Thomas Ribarits

Head of Financial Risk Department

European Investment Bank

Thomas Ribarits joined EIB in 2005 within Financial Risk Management, dealing with loan and funds transfer pricing, performance measurement and Asset and Liability Management. In 2011 Thomas was advising the EFSF (European Financial Stability Facility), predecessor of the ESM, and implemented a pricing model for programme loans to Ireland and Portugal. Thomas then headed the Pricing Unit in the Credit Risk Department of EIB, covering credit risk pricing, loan loss reserves, watch listing and the Economic Capital framework. Since 2013 he is heading the Financial Engineering and Advisory Services Division in the Treasury Department.

Thomas holds a PhD degree in system theory and time series analysis and has spent 5 years in Academia at University of Technology Vienna and as post-doc at several European universities. He has led EIB research project co-operations and regularly acts as expert speaker at professional risk and finance conferences.

Frank Mulder

Head Interest Rate Risk Steering & Strategy


Frank Mulder MSE, aerospace engineer by training, has been active in interest rate derivatives for over a decade. In 2016 he was appointed as Head Interest Rate Risk Steering & Strategy in Rabobank's treasury department. Before assuming this role he has been Senior Portfolio Manager for the investment books and a Senior Trader Interest Rate Derivatives. Next to his day-to-day activities for the bank, Frank is a board member of Rabobank’s pension fund, a guest lecturer on derivatives and actively involved in the fintech sector in the Netherlands.

Roberto Virreira

Risk Director IRRBB


Roberto Virreira works as Risk Director for State Street in London. Previously he was in charge of redesigning the IRRBB framework of Standard Chartered Group, and was in charge of Group HSBC IRRBB reporting and IRRBB stress test methodologies. He was Head of ALM and BSM with Bank of America in Latin America, and worked in consulting projects for several other global and regional banking organisations.

Roberto participated actively in the review, discussion and feedback of BCBS 368 with several banking associations including BBA, EBF and IIF. He has published articles on IRRBB on the Journal of Risk Management in Financial Institutions and Written a chapter in the second edition of The hand Book of ALM edited by Risk Books. He has chaired IRRBB conferences in New York, London and has been a speaker in several courses and seminars in Europe and Asia.

Roberto is an Industrial engineer, holds a Msc. in Economics and an MBA from Warwick Business School.

Thomas Steiner



Thomas Steiner is a Partner at BearingPoint and responsible for their firm-wide risk management consultancy practice within their Banking and Capital Markets practice. While Thomas and his team is covering a comprehensive service portfolio for financial institution’s risk controlling and management functions, they have a specific focus on Banking Book risk controlling and management, covering IRRBB, Liquidity risk and FTP. Their services covers governance aspects (e.g. set up the 3 lines of defence concept), development of methodology and ALM software implementation.

Prior to that, he was Head of Requirement Engineering at MEAG Asset Management, responsible for the business requirements of the Risk Controlling/Management function.

Thomas is an ALM expert with more than 15 years’ experience in a variety of different roles in consultancy projects for international acting banking groups. He is a member of the Global Association of Risk Professionals (GARP).

Pasquale Costa

Bank Sector Analyst

European Banking Authority (EBA)

Pasquale joined EBA in 2018 as Bank Sector Analyst in the Risk Analysis and Stress Testing unit. Before joining the EBA, Pasquale worked for over 10 years in the private sector at Allianz Group, KPMG Advisory, Credit Agricole’ and Banco BPM covering different roles and responsibilities in different area of Risk Management.

Pasquale holds a BSc in Economics and Finance and a MSc in Computational Finance and Risk Management

Sophie He

Manager, ALM & Treasury Risk Management


Sophie He is a manager at Prometeia for the Enterprise Risk Management Practice, where she works on methodological and business-related advisory, solutions implementation and users training.

Her expertise regards mainly the definition of ALM and Treasury risk processes, methodologies and the implementation of solutions in EMEA banks with a particular focus on IRRBB, net interest income dynamic simulations, FTP and performance management framework, risk appetite framework and stress tests, and regulatory compliance with European supervisors.

Before joining Prometeia, Sophie He worked in the Asset and Liability Management department at group level in Société Générale banking group.

Mike Dunkley

Head of ALM

Leeds Building Society

25 years + working in Treasury / ALM (both 1st And 2nd line teams) for 3 building societies and a bank.  Mike has an MBA from Durham University and is a member of ACCA. 

Daniel Almehed

Senior Business Advisor


Daniel Almehed is a Senior Business Advisor at BearingPoint and an senior expert in the risk management consultancy team within their Banking and Capital Markets practice. Daniel have a specific focus on Banking Book risk controlling and management, covering IRRBB & liquidity risk. His projects covers governance aspects (e.g. 3 lines of defence concept), development of methodology and ALM & Risk software implementation.

Daniel is an banking book risk expert with more than 10 years’ experience in a variety of different roles in consultancy projects for international acting banking groups