U.S. Banking Crisis Anatomy & Deregulation Stress Model

Vulnerability Index

78.2

Composite 0–100 Macro Risk

FDIC DIF Projected Loss

$48.6B

Fund Depletion Impact

Total Liquidity Deficit

$312.4B

30-Day Outflow Shortfall

Total Assets at Risk

$1,120.5B

Distressed Balance Sheets

Total Failed Institutions

Insolvent / Liquidated Tiers

Presets & Policy Archetypes

Macro Shock Vectors

Fed Funds Rate Delta (bps)+150 bps

Uninsured Deposit Outflow (%)22%

CRE Default Rate (%)7.5%

Interbank Haircut (%)12%

Regulatory Safeguards

CET1 Capital Floor (%)8.5%

LCR Requirement (%)80%

CRE Concentration Cap (%)350%

AOCI HTM Loss Capital Deduction

Living Will Resolution Mandate

Balance Sheet Stress & Contagion Breakdown D3.js Tier Shock Engine

Tier	Total Assets	Base CET1	Post-Shock CET1	Uninsured Dep.	CRE Share	Est. Failures

Historical Post-WWII Crisis Anatomy Matrix

1. 1980s S&L Crisis

Maturity mismatch under Volcker rate shocks + DIDMCA deregulation created zombie thrifts; FSLIC fund wiped out ($160B taxpayer cleanup).

2. 2008 Global Financial Crisis

Shadow banking leverage, off-balance sheet SPVs, subprime CDO securitization; systemic G-SIB insolvency triggered TARP & Dodd-Frank reforms.

3. 2023 Regional Bank Run

EGRRCPA 2018 rolled back LCR/liquidity rules for Category IV; mobile deposit flight exposed unhedged HTM bond mark-to-market losses ($31B DIF loss).

Deterministic Macro Model synchronized.