All autopsies

// STARTUP COMPARISON

Auxmoney (stagnation) vs Silicon Valley Bank

Auxmoney (stagnation) failed in 2020 due to Bad Timing. Silicon Valley Bank failed in 2023 due to Unit Economics. Different causes, different sectors, different eras — but the same simulation outcome.

METRIC🔥 Auxmoney (stagnation)🔥 Silicon Valley Bank
SectorFintechFintech
CountryGermanyUSA
Founded20071983
Died20202023
Raised€160MPublic company (SIVB)
Peak€300M annual loan volume$209B assets
Primary CauseBad TimingUnit Economics

// WHY EACH FAILED

🔥 Auxmoney (stagnation)
Bad Timing
Auxmoney pioneered P2P lending in Germany, raising €160M and processing €300M+ in annual loans. However, German banks's slow adoption of open banking standards (PSD2 implementation was delayed and inconsistent), combined with Germany's conservative credit culture, prevented Auxmoney from achieving the data-driven underwriting advantages that made P2P lending successful in the UK and US. Growth stagnated and the company never reached profitability.
// LESSON
Fintech models built on open banking data require open banking adoption to function. Germany's conservative banking culture and delayed PSD2 implementation created a market where data-driven credit underwriting was permanently disadvantaged versus the UK and US.
🔥 Silicon Valley Bank
Unit Economics
Silicon Valley Bank collapsed in March 2023 after a bank run driven by duration mismatch. SVB had invested deposits in long-duration bonds during low-rate periods. When rates rose, those bonds lost value. SVB announced a $1.8B loss on bond sales and a capital raise — triggering a $42B bank run in 24 hours. The FDIC seized SVB on March 10, 2023 — the second-largest bank failure in US history.
// LESSON
Asset-liability duration matching is not optional for banks. Investing short-term deposits in long-term bonds is a structural bet against rising rates. SVB had $80B in long-duration bonds when the Fed began the fastest rate rise cycle in 40 years.

// IN THE SIMULATION

Auxmoney triggers OPEN_BANKING_ADOPTION_LAG — the simulation models P2P lenders as dependent on bank data APIs for underwriting. In markets where open banking adoption is slow, P2P credit models cannot differentiate from traditional bank models.

SVB triggers DURATION_MISMATCH_BANK_RUN — the simulation models banks with long-duration bond portfolios as having existential rate sensitivity. A 400bps rate rise on a long-duration portfolio creates mark-to-market losses that exceed capital when forced to sell.

// EXPLORE FURTHER