Stress
Stress testing
Choose an event and severity; every number is the current report recomputed under that shock.
PYUSD depeg · Adverse
Simulated verdict
7684High riskHigh riskband 80-89
1 point below the Critical band
Model inputs before and after
Vault under shock
| Peg 30-day low | 0.995 | 0.940 | -0.055 |
|---|---|---|---|
| Total value | $188.2m | $181.5m | -$6.7m |
| Available liquidity | $11.7m | $5.0m | -$6.7m |
| Withdrawable buffer | 6.2% | 2.8% | -3.4% |
| Utilization | 93.8% | 97.2% | +3.4% |
Weighted axes of the continuous score
Category scores
Protocol controls and code safety78
Dependencies, liquidity, and counterparties72 → 81+9
Exit liquidity thins while collateral reprices.
Team and operational resilience35
Track record under stress42 → 55+13
A sub-0.95 print becomes part of the vault's track record.
Structural overrides under this event
Flags
ShowstopperSevere depegNot fired · 0.040 above the override threshold
- Peg 30-day low0.995 → 0.940at or below 0.900
A further 0.040 move would force the showstopper override.
WarningRun-risk pre-armFired · every condition moves deeper past its threshold
- Largest depositor share43.0%at or above 40%
- Utilization93.8% → 97.2%at or above 90%
- Withdrawable buffer6.2% → 2.8%at or below 10%
The pre-arm that drives stress aggregation deepens under the shock.
HighStale collateral pricingFired · repricing lag widens as the peg moves
- Maturity-dated collateralPT-sUSDeoff-chain-valued collateral present
- Value update lagSlower than the price feed → Well behind during the movelag above feed heartbeat
On-chain prices can overstate solvency while the underlying value lags.
Baseline: 2026-06-04 report · 76 · High risk · Simulated shocks over the demo fixture. Each result is a precomputed grid node, not a live model run; scores describe risk, not forecast outcomes.