QUANTAIRE

ECONOMICS LAB / 0.1

Stress every assumption.

Inspect how price, distributions and discount rates change the principal and yield legs before an operation is prepared.

Deterministic 11 CORE TESTS
Scenario

Value decomposition

AAPL under stress

Stressed reference value$226.41+0% vs base
PPRINCIPAL
$224.60

99.20% of stressed spot

YYIELD
$1.81

0.80% · 0.51% annualised

Conservation100.00%
Max borrow / P unit$140.38
Prepare an operation

Lending curve

Liquidity becomes expensive after the kink.

The two-slope curve keeps borrowing gradual below 80% utilisation, then raises the marginal rate sharply as available liquidity contracts.

Borrow APY Supply APY
75%0%
0% utilisationCurrent 63.78%Kink 80%100%