Pax Greenspan

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Wall Street, 2003–2008. You run an investment bank during the credit boom that built the subprime crisis. Building on Phil Eklund's Pax system, Pax Greenspaniana uses tableau-building, dynamic loyalties, and event-driven scoring to model the era. Hire originators, structurers, traders, and ratings contacts. Securitize mortgages into tranches — colored dice from prime green to subprime red. Repackage them, drop them in the pool, sell them on. Or buy protection and short the whole thing. Every player picks a side, long or short, but loyalties drift with your tableau and a public switch costs you. Leverage scales your market cap and your exposure in equal measure. The pool fills with risk no one can trace. The cascade ends the game: defaults realize, counterparties fail, funding dries up. Whoever positioned correctly wins. Everyone else gets bought, bailed, or buried. Named historical cast — Mozilo, Fuld, Cassano, Burry, Paulson, Lippmann, Bernanke, Serageldin, and others — each card carrying a real-world function. —description from the designer

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