlands providing training and consultancy services for various risk management and finance subjects. Gior started his career in The Netherlands banking sector with Rabobank, and has also worked with ING Bank N.V. on various market and credit risk management responsibilities. He currently serves as risk & finance data senior consultant for Rabobank Group’s global CreditCore project and as co-founder of Vryska, a startup focusing on delivering cloud-first risk management IT solutions for Basel IV's FRTB regulatory capital implementation.

Gior obtained a bachelor’s in mathematics from Bandung Institute of Technology and a master’s in quantitative finance from Universite Paris 1 Pantheon-Sorbonne. He is also certified by GARP as a Financial Risk Manager (FRM).

Zoi Sempou is a senior risk manager with a 20-year career across a range of institutions in several European countries. She has worked in senior positions at EFG Eurobank and Rabobank International (Netherlands) and been an external advisor to ING (Netherlands), NN Bank (Netherlands), and ABN AMRO, as well as to McKinsey & Company and the European Central Bank.

In 2016, Zoi founded Risk Advis BV, offering consultancy services to financial institutions mainly in the areas of market and counterparty credit risk, regulatory reporting, and treasury management. Previously she served in quantitative and coordination roles within risk advisory and reporting, model validation, treasury operations, and middle office departments.

Zoi holds a Master's in Financial Mathematics from the University of Warwick and a BSc in Mathematics from University of Athens. She has also completed the Executive Fintech program of the Said Business School at the University of Oxford.

Dapit is a risk management professional based in Jakarta where he helms the market risk management team of Sarana Multi Infrastruktur (PT. SMI), a state-owned enterprise for Indonesian infrastructure financing activity. In the past he has worked with various local and international banks — including Rabobank and BNP Paribas — as well as the Indonesian Financial Services Authority Otoritas Jasa Keuangan (OJK). At OJK he was senior bank supervisor with market risk management expertise on various subjects, among them IRRBB, SA-CCR, and Basel’s RCAP Exercise.

In addition to his current role, Dapit is a co-founder of Vryska, a startup focusing on delivering cloud-first risk management IT solutions for Basel IV's FRTB regulatory capital implementation. He obtained his bachelor’s in Mathematics from Bandung Institute of Technology and is also a GARP-Certified FRM.

Vishal Kapoor works on emerging risks and thematic issues by overseeing internal audit of the Group CRO and the Group CFO functions for DBS Bank. Previously he worked for international consulting firms Ernst & Young and Moody’s Analytics, and held key roles at major banks including JP Morgan, Deutsche Bank, Credit Suisse, and Standard Chartered Bank.

As a consultant Vishal has focused on securing strategic partnerships and negotiating favorable terms with commercial banks, third parties, and key stakeholders. In banking roles, he relied on his expertise in risk management (including credit, market, and interest rate risk) and capital structuring along with model-building based on Basel rules and funds transfer pricing. Vishal earned an MBA from University of Chicago Booth School of Business and is a Chartered Accountant.