Interbank Contagion Force Graph
Drag nodes to test settlement routing | Pulse indicates capital shock
Contagion Nodes Affected
7 / 10 G-SIBs
7
Counterparties facing immediate liquidity margin calls
Systemic Liquidity Drain
$BN USD
$382.5B
Capital blocked from Fedwire & CHIPS settlement
Peak CDS Spread
5Y SENIOR
310 bps
Credit Default Swap proxy surge over 65 bps baseline
Tier-1 Capital Depletion
CET1 IMPAIRMENT
4.2%
Aggregate CET1 erosion across Tier-1 lending network
Stress Parameters & Presets
Tier-1 G-SIB
0.85 (85%)
Targeted Asset Freeze (10%)
Total Comprehensive Block (100%)
$450 B
$100B (Ring-fenced)
$1,000B (Systemic)
12.5 %
5.0% (Severe Run)
25.0% (Fortress Balance)
65 bps
Systemic Contagion Risk Meter
CRITICAL (87/100)
Normalized
Moderate Squeeze
Uncontrolled Contagion
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Interbank Nodes Stress Audit
SORT: VULNERABILITY
| Institution | Tier | Capital Shock | CDS Spread | Status |
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