That raises the question, how do you suppose the Iron Bank of Bravos lended money to the various kingdoms of Westeros? Surely it seemed like some or other could pull it off, and then those debts fell flat when the Great Game lashed back.

Well, keep in mind that Braavos is only 500-600 years old, so I don’t know how long the Iron Bank would have been lending during the period of the Great Game.

But while it’s true that no one won the Great Game until Aegon, the kingdoms were pretty stable in their continuity, so repayment wouldn’t have been an issue save for say the Teagues. Moreover, since no one in the Great Game would want the Iron Bank suddenly bankrolling their biggest rivals in the name of fiscal responsibility, I would imagine payment would have been fairly prompt.