Statistical Liquidity & Distribution Audit
Gaussian Curve & Stress Zone
Daily Standard Dev (σ)
$6,300,000
4.2% of reserves
Value at Risk (VaR)
$10,362,593
95.0% confidence / 1-day
Coverage Prob (Post-Stress)
99.98%
Solvency safety margin
Stress Anomaly p-Value
0.0001
Z-Score: 3.97
Reserves: $150,000,000, VaR: $10,362,593, Coverage: 99.98%, p-value: 0.0001
Statistical Transparency Note: Following the verification standards popularized by JustLend DAO, this tool calculates exact probabilistic risk parameters instead of relying on static balance numbers.
- Value at Risk (VaR): Maximum expected daily statistical asset loss at the selected confidence level.
- Coverage Probability: The probability that remaining reserves exceed liabilities after the applied stress outflow event.
- p-Value Anomaly: The probability that the simulated withdrawal stress is a normal statistical outlier rather than a systemic solvency event.