Liquidity Risk

Ledgity is designed to provide yield while maintaining reliable withdrawal availability. To achieve this, the protocol avoids the liquidity mismatch that commonly occurs when long-duration assets are combined with on-chain withdrawal expectations.

Liquidity risk is managed through allocation structure, repayment scheduling, and on-chain liquidity buffering.


Liquidity Model

Each vault uses a three-layer liquidity design:

Layer
Purpose
Availability

On-chain Liquidity Buffer (~5%)

Supports everyday withdrawals

Instant

Short-Duration RWA Repayments (~80%)

Provides ongoing liquidity through recurring repayment cycles

~24–72 hours

Coordinated Liquidity Schedule (for large withdrawals)

Ensures portfolio stability during exceptional outflows

Case-by-case coordination

This structure ensures that day-to-day withdrawals are seamless, while maintaining portfolio health over time.


No Duration Mismatch

Only short-duration and recurring cash-flow instruments are used in the RWA allocation. This prevents the common failure mode in RWA yield products where users expect daily liquidity but the underlying assets repay over months or years.

Ledgity does not allocate to:

  • Real estate development loans

  • Multi-year credit instruments

  • Long-term fixed income requiring mark-to-market liquidation

By matching asset duration with withdrawal patterns, withdrawal queues and redemption freezes are avoided.


On-Chain PPS Reflection

Yield is not distributed manually or via rebase. Instead, vault performance increases PPS (Price Per Share) continuously.

This means that:

  • Withdrawals do not require selling yield-bearing receipts

  • There is no incentive to exit early

  • Yield is always fully accounted for

This model stabilizes behavior during periods of market stress.


Large Withdrawals

Withdrawals that exceed the available liquidity buffer and current repayment cycle are still honored, but require coordinated scheduling to avoid unnecessary forced liquidation.

This ensures:

  • Portfolio integrity

  • No panic selling of underlying assets

  • Fair treatment across depositors

Users remain informed throughout the process.


Risk Controls & Monitoring

Liquidity is monitored continuously across:

  • RWA repayment calendar

  • Liquidity buffer levels

  • New deposit/withdrawal flows

  • Market conditions relevant to RWA instruments

The Council can adjust liquidity allocation parameters through governance if required.

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