Global Economic Decoupling Simulator | US Dollar & Trade Settlement Model

Policy & Trade Controls

Scenarios

US Dollar Global Trade Share

Share of bilateral trade invoiced in USD across non-US merchant corridors.

Central Bank Reserve Diversification Rate 3.2%/yr

Annual reallocation of central bank FX reserves toward gold and alternative bilateral currencies.

BRICS+ Alternative Settlement Speed 45.0

Deployment speed of non-SWIFT local-currency clearing systems (mBridge, bilateral ruble/yuan/rupee).

Regional Bloc Cohesion 65.0

Discipline among member states to penalize dollar clearing and enforce tariff barriers.

Macroeconomic Consequence Deck

MODEL STABLE

Adjusted USD Global Share 46.4%

Non-USD Settlement Vol $14.8T +42.1% alternative flow

US Treasury 10Y Yield Delta +42 bps Bond term premium repricing

Trade Fragmentation Index 68.2 (High) High decoupling risk

Bilateral Corridor Flow & Settlement Routing Corridor Velocity: Active

United States & Dollar Hub

European Union (EUR)

BRICS+ Core (CN/RU/IN/BR)

Non-Aligned / Gulf Energy

Bilateral Corridor	Primary Currency	USD Dependency	Non-USD Annual Vol	Vulnerability

Assigned macro effects come from explicit coefficients and bounds

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The source subtracts reserve diversification input times one point five from its dollar trade-share input. Hypothetical two gives three share points; four gives six. Bars share seventy-three pixels per assigned point. Other terms also reduce the raw share before its fifteen-to-eighty-five bound. These are fitted source assumptions, not actual reserve changes or current economic forecasts. The source settlement-speed contribution is input times point one two. Twenty subtracts two point four share points; forty subtracts four point eight. Bars share ninety-one pixels per assigned point. This convention is not a measured causal effect of any country or settlement system. Saved geopolitical and news claims are unverified. The source yield label rounds fifty-eight minus adjusted share, times three point six two. At assumed adjusted share fifty, twenty-eight point nine six rounds to twenty-nine basis points. At forty, sixty-five point one six rounds to sixty-five. Bars share six point seven pixels per assigned basis point. The fixed fifty-eight reference is not a current market observation; no yield forecast is validated. Full raw JSON/reset and native first-promotion guards preserve source behavior.