All autopsies

// STARTUP COMPARISON

Xinja Bank vs Silicon Valley Bank

Xinja Bank failed in 2020 due to Ran Out of Money. Silicon Valley Bank failed in 2023 due to Unit Economics. Different causes, different sectors, different eras — but the same simulation outcome.

METRIC🔥 Xinja Bank🔥 Silicon Valley Bank
SectorFintechFintech
CountryAustraliaUSA
Founded20171983
Died20202023
Raised$80MPublic company (SIVB)
Peak50K customers$209B assets
Primary CauseRan Out of MoneyUnit Economics

// WHY EACH FAILED

🔥 Xinja Bank
Ran Out of Money
Xinja was one of Australia's first digital banks, raising $80M including $433M AUD in crowd equity from 5,500 investors. The company launched savings accounts paying 2.25% interest but COVID-19 collapsed the fundraising environment. Xinja's planned Series C from World Investments (Dubai) fell through in late 2020. Unable to continue, Xinja returned its banking licence and wound down in December 2020.
// LESSON
Early-stage banks cannot offer above-market deposit rates without a confirmed path to growth capital. Paying 2.25% on deposits while failing to close a Series C is a death by committed liability.
🔥 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

Xinja triggers FUNDRAISING_MARKET_COLLAPSE — the simulation models single-investor dependency for growth rounds as existential. When the Series C investor walks, an early-stage bank with committed interest rates on deposits has no survival path.

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