A correlated cross-border bank run

Window: Acute phase days-weeks; sector-restructuring multi-month

LevelElevated

What this is

A banking-sector stress event producing cross-border contagion in deposit flight, interbank funding freeze, or regulatory-forbearance cascade within a short window (days-weeks). F-CT-10 LOCAL-ADDITIVITY fails when sector-correlation surges. Distinct from financial-system-stress-cascade (which is multi-layered): this is the specific bank-sector event. Historical pattern: Global Financial Crisis Sep 2008, Cyprus 2013, SVB + Signature + Credit Suisse 2023.

What to watch

  • deposit-flight event count at scalesteady
  • interbank funding spreads (TED spread + LIBOR equivalents, FRA-OIS)steady
  • central-bank emergency-liquidity-facility activation eventssteady

Cycles that can trigger it

The Western democratic-industrial worldPhase: Rest · 0 predictions
The long-term debt supercycle (about 50-75 years)Phase: Rest · 0 predictions
The short-term business and credit cycle (about 5-10 years)Phase: Rest · 0 predictions
The 80-year generational cycle of societiesPhase: Rest · 0 predictions

Predictions that turn on it

No predictions mapped yet

Live predictions attach to this moment as the model identifies dependencies.

Historical precedents

  • deposit-flight event count at scale
  • interbank funding spreads (TED spread + LIBOR equivalents, FRA-OIS)
  • central-bank emergency-liquidity-facility activation events
  • named bank-closure or forced-merger events
  • regulatory-forbearance cascade across jurisdictions
Model notes (framework)
The internal taxonomy for pressure moments and their triggering mechanics is documented at the method.