Interest Rate Risk in the Banking Book (IRRBB)
Our team of seasoned practitioners help clients address critical IRRBB requirements in a timely and cost-effective manner. We provide support for regulatory projects to achieve Basel and local regulatory compliance in the UK, Europe and the Middle East.
What we offer
Independent model validation
We support clients in the independent validation of EVE, NII and behavioural models, as per regulatory standards and internal policy requirements. Our experience brings in industry best practice and a holistic view across a range of different model types.
Model development and documentation
We can support the development of EVE, NII and behavioural (e.g. prepayment and NMD) models in Python, R and QRM. Our experience delivering auditable/traceable model inventories and interactive documentation facilitates robust regulatory attestation processes and ongoing model monitoring.
Business transformation
We provide support across the entire change lifecycle for IRRBB, from requirements definition to production deployment. With 4most, you can enable regulatory compliance with Basel and local jurisdiction requirements, close internal audit findings, reduce costs and enhance flexibility, process efficiency and auditability.
Regulatory gap assessment
We’re here to support you in regulatory self-assessment, attestation and gap assessment against Basel, PRA, ECB/EBA and CBUAE rules for IRRBB. Formulate robust roadmaps and achieve successful regulatory compliance and findings remediation.
Capital reporting
Design and implement data processes/controls and drilldown for IRRBB metrics (e.g. EVE, NII and behavioural measures). Our experience enables banks to deliver interactive dashboards, satisfy timely regulatory reporting obligations and identify balance sheet optimisation opportunities.
Why choose 4most?
250+ consultants
Each with our own specialisms, experience, and insights. When you work with one of us, you work with all of us.
Trusted 100%
Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.
Tailored to you
We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.
True specialists
There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.
Key contacts
Ram Ananth
David Smith
“The team at 4most have extensive practical knowledge on regulation & compliance and have provided continuing support to my team on how to manage new and emerging regulatory risks.”
Got a question about our Interest Rate Risk in the Banking Book service?
Get in touchInsights
Implications of the Silicon Valley Bank collapse on the management of Held to Maturity (HTM) assets and overall bank liquidity risk management
03 Jan 24 | Market Risk
PRA PS17/23 Compliance: Summary of key changes, implications, and what banks should be doing
14 Dec 23 | Banking
System-Wide Exploratory Scenario (SWES) Unveiled: Navigating Market Risks & Financial Dynamics
12 Dec 23 | Market Risk
FRTB compliance: Options for UAE banks with small trading books
23 Nov 23 | Market Risk