53 lines
2.6 KiB
Markdown
53 lines
2.6 KiB
Markdown
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# Four-Quadrant Balance Sheet Matrix (FQBM)
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A unified institutional framework for monetary, fiscal, financial, and open-economy dynamics. This codebase implements the full FQBM from the white paper: simulation workbook (eight sheets), Monte Carlo stress engine, differential system model, and empirical regression suite.
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## Install
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```bash
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cd FOUR-QUADRANT_BALANCE_SHEET_MATRIX
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python3 -m venv .venv
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source .venv/bin/activate # Windows: .venv\Scripts\activate
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pip install -e .
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```
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Optional: `pip install pytest` for tests.
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## Run
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- **Workbook (all sheets)**:
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`python -m fqbm.workbook.runner`
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Or from code: `from fqbm.workbook.runner import run_workbook` then `run_workbook(initial_state=..., mc_runs=100, export_path="out.xlsx")`.
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- **Monte Carlo**: `from fqbm.sheets.monte_carlo import run_n_simulations`
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- **Differential model**: `from fqbm.system.differential_model import solve_trajectory, check_stability`
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- **Regressions**: `from fqbm.empirical.regressions import run_inflation_pass_through, run_sovereign_spread, run_capital_flow_sensitivity`
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## Test
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```bash
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pytest tests/ -v
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```
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## Optional: Streamlit dashboard
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```bash
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pip install streamlit
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streamlit run scripts/streamlit_dashboard.py
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```
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## Optional: Historical scenarios (Part XI)
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Use preset scenarios in code: `run_workbook(scenario="asia_1997")` or `"gfc_2008"`, `"pandemic_2020"`, `"rate_shock_2022"`. See `fqbm.scenarios`.
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## References
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See [docs/REFERENCES.md](docs/REFERENCES.md) for Chicago Author–Date references (Adrian & Shin, BIS, Dornbusch, Fed H.4.1, IMF, McLeay et al., Obstfeld & Rogoff, etc.).
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## IPSAS compliance
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The framework includes an **IPSAS-aligned presentation layer** (IPSAS 1 statement of financial position, IPSAS 24 budget vs actual structure). Use `fqbm.ipsas.presentation.statement_of_financial_position(state, entity="central_bank"|"commercial_bank"|"consolidated")` and `budget_vs_actual_structure()`. Excel export adds IPSAS-style sheets when available. See [docs/IPSAS_COMPLIANCE.md](docs/IPSAS_COMPLIANCE.md) for the compliance assessment. **[docs/GAPS_AND_MISSING.md](docs/GAPS_AND_MISSING.md)** lists IPSAS standards and FQBM gaps. Additional helpers: **notes_to_financial_statements_structure**, **statement_of_financial_position_comparative**, **maturity_risk_disclosure_structure**, **cash_flow_from_state_changes**, **fx_translate**. Part VII: **repo_multiplier**, **margin_spiral_simulation**. Part VIII: **variation_margin_flow**, **ccp_clearing_simulation**.
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## Framework
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See [docs/framework_summary.md](docs/framework_summary.md) and the white paper for the theoretical foundation (Parts I–XVI).
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