Credit Suisse Takes $4.7B Hit on Archegos Meltdown(wsj.com)

    import random
    import itertools

    def withProb(p):
        return random.random() < p

    def avg100(f):
        return sum(f() for i in range(100))/100

    # Independent probabilities; look what happens as you get close to 1.
    def marginCallChain(prob):
        total = 0.0
        while withProb(prob) and total < 100000:
            total += 1
        return total

    # Dependent probabilities:
    def marginCallDependent(prob):
        total = 0.0
        while withProb(prob) and total < 100000:
            total += 1
            prob = 1 - 1 /((1 / (1 - prob)) * 1.01)
        return total