US Financial Crisis Shock Simulator & Vulnerability Engine

Martin Gruenberg Post-WWII Crisis Framework & FDIC Systemic Liquidity Stress Model

Unrealized HTM Losses
$31.2B
19.4% portfolio loss
Capital Exhaustion
Day 2
Runway before zero equity
Vulnerability Score
87.4 / 100
Systemic contagion hazard
Supervisory Resolution Outcome
FDIC Receivership / Systemic Risk Exception Triggered
Live Balance Sheet Waterfall & Capital Depletion ($B) Real-time Mark-to-Market vs. Liquidity Flight
Gruenberg Post-WWII Crisis Comparative Analysis

Martin Gruenberg identified three major post-WWII US financial threats and warned of a fourth wave driven by regulatory rollback, shadow debt, and CRE concentration:

Crisis Shockwave Primary Trigger Duration / Loss Run Speed Regulatory Resolution
1. 1980s S&L Crisis Stagflation, 15%+ Fed rates -32.5% MTM Slow (Paper/Branch) FSLIC Insolvency / FIRREA 1989
2. 2008 GFC Subprime MBS / Repo Freeze -28.0% Credit Wholesale Fast TARP / Dodd-Frank Wall Street Reform
3. 2023 Regional Panic Digital Run & HTM Treasuries -19.4% MTM 35-50%/day (Mobile) FDIC Systemic Risk Exception & BTFP
4. Emerging 4th Wave CRE, Private Credit & Deregulation -24.5% Hybrid Cross-Market Rapid Contagion to non-bank lenders
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