See the system, not the snapshot.
An interactive system-dynamics model of U.S. banking, seeded from live FDIC call-report data. Move the sliders and watch the feedback loops the headline numbers hide.
What system dynamics is
System dynamics describes a system by its structure rather than its snapshots: the stocks that accumulate, the flows that move them, and the feedback loops that connect them. Behavior follows from that structure.
Loops, delays, and accumulation produce effects that linear intuition misses: a small shock that compounds, a change that looks neutral on day one and bites a year later, a decline that runs past the floor you assumed would hold it. Those are the effects this tool is built to make visible.
Applied to real data
Each scenario is a small set of equations with a handful of legible parameters, seeded from live FDIC call-report data and bounded by FDIC historical ranges. You move the sliders; the loops play out in the time series; the second-order effects become visible.
It builds intuition for how the loops behave under the assumptions you choose. Treat it as a thinking tool, not a forecast or a regulator-grade stress test.
Who it's for
For executives whose treasury sits inside the banking system, board and policy staff who want a model they can poke at, and researchers, students, and the simply curious. No background in banking required; every parameter is explained in plain language next to its slider.
The scenarios
Three models of the same industry. Each isolates one loop and the insight it yields.