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Study past systemic collapses and cyclical disorder.
SYSTEMIC COLLAPSE
The Great Financial Crisis
System Failure Point: September 15, 2008
peak Drawdown
-56%
vix Peak
80.86
recovery Time
1,576 Days
primary Trigger
Credit/Housing
Crisis Progression Timeline
March 2008Bear Stearns is sold to JPMorgan for $2/share.
Initial Stress
Sept 7, 2008Fannie Mae & Freddie Mac are nationalized.
Liquidity Drain
Sept 15, 2008Lehman Brothers files for Bankruptcy.
CRASH CONFIRMED
Sept 16, 2008AIG bailout begins as credit markets freeze.
Systemic Contagion
Systemic Stress Map
Credit StressCRITICAL
TED Spread exceeded 300bps.
VolatilityEXTREME
VIX doubled in 10 trading days.
LiquidityNONE
Interbank lending markets stopped.