🏦 Interbank Networks and Financial Contagion
Interactive 3D network of banks connected by simulated lending exposures where triggering a single bank default shows contagion propagating or getting contained across the network.
A 3D network of banks linked by simulated lending exposures, where triggering one bank's default lets you watch losses propagate — or get contained — across the interbank web.
🔬 What It Demonstrates
When a bank defaults, its interbank creditors absorb a loss on their exposure to it. If that loss exceeds a creditor's own capital buffer, it defaults too — cascading through the network in rounds until losses are absorbed or the whole system fails.
🎮 How to Use
Adjust network size, interconnectedness, capital buffers and loss-given-default, then click any bank (or use the trigger button) to fail it and watch the contagion round-by-round.
💡 Did You Know?
After Lehman Brothers collapsed in 2008, regulators began explicitly modelling these interbank exposure networks in stress tests to estimate how far a single failure could spread.
Interactive 3D network of banks connected by simulated lending exposures where triggering a single bank default shows contagion propagating or getting contained across the network.
3D · Three.js / WebGL renderer · 60 FPS target · runs fully client-side, no install