USD1 Stablecoin OCC Bank Charter & Reserve Simulator

1. Issuance & Capital Parameters

Circulating USD1 Supply $2,000,000,000

OCC Tier 1 Capital Buffer (%) 8.5%

OCC Charter Structure National Trust Bank

2. Reserve Asset Composition 100% Allocated

Fed Master Account (0D Cash) 7.5% ($150M)

IORB Yield: 5.40% | Liquidity: Instant T+0

Insured Depository Cash 12.5% ($250M)

Avg Dep. Yield: 4.80% | FDIC Pass-Through Limit: $250k

Tri-Party Overnight Reverse Repo 20.0% ($400M)

ON-RRP Yield: 5.30% | Collateral: 100% US Treasuries

Short-Dated US T-Bills (1-3M) 60.0% ($1.20B)

Avg Yield: 5.25% | Duration: 42 Days | Haircut: 0.5%

3. Redemption Stress Scenario

Redemption Shock Magnitude 35% ($700M)

Run Velocity Horizon

Reserve Coverage 100.0% Fully Backed

Tier 1 Capital Adequacy 8.50% OCC Compliant

Liquidity Coverage (LCR) 285.7% Ultra-Liquid

Annual Net Interest Margin $104.9M 5.24% Blended Yield

Reserve Asset Breakdown & Liquidation Hierarchy Interactive Waterfall Engine

Simulated Liquidity Waterfall Execution (24h Shock) Demand: $700.0M

USD1 Pro-Forma Regulatory Balance Sheet

Asset / Liability Class	Carrying Value	Allocation	Risk Weight	Regulatory Classification

OCC Supervisory Gates Conditional Pass

Regulatory Runoff Stress Analysis

Under OCC conditional national charter rules, direct stablecoin issuers (such as World Liberty Financial's USD1) are restricted from maturity transformation.

Critical Constraint: Fed Master Accounts provide instant zero-haircut settlement. Overnight repos settle T+1. Short T-Bills (1-3M) incur a 0.50% liquidation discount under sudden same-day market stress.

Supervisory Capital Residual:

$170,000,000 (Undepleted)

Audit Export Channel

Generate immutable OCC Call Report Schedule RC-R compliant audit artifacts for federal examiners and custodial risk committees.