Liquidity Waterfall & Run Engine

Stablecoin Treasury Stress Lab

Simulate token reserve tiering, sudden bank-run redemptions, secondary market discounts, and duration fire-sale haircuts under institutional depeg stress.

Lowest Implied Peg
$0.912
Moderate Depeg
Immediate Liquid Cash
$5.45 B
15.6% of Supply
Fire-Sale Haircut Loss
$0.00 M
T-Bills untouched
Portfolio Yield (Est.)
4.82%
Annualized Gross
72-Hour Liquidity Buffer vs. Cumulative Redemption Demand
Instant Cash (T+0)
Overnight Repos (T+1)
T-Bill Liquidation (T+2)
Cumulative Run

Liquidity Settlement Tier Hierarchy Fully Solvent

Ready. Model initialized with SVB shock parameters.

Treasury Engineering Behind Stablecoin Pegs

Unlike fractional commercial banks, regulated stablecoin issuers like Circle (USDC) and Tether (USDT) must hold 100% or greater backing in liquid dollar-denominated reserves. However, "100% backed" does not automatically mean "100% instantly withdrawable."

When high-volume panic redemptions occur (e.g. following the March 2023 collapse of Silicon Valley Bank where Circle held $3.3B in uninsured operating deposits), market makers fear delays in T+1 or T+2 settlement of short-term Treasuries, or secondary haircuts from forced fire-sales. Secondary spot markets (Uniswap, Binance) depeg tokens to reflect this temporary illiquidity discount.

Regulatory Liquidity Standards (MiCA & NYDFS)

Why is T+0 Cash Separation Essential?

Under NYDFS Guidance and the EU Markets in Crypto-Assets (MiCA) regulation, issuers must maintain a daily segregated liquidity cushion (typically 30–40% in overnight repos or central bank accounts) to satisfy rapid daily redemptions without triggering secondary debt liquidations.

How Do T-Bill Duration Mismatches Harm Pegs?

While 3-month and 6-month US Treasury bills carry zero credit default risk from the US Government, selling them in multi-billion dollar blocks ahead of contractual maturity incurs broker spread costs and bond price discounts, creating real capital deficits in the reserve pool.

What Role Did Circle's CFO Fox-Geen Play?

Circle Chief Financial Officer Jeremy Fox-Geen managed USDC through its hyper-growth and the 2023 SVB banking crisis, successfully restructuring reserve balances into the dedicated BlackRock Circle Reserve Fund (USDXX) consisting overwhelmingly of short-dated US Treasuries and overnight repos.

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