Practitioner-level insights for banking professionals navigating interest rate risk in the banking book.https://irrbb.com/https://irrbb.com/insights/does-eve-sot-tell-us-anything/https://irrbb.com/insights/does-eve-sot-tell-us-anything/A single year shift in deposit duration assumptions breaches the SOT threshold at every bank we sampled. When the entire metric hinges on an inherently unknowable guess, what exactly are we measuring?Tue, 24 Mar 2026 00:00:00 GMThttps://irrbb.com/insights/all-model-no-plumbing/https://irrbb.com/insights/all-model-no-plumbing/Pick up any IRRBB regulation and you'll find the same structural imbalance. Modelling methodology dominates. The requirement to have robust systems and data infrastructure, the thing that actually determines whether your numbers are right, barely gets a look in.Thu, 12 Mar 2026 00:00:00 GMThttps://irrbb.com/insights/llm-brilliance-and-limits/https://irrbb.com/insights/llm-brilliance-and-limits/Think of a vending machine that occasionally dispenses two items or nothing at all. Brilliant when it works, maddening when it doesn't, and experienced users know exactly which button combination gets the best result. LLMs are a bit like that.Thu, 12 Mar 2026 00:00:00 GMThttps://irrbb.com/insights/welcome-to-irrbb/https://irrbb.com/insights/welcome-to-irrbb/After 16 years in IRRBB, I built the resource I wish I'd had when I started. Here's why.Thu, 12 Mar 2026 00:00:00 GMT