When I first started working in IRRBB in 2010, the landscape was unrecognisable. Basel hadn’t yet published d368. There were no standardised outlier tests, no EBA guidelines on CSRBB, no regulatory reporting templates. You learned by doing—by sitting next to someone who’d already built the first iteration of the earnings sensitivity calculation because there was no instructions manual.
Sixteen years later, the regulatory framework has grown substantially. Some of that development has genuinely improved risk management. Some has added complexity without proportionate benefit. But the practical challenge of actually doing IRRBB well hasn’t got any easier. If anything, it’s harder. The expectations are higher, the reporting is more granular, the scrutiny more intense. And yet the core difficulty remains the same: IRRBB sits at the intersection of almost every part of a bank, and the people responsible for it are expected to understand everything from mortgage prepayment behaviour to yield curve construction to deposit pricing strategy to regulatory capital methodology—often without the organisational authority to influence any of it.
Why this site exists
I built irrbb.com because I wanted to create the resource I wish I’d had when I started.
Not another regulatory summary. Not a textbook. Something practical. Something written by someone who has spent years in the weeds—building measurement systems, debugging cashflow engines at midnight before a regulatory submission, explaining to ALCO members why EVE moved by £40m when nothing seemed to have changed, and navigating the politics of getting business teams to own assumptions they’d rather not think about.
Over 16 years you accumulate a lot of hard-won knowledge. Some of it is technical. Some of it is about how to make things work within organisations that weren’t designed with IRRBB in mind. I want to share as much of that as I can, because too many teams are solving the same problems in isolation.
What you’ll find here
The articles on this site fall into a few categories.
Practical guidance. Not the theory—you can read the regulations for that—but the things that make the difference between a function that produces numbers and one that genuinely informs decision-making.
Observations on the frameworks. Honest perspectives on what works and what doesn’t, because understanding the intent behind a requirement helps you implement it more effectively.
Regulatory tracking. The regulatory page tracks key documents and pipeline items across major jurisdictions, so you have a single reference point.
Shared approaches. Much of what we do in IRRBB is repeatable across organisations, yet banks solve the same problems in silos. Where I can, I’ll share approaches that others can adapt.
I don’t know it all. I learn something new every day, and sixteen years of experience has mostly taught me how much I still don’t know. The articles on this site reflect my perspective, shaped by the organisations I’ve worked in and the problems I’ve faced. Your context may be different. Your constraints will certainly be different.
Take as much or as little as you find useful. Challenge what doesn’t ring true. And if you’ve found a better way to do something, I’d genuinely like to hear about it.
Welcome to irrbb.com.
Start with IRRBB Regulation: All Model, No Plumbing for a look at where the regulatory framework falls short, or LLMs: A Practical Guide for Banking Professionals for how emerging tools fit into treasury risk management.