IRRBB Complete Professional Package with QuantSense

Banks often fund longer-term assets with liabilities that behave very differently. This package explains how those differences create interest-rate risk in the banking book. Start with asset and liability cash flows, then build two complementary views: changes in net interest income and changes in economic value of equity.

Explore repricing mismatches, basis risk and customer options alongside deposit behaviour and prepayment assumptions. Apply rate shocks and examine how hedges alter the result. The later lessons connect the numerical examples to supervisory shock conventions, reporting and governance, distinguishing a prescribed input from a behavioural assumption or simplified model choice.

In the offline lab, change a balance-sheet feature and inspect both the earnings and value effects. See why a decision can improve one measure while worsening the other, and practise explaining that trade-off. The guide’s worked examples and assignments help you turn the outputs into a reasoned balance-sheet discussion.

What you receive

Your downloadable package includes a 74-page professional guide with explanations, formulas and worked examples; 100 question-and-answer flashcards in digital, printable and Anki import formats; an offline lab covering 19 lessons or comparison topics; and 69 interview practice questions and applied cases with answers. An applied workbook and career toolkit add structured assignments, a capstone exercise and templates for communicating your work. A source register records the references used.

How to use the package

Read a concept, work through an example, then test your understanding in the lab. Use the flashcards for recall and the interview practice to rehearse a clear explanation. The interview material is original role-aligned practice, rather than a claim to reproduce questions from specific employers.

Who this is for

Designed for treasury, asset and liability management, banking risk and model validation learners. An understanding of discounting is useful. The package identifies its PRA and Basel references and implementation dates; simplified behavioural assumptions are not recommendations for a particular bank.