Shadow Banking Crisis Simulator

    Model funding shock scenarios across shadow banking channels. Adjust six macro stress inputs and observe projected systemic outcomes in real time.

    Stress Inputs

    Credit Spread Widening
    50bps
    0bps500bps
    Repo Haircut Increase
    5%
    0%50%
    CRE Default Rate
    3%
    0%30%
    Private Credit Redemption Rate
    5%
    0%40%
    Unemployment Rate Change
    1pp
    0pp10pp
    Stablecoin Liquidity Contraction
    10%
    0%60%
    Crisis Stage
    Early Warning
    0%
    Funding Freeze Probability
    0/100
    Institutional Stress Level
    Low
    Asset Correlation Spike Risk
    Mild
    Consumer Credit Tightening

    Interpretation Guide

    Early Warning: Spread widening and haircut increases remain within historical norms. Monitoring warranted but no immediate action required.

    Elevated: Multiple indicators exceed baseline thresholds. Institutions should review funding sources and counterparty exposures.

    Acute: Funding channels show material stress. Expect gating, margin calls, and credit line reviews. Active risk management required.

    Systemic: Broad-based funding freeze conditions. Cross-asset correlation spikes, forced selling cascades, and policy intervention likely.

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    Disclaimer

    This simulator is an educational scenario modeling tool. It does not predict future market movements, economic outcomes, or the probability of any specific crisis event. All outputs are illustrative and based on simplified parameter relationships. This tool does not constitute financial advice.