Prof.dr. Marco Folpmers FRM

Prof.dr. Marco Folpmers FRM

Expert areas: Context (Economics), Finance (Asset Pricing, Banking, Capital Markets, Finance Theory, Financial Derivatives, Financial Institutions, Financial Intermediation, Financial Management, Financial Mathematics, Financial Reporting and Analysis, Financial Services, International Finance, Investments, Monetary Economics, Quantitative Finance, Risk Management), Quantitative Methods (Business Research Methods, Econometrics, Mathematics, Statistics)

Marco Folpmers leads the financial risk management cluster within Capgemini Consulting the Netherlands. He is part-time professor of financial risk management at TIAS.

Dr. Folpmers has a PhD in economics and he has published in both national and international periodicals on Economic Capital, financial risk management, real option theory, process improvement and Six Sigma. He is GARP FRM certified and ASQ Six Sigma Black Belt certified.

As a principal consultant and MT member within the Financial Services unit, he is responsible for the development of all Financial Risk Management services, especially Economic Capital methodologies and projects, and training / coaching consultants in this area. Dr. Folpmers is focused on the application and development of quantitative and statistical techniques, and the simple and transparent explanation of these techniques to the bank’s management (e.g. using charts of (intermediate) results and flowcharts).

Marco Folpmers’ risk management experience includes Basel II, especially Pillar 2 / Economic Capital, Asset and Liability Management (ALM), valuation of complex financial instruments (such as CDOs and asset backed securities), enterprise risk management, risk governance, financial business process improvement and quantitative analysis, Solvency II and Basel III. He has more than 15 years of experience in consulting. 

Dr. Folpmers has worked for all major players in the Dutch banking domain, as well as for a number of banks abroad (US, Turkey, Norway, China, Italy, Belgium) and a number of Dutch multinationals (Philips, Shell, Wegener, Wessanen) and government departments (such as the Dutch Department of Health and anti-trust authorities).


  • Folpmers, M. (2012). PD-LGD correlation: EL and EC impact. Risk Professional, February, 19-39.
  • Folpmers, M. (2012). A cyclical model for the downturn LGD. Wilmott Magazine, May.
  • Folpmers, M. (24 mei 2011). Turbulentie op de obligatiemarkt, pricing van het landenrisico en black holes. Inaugurele rede ter acceptatie van de leerstoel Financial Risk Management aan Tilburg University.
  • Folpmers, M. (2010). Decoding Basel III: Buffers, Benefits and Bonuses, Risk Professional, December, 30-35.
  • Folpmers, M. (2009). Geithner’s PPIP, The Public-Private Investment Program: A Flawed Idea, Risk Professional, October, 21-26.