Policy doesn’t remove pressure. It moves it.

How to read this — three tiers

LedgerReal cash, deposits or reserves move between actors. Conservation-checked.
ValuationExisting assets are marked up or down. No cash changes hands, but balance sheets move.
IndicatorA directional pressure gauge only. Not a cash movement and not a balance-sheet entry.

Scenario Flow Map

Scenario Flow Map

Actor tiles show share of a teaching £1. Pipes show booked flows at the selected theory and quarter.

Policy doesn't remove pressure. It moves it. Pipes are booked flows; gauges are pressure not yet paid. Click any actor to see what they relieve and what they absorb.

Central Bank sets the rate

Books balance

££££££££££££££££££££££££££££↓ Slight relief · £0.14↓ Slight relief · £0.03Neutral · £0.02Neutral · £0.01↓ Slight relief · £0.05Neutral · £0.03Neutral · £0.08PIPE LEGENDLEDGER · cash flowASSET SWAP · gilts moveQE/QT: money + gilts move opposite ways
Inflow
Outflow
Non-cash pressure
Flow intensity
How to read the machine
  • Pipe direction — where the £ moves, payer → receiver.
  • Pipe thickness — relative flow strength in this scenario.
  • Moving £ icons — ledger-backed money actually changing hands.
  • LEDGERReal cash flow or balance-sheet booking.
  • VALUATIONMarket-value movement — not cash today.
  • GAUGEPressure, risk or confidence signal — not a £ flow.
Intensity (per scenario)Trace·Light·Moderate·Strong·Heavy

No pipe without a transaction. No gauge pretending to be cash.

Economy narrative

Plain-English summary of the whole-economy effect per £1 of pressure.

  • Households gain 14p of every £1 of pressure.
  • Banks lose 26p.
  • Pensions & insurers's gilt holdings repriced up by 10p — VALUATION, not cash.
  • Borrowing is tighter than Bank Rate alone — effective rate +275 bps (+25 bps from QE/QT + spreads).
  • 2p of each £1 leaks to Rest of World.
Diagnostics & audit — signals, distributions, plausibility

Direction Audit

Does the direction of pressure broadly make economic sense? Plausibility check, not a forecast.

6 plausible · 2 mixed · 0 check

  • Central Bank

    Plausible

    Observed Squeeze · Expected Squeeze · mixed

    Higher reserves interest paid out; APF indemnity pressure rises.

  • Commercial Banks

    Plausible

    Observed Gain · Expected Gain · ledger

    Rate force lifts lending and reserves income faster than deposit repricing.

  • Households

    Plausible

    Observed Squeeze · Expected Squeeze · ledger

    Mortgage and consumer-credit drag outweighs deposit relief for indebted households.

  • Companies

    Plausible

    Observed Squeeze · Expected Squeeze · ledger

    Refinancing costs and cost of capital rise.

  • Government / Gilts

    Plausible

    Observed Squeeze · Expected Squeeze · ledger

    Debt-service on gilts and refinancing pressure rise.

  • Local Government

    Plausible

    Observed Squeeze · Expected Squeeze · ledger

    PWLB and service-cost drag rise.

  • Pensions & Insurers

    Mixed but explainable

    Observed Mixed · Expected Mixed · liquidity

    Discount-rate relief can coexist with gilt-valuation and collateral stress.

  • Rest of World

    Mixed but explainable

    Observed Gain · Expected Mixed · mixed

    Foreign gilt holders receive higher sterling income; external financing tightens.

Number Audit

Ledger numbers are the receipts. Indicators are warning lights. Valuations and liquidity pressure are shown separately.

Check
  • Raw £ reconciles to Show the Bookspass
  • Indicators excluded from ledger totalspass
  • Theory overlay labelled separatelypass
  • Horizon alignment (Flow Map ↔ Books)check

    Theory horizon Q1 shown; books remain Q12 mechanical. Panels label this explicitly.

