Institutional Tokenized Asset Structuring Engine

Simulate on-chain real-world asset pools (Treasury bills, private credit, corporate debt). Calculate tranching, servicing fee leakage, buffer runway, and secondary liquidity coverage.

Asset Configuration

Market Archetype Preset:

Total Pool Issuance (AUM) $100,000,000 Total value of underlying assets placed in Special Purpose Vehicle (SPV).

Underlying Gross Yield 5.25%

Liquidity Reserve Buffer 5.0%

On-Chain Protocol & SPV Servicing (bps) 35 bps Includes transfer agent, smart contract custody, SEC/regulator oracle reporting, and platform fee.

Tranching & Seniority

Capital Structure Architecture

Senior Class Ratio (% of AUM) 80% Senior token holders have first priority claim over cash flows and collateral.

Senior Fixed Target Yield 4.50% Remainder of SPV income flows directly to junior equity tokens.

Stress Simulation

Simulated 7-Day Redemption Shock 8.0% Immediate token burn / off-ramp redemption requests against available reserves.

Annual Net Cash Flow $4,900,000 Gross: $5,250,000

Senior Token APY 4.50% $80,000,000 issued

Junior Equity Yield 6.50% $20,000,000 first-loss

Buffer Coverage (LCR) 62.5% Buffer: $5.0M / $8.0M queue

Capital Waterfall & Cash Flow Distribution 100% On-Chain Tokenized Vehicle

Tranche Class	Capital Size	Share	Target / Net APY	Annual Distribution	Protection / Subordination

Redemption Shock & Liquidity Runway Assessment Adequate Buffer

At a 8.0% 7-day redemption surge ($8,000,000), immediate on-chain stablecoin liquidity ($5,000,000) absorbs 62.5% of requests natively. The remaining $3,000,000 requires standard T+1 SPV secondary market settlement without halting redemptions.

Structuring verified. Ready for deployment export.

1. SPV & On-Chain Ringfencing

Underlying real-world collateral is acquired by a bankruptcy-remote Special Purpose Vehicle (SPV). Tokens represent fractional beneficial interest or debt obligations registered through an SEC-registered or MAS-compliant transfer agent.

2. Subordination & First-Loss Tranches

Structuring junior first-loss equity shields senior institutional liquidity providers from counterparty defaults. Junior equity captures amplified upside when defaults are low, while senior tokens receive investment-grade certainty.

3. Automated Liquidity Buffer

Instant 24/7 DeFi redemptions require an immediate on-chain reserve (e.g. USDC/USDT earning overnight repo yield). When redemption requests breach the reserve threshold, secondary queueing protocols initiate settlement cycles.