Every funding-stress window the desk’s framework is tested against — factor prints, plumbing records and channel classifications, built only from reproducible public data. This page is in build: the structure below is committed; the dossiers wire in with the data layer. Nothing here will ever be an invented number.
One page per funding-stress window — 1998 LTCM · 2007 Quant Quake · 2008 GFC · 2011 euro sovereign · 2020 dash-for-cash · 2022 LDI · 2023 SVB — with full factor prints, the plumbing record, timeline, and the falsifier that ended each read.
in build · honest placeholderMarket / SMB / HML / RMW / CMA and defensive-vs-cyclical ETF spreads per episode, recomputed from the public Kenneth French dailies so every number is reproducible.
in build · honest placeholderEach episode tagged by collateral chain (unwind · flight-to-liquidity · dash-for-cash · localised) with the evidence for the tag and the desk’s confidence.
in build · honest placeholderSame-axis comparisons — what always breaks (SMB), what sometimes breaks (HML), what broke once (RMW, March 2020).
in build · honest placeholderPrimary inputs: Kenneth French Data Library · FRED · FSB · Bank of England · OFR · Khandani & Lo (MIT). Methodology and confidence tags follow the main desk’s §13.
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