IRRBB · BANKING BOOK RISKExplore. Calculate. Understand.

PRA + Basel references · Revised shocks: PRA 1 July 2026; Basel 1 January 2026. Educational cash-flow models with explicit assumptions. Explore the shock calibration →
THE BIG PICTURE

Here’s what’s happening

Explore the idea

TRY THIS

FOLLOW THE NUMBERS

Calculation walkthrough

THE IDEA, SIMPLY

WHAT THIS EXAMPLE ASSUMES

CHECK THE SOURCE

Amounts are £m equivalents; rates and cash flows are synthetic. Every lesson identifies its modelling limits and links to relevant regulations. The lab is not a regulatory reporting engine or a supervisory determination.