This tends to happen when initiating a larger size city, I believe the cause of this is that the game is trying to initialize and render too many objects at once. The way I fixed this was when going into a larger siege I turn my graphics down a bit, then when the map loads up I bring them back to where I like having them. If this doesn't fix your problem please let us know. Also, would you mind posting your log files for us to look at?
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