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Docs, submodule SWIFT_DOT-FIN, data pipelines, and module updates

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Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-02-23 00:22:29 -08:00
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docs/framework_summary.md
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@@ -13,25 +13,25 @@ Every financial asset is someone else’s liability (within or across borders).
All monetary operations must balance across this structure.
## Parts of the white paper
## Parts of the white paper (one sentence each)
| Part | Topic |
|------|--------|
| I | Accounting foundation |
| II | Closed-economy monetary dynamics (CB, commercial bank) |
| III | Open-economy extension (BoP, parity) |
| IV | Capital flows and FX dynamics |
| V | Sovereign risk and CDS |
| VI | Commodity shock channel |
| VII | Shadow banking and leverage |
| VIII | Derivatives clearing and CCP |
| IX | CBDC and digital reserve architecture |
| X | Empirical regression appendix |
| XI | Historical case expansion |
| XII | Quantitative stress tables |
| XIII | Monte Carlo simulation framework |
| XIV | Full system differential model |
| XV | Policy implications |
| XVI | Simulation workbook architecture (eight sheets) |
| Part | Topic | Implementation |
|------|--------|-----------------|
| **I** | Accounting foundation: A = L + E, four-quadrant matrix, open-economy identity. | `fqbm.state`, `fqbm.matrix` (four_quadrant_matrix, cross_sector_consistency_check). |
| **II** | Closed-economy monetary dynamics: central bank and commercial bank balance sheets. | `fqbm.sheets.central_bank`, `fqbm.sheets.commercial_bank`; state B, R, C, Loans, Deposits, E_cb, E_b, L_cb. |
| **III** | Open-economy extension: BoP, parity conditions. | `open_economy_view()`; state S, K. |
| **IV** | Capital flows and FX dynamics: CIP, UIP, Dornbusch, pass-through. | `fqbm.sheets.fx_parity`; Part X regressions (capital flow sensitivity). |
| **V** | Sovereign risk and CDS: spread, debt sustainability. | `fqbm.sheets.sovereign_debt`; run_sovereign_spread. |
| **VI** | Commodity shock channel: inflation composite, oil/commodity. | `fqbm.sheets.commodity`; state O. |
| **VII** | Shadow banking and leverage: repo multiplier, margin spiral. | `fqbm.sheets.shadow_banking`; run_workbook(shadow_params=...); dashboard repo_multiplier. |
| **VIII** | Derivatives clearing and CCP: margin flows, default waterfall. | `fqbm.sheets.ccp`; run_workbook(ccp_params=...). Full clearing balance sheet not modeled (see RECOMMENDATIONS.md). |
| **IX** | CBDC and digital reserve architecture: deposit shift, funding gap. | `fqbm.sheets.cbdc`; FQBMState.cbdc_liability; run_workbook(cbdc_params=...). |
| **X** | Empirical regression appendix: inflation pass-through, sovereign spread, capital flow. | `fqbm.empirical.regressions`; synthetic generators and run_*; required columns in DATA_DICTIONARY. |
| **XI** | Historical case expansion: 1997, 2008, 2020, 2022 presets and narrative. | `fqbm.scenarios.presets`; get_case_narrative(name). |
| **XII** | Quantitative stress tables: liquidity and capital stress. | `fqbm.sheets.capital_stress`; stress_tables. |
| **XIII** | Monte Carlo simulation framework: shock draws, outcome distribution. | `fqbm.sheets.monte_carlo`; run_n_simulations. |
| **XIV** | Full system differential model: trajectory and stability. | `fqbm.system.differential_model`; solve_trajectory, check_stability. |
| **XV** | Policy implications: discussed in white paper; framework supports policy experiments. | Scenarios and parameters. |
| **XVI** | Simulation workbook architecture: eight sheets, dashboard, export. | `fqbm.workbook.runner`; run_workbook. |
This codebase implements the simulation workbook (Part XVI), Monte Carlo (XIII), differential model (XIV), and empirical regressions (Part X).
This codebase implements the simulation workbook (Part XVI), Monte Carlo (XIII), differential model (XIV), empirical regressions (Part X), IPSAS presentation (fqbm.ipsas), scenario presets with get_case_narrative (Part XI), and data pipelines (fqbm.data.pipelines).