The thread installs Silicon Valley Bank as a case in which a 6.2-year held-to-maturity book, a $15 billion fair-value hole in the 10-K footnote, and a deposit base that was 94 percent uninsured were already properties of the bank before 9 March 2023. The unresolved question is which repair, required before the 8 March AFS sale, would have turned that combination into a non-event. Marking HTM losses against capital, or forbidding a long-duration HTM book funded by uninsured deposits, is one rule: the $15.2 billion hole was already larger than common equity. Capping uninsured concentration, or matching asset duration to deposits that can leave in a day, is a second: Barr and the OIG already name the 94 percent and the $40 billion plus $100 billion outflows. Putting the liquidity coverage ratio and AOCI in capital on Category IV firms in 2021, without a 2024 stress-test wait, is a third: tailoring had taken those off. A standing Fed facility that lends against agency securities at par is a fourth: that is the Bank Term Funding Program, announced after the bank was already closed. Those are not substitutes. A marked HTM book with 94 percent uninsured deposits still runs. A matched deposit book with a 6.2-year HTM hole still cannot sell without reclassifying the rest. A par facility that exists only after the 8-K still lets the next Category IV bank carry the same footnote. Barr, the 10-K, the OIG material-loss review, GAO-23-106736, and the 12 March joint statement already record all four. They do not say which one, required when the HTM book was still being filled, would have kept a duration hole in a footnote from becoming a $16 billion hit to the Deposit Insurance Fund.