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FRAX Collateralization Dashboard
Frax: Fractional-Algorithmic Stable Coin Risk Modeling
This Dashboard summarizes the FRAX collateral versus the overall liability and is updated daily.
Summary of Frax & FXS Collateral
FRAX & FXS Collateralization metrics
For these measures, FXS market cap would cover the non-collateralized portion of Frax as part of Overall Frax collateralization.
Overall Frax Collateralization Coverage & FXS Collateral Coverage Summary
Collateral Risk Summary & Stress Tests
Under Normal Market Conditions & Assuming FRAX Liability & Collateral Ratio Stay Constant
30 day Stress Test: Fail
90 day Stress Test: Fail
The VaR risk model and stress tests quantify a 99% confidence for the maximum likely price drop of FXS to meet all Frax liabilities over a set time horizon.
Var Model Results
Max FXS Price Drop for >100% Collateralization
FRAX & FXS Summary Stats
Frax Treasury Summary