IRRBB.com is a resource for banking professionals navigating interest rate risk in the banking book.
IRRBB sits in an unusual space. The regulations give significant latitude. Every bank makes different choices—on NMD duration, on model complexity, on where the function sits, on what "good" looks like. But there's limited opportunity to compare approaches across institutions. You learn by doing, institution by institution, and rarely get to compare notes.
This site exists to change that. Practitioner-level insight. Content that goes beyond "here's what the regulation says" to "here's how you actually implement it, and here are the trade-offs nobody talks about."
What We Cover
- Regulatory developments — Basel standards, EBA guidelines, PRA expectations, and regulatory trends across jurisdictions
- Measurement approaches — EVE, NII, behavioural modelling, and the practical challenges of implementation
- Strategic perspectives — How IRRBB connects to broader ALM, capital, and business model considerations
- Industry practice — What practitioners are actually doing, not just what the textbooks say
About the Founder
Steve Harvey
Steve spent 15 years implementing and overseeing IRRBB measurement systems at two G-SIBs and one D-SIB. He founded IRRBB.com to share practical insights with the broader banking community.
Steve is also the founder of Neuro-XI, focused on AI-centric research and applications for banking. Neuro-XI is building GBES.io — an AI-native platform for industry intelligence, Treasury, Risk, and Compliance.
Get in Touch
For editorial enquiries, contributions, or feedback, reach out via hello@neuro-xi.com or LinkedIn.