How much room can you weave?

Change the structure. Read the strain.
Compare two ways back to your target.

01 Structure the collateral

Collateral / USDDebt / USDReserve / %Eligibility / %Target coverage / ×

A / Equity basketRelative weightB / Crypto basketRelative weightC / Real-asset basketRelative weight

Weights divide the risky portion.
The reserve comes from the same budget and is assumed stable.

02 Put the structure under load

ILLUSTRATIVE USD

Common price shock 30%Co-movement loading 75%

Loading blends a common shock with asset-specific losses. It is a scenario assumption, not an estimated correlation.

Asset-specific shocks & sensitivities

Equity loss / %Common sensitivity 1.00Crypto loss / %Common sensitivity 1.35Real-asset loss / %Common sensitivity 0.65

Coverage across scenarios

SELECT A CELL TO COMPARE ↘

Rows: common loss. Columns: co-movement. Values: coverage ×.
Shock ↓ / Loading →	0%	25%	50%	75%	100%

○ Below debt coverage△ Below your target✓ At / above target

03 Find a way back

30% SHOCK / 75% LOADING

—coverage ×

Retained collateral—

Capacity minus debt—

PATH A / ADD EXTERNALLY

—

New stable collateral.
Debt stays unchanged.

PATH B / REPAY EXTERNALLY

—

Retire part of the debt.
Collateral stays unchanged.

Independent alternatives using outside funds. The target is your input, not a safety guarantee. Fees and execution constraints are excluded.

04 Your saved studies

Stored in this browser. Each report keeps its inputs, assumptions and model version.

MODEL 1.0 / OPEN ASSUMPTIONS

The arithmetic behind the room.

This deterministic calculator explores hypothetical price losses. It does not predict markets, default probability or protocol liquidations. No prices are fetched and no transactions are sent.

Value, capacity and coverage

C = starting collateral (USD), D = debt (USD), b = reserve fraction, pᵢ = normalized risky weights, h = eligibility fraction.

V = Cb + C(1−b)Σpᵢ(1−ℓᵢ)
K = hV   H = K−D   Coverage = K/D

V is retained value; K is eligible capacity; H is headroom, all in USD. Zero debt is shown as “Debt-free”. Eligibility is a user assumption applied equally to all collateral.

How common and specific losses combine

ℓᵢ = clamp(qkᵢs + (1−q)dᵢ, 0, 1)

s is common shock, q is co-movement loading, dᵢ is asset-specific loss. All percentages convert to fractions. Fixed common sensitivities kᵢ are 1.00, 1.35 and 0.65. Losses are capped at 100%. The reserve has no modeled loss, yield or volatility.

Two recovery calculations

Add = max(0, tD/h − V)
Repay = max(0, D − K/t)

t is target coverage. Added collateral is external, assumed stable, and receives the same eligibility h. Repayment uses external money. The two amounts are alternatives, not a combined strategy. No selling costs, interest, liquidity limits or slippage are modeled.

Application credits: the proposal

Bufferloom Credits (WEFT) are proposed application credits for advanced stress scenarios, team risk notes and comparison reports. The current local laboratory needