How's the quark banker bot coming you ask?

Well I did give it some thought.
Let's start with the basic equation:

D(1+d) ^2 = L(1+l)^2 = 1

Total deposits at the deposit rate projected out two periods, minus the same for loans will be 1.0. There is a missing delta GDP, which I have divided out so we are dealing with the fraction component of money managed by the currency banker at the short end of the curve.  If we define sqrt[(L/D)](1+l)/(1+d) = tanh(x) as assets to liabilities, then they must obey the constraint equation.  

What about taking the root of D and L?  I added that in, I think it is correct though I neglected it in earlier posts.  That ratio should correspond to the Schramm-Loewner index.

Here is the flow constraint equation:

tanh*tanh' + 1/2 tanh'' = 0

The constraint equation ensures that the assets to liabilities are no arbitrage. Adjust rates occurs when the asset to liability is in error, as determined by taking the first and second differences of deposits and loans, as they occur. Eventually the constraint deviates from zero by the uncertainty, and rates are sterilized, yes, the banking term.  Putting rates back into no arbitrage is sterilization.

What is x in the tanh?
That will be integers multiple of log(phi), starting with 0.  Phi implies a finite connected network, which is additive and segments the hyperbolic angles into discrete Lucas angles.  That is the condition needed. These angles should fall out of the equilibrium conditions.  The currency banker occupies the first two or three angles, and the banking network subdivides the remainder of the tanh curve with multiples.


OK, what is the deal with two loan rates?

Everything operates exactly the same, the currency bankers has one deposit rate two loan rates.  The currency banker monitors both loan portfolios  for the no arbitrage constraint. The first loan to deposit that is out of balance will be sterilized with a rate adjustments for both the deposit and loan, as if the second loan balance was completely ignored. In other words, the unadjusted loan portfolio becomes a shared liability for the whole network, bankers will be aware that it may be closer or farther from balance relative to the adjusted rate.  The banker then continues, simply adjusting whatever loan rate becomes out of balance.

Why two loan portfolios?

Because the  currency banker is serving in a large complicated economy and want to approach the operating angle of 1.5 * ln(phi), which gives the best operating range to simulate Euler's number.  When that point is reached then Phi, euler and pi, the three trenscendentals, will be best matched and permanent Brownian motion operates within the capability of the aggregate. 

This will work much better then anything that came out of the MIT basket weavers club! I know this will work because I have seen the work on tanh used by our brilliant mathematicians, too numerous to mention.  But if you are a large corporation, go find one of these mathematicians and hire them with a very large salary.