  • Inactive signals hiddenpass

Four questions this simulator answers

  1. 1.What changed? Which actors' balance sheets moved, and in which direction.
  2. 2.Where does the pound go? The £1 split between sectors — a ledger identity, not a forecast.
  3. 3.Who absorbs pressure? Booked flows in versus out for each actor.
  4. 4.What's only an indicator? Gauges that flag pressure without a cash movement.
1 · What changed? — actor balance sheets
2 · Where does the pound go? — £1 split

Where did the £1 go?

Teaching £1 composition: share of each £1 of pressure within its class. Values never exceed 100p.

Scenario size 0.9× baseline (90p vs 100p)

Teaching assumptions, not empirical forecasts.

Note on central-bank flows: Bank Rate interest paid by the central bank to commercial banks, and any APF indemnity from Treasury that funds it, are sequential legs of the same Bank Rate operating cost of the central-bank balance sheet — not two independent public costs.

Pressure created by each lever

scenario totals, gross LEDGER
  • Bank Rate50p pressure created
    50p received elsewhereLedger balances

Balanced does not mean harmless: ledger flows net to zero because payments are received somewhere else.

Distributional Tilt

Asset-holder benefit · household / company pressure

Not a Gini measure. A directional lens from this scenario's flows.
  • Household / company / service pressure

    Blended household: mortgagors, renters, savers and low-income households differ.

    +54p
  • Public-sector fiscal pressure

    +21p
  • Asset-holder income (cash)

    Institutional asset holders: effects may pass through to pension members and policyholders over time, not as direct household cash.

    −69p
  • Asset-holder valuation (mark-to-market)

    Valuation pressure on gilt / asset holdings. Not cash today.

    +25p
  • External — trade leakage

    Cash paid abroad for imports (e.g. energy).

  • External — financial (coupons / interest)

    +6p
  • Asset-swap / liquidity shift

    QE / QT exchange cash for gilts (or vice versa). The cash leg is shown; the gilt leg of equal size is not a gain or loss.

Central-bank flows are system bookkeeping and excluded from the tilt. Buckets read from canonical LEDGER / VALUATION rows; QE/QT cash legs are reported as asset-swap, not as ordinary income or leakage.

LEDGER

Money flows — teaching £1 split

Share of each teaching £1 of pressure that lands as a real cash flow. Ledger items must balance across the system.

  • Bank net money in+36p
  • Household net money out(gross +24p / −5p)19p
  • Government net money out12p
  • Company net money out11p
  • Central bank net money out(gross +3p / −3p)0p
  • Rest of world net money in+3p
  • Pensions & insurers net money in+2p
VALUATION

Valuation effects — teaching £1 split

Share of each teaching £1 of pressure that shows up as a price revaluation.

  • Pensions & insurers net pressure+£1.00
GAUGE

Pressure gauges — teaching £1 split

Share of each teaching £1 of pressure that builds as a teaching signal (risk, confidence, capacity).

  • Company net pressure+45p
  • Pensions & insurers net pressure+34p
  • Rest of world net pressure+21p

Only ledger items have to balance. Valuations and gauges show pressure, risk or market movement. Values shown are composition share of £1. In the default teaching split, each Money-flows row equals the share of £1 shown on the matching Flow Map actor tile.

3 · Who absorbs pressure? — booked flows

Pressure Map

Where pressure moved this quarter

Tip: click any row to inspect the paying actor. Every line is a booked ledger flow; bar heaviness shows relative intensity (red end pays, green end receives).

4 · What's only an indicator? — gauges & signals

These are directional pressure gauges only — not ledger entries and not cash movements. They flag stress that has not been paid yet.

Market signals · Indicator only

Derived feedback channels — not cash flows, not bookings. Teaching proxies for what markets would price.

Sterling drift

+1.00%

Endogenous +1.00% · manual 0%

Higher Bank Rate → stronger £. QE → weaker £. Manual shock adds on top.

Implied Bank Rate path

-17 bps

CPI gauge 1.3% vs 2% target

Where markets would price the next Bank Rate move given the CPI gap. Not an automatic change.

Guided walkthrough (optional)
Display scale

Display scale

PolicyLever is a £1 teaching engine. Scale changes the display size, not the underlying teaching mechanics.

Why did this happen?

Why did this happen?

Mechanical Q1 ledger · Monetary Stabilisation @ Q1

The biggest driver right now is Bank Rate. In the ledger, that pressure pushes money out of Households and into Commercial Banks. The theory layer (Monetary Stabilisation) then decides whether that pressure fades, compounds or shifts elsewhere over the next quarters — the Q1 ledger above does not change.

  • LEDGER
  • GAUGE
  • Theory-shaped
  • Not a forecast
  • Repeating pressure

PolicyLever shows ledger-backed flows, valuation effects and pressure gauges. It is a teaching model, not a forecast.

Theory projection · view controls & Q0 vs Qn

In sync with the Flow Map. Reflects your current levers, projected through the selected school at Q1.

Selected school · Monetary Stabilisation

A credible central bank is the main stabiliser. Use rates to cool inflation, and as inflation falls the pain eases and conditions normalise within a few quarters.

The Q1 ledger does not change when you switch theory. Only the Q2–Q12 path changes.

Mechanics vs Theory-shaped path

Same lever. Same ledger. Different futures.

Left column: the booked Q0 ledger truth. Right column (Q2–Q12) is a theory-shaped path, not a forecast — the same £1 re-weighted through each school's beliefs and the timing family each effect belongs to (fast market, cashflow pass-through, fiscal rollover, real economy).

Theoretical lens

At Q1, all four schools agree — this is the booked mechanical impact. Slide the Theory horizon forward to watch them diverge.

In plain English

A credible central bank is the main stabiliser. Use rates to cool inflation, and as inflation falls the pain eases and conditions normalise within a few quarters.

Core belief

Inflation and demand are stabilised mainly through credible interest-rate policy. Rate pain is expected to ease as inflation falls and policy normalises.

Policy move

Use rates as the main stabiliser; avoid fiscal policy working against monetary policy.

Real-world example

How most modern central banks (Bank of England, Fed, ECB) frame their job. Think Volcker breaking 1980s US inflation, or the Bank of England's 2022–24 tightening cycle.

Technical premise & caveat ▾

Expects: Inflation and demand are stabilised mainly through credible interest-rate policy. Rate pain is expected to ease as inflation falls and policy normalises.

Caveat: Assumes inflation expectations are well-anchored and the transmission channel works on schedule.

Channels in play:Bank RateEach gets its own theory multiplier; the table shows the blend.
ActorQ0 · MechanicsLedger truthQ1 · Monetary StabilisationTheoreticalΔ vs Q0×Drift
LEDGERCommercial Banks+£0.24+£0.229.8%0.90Gain fades
LEDGERHouseholds£0.12£0.1016.4%0.84Pain fades
LEDGERGovernment / Gilts£0.07£0.063.5%0.97Pain fades
LEDGERCompanies£0.06£0.0514.2%0.86Pain fades
LEDGERRest of World+£0.02+£0.02+0.0%1.00Mechanics hold
LEDGERLocal Government£0.01£0.014.6%0.95Pain fades
LEDGERCentral Bank£0.01£0.01+0.0%1.00Mechanics hold
How to read this: All figures are normalised per £1 of lever pressure. Q0 is the booked ledger truth the moment the lever moves. Q2–Q12 is a theory-shaped path, not a forecast: the same £1 re-weighted through this school's terminal multiplier and the timing family each effect belongs to (fast markets move in 1–2 quarters, cashflow pass-through in 3–6, fiscal rollover in 6–12, real-economy effects in 8–16). Politicians are betting on the right-hand column; PolicyLever shows the bet, not a forecast.

PolicyLever shows ledger-backed flows, valuation effects and pressure gauges. It is a teaching model, not a forecast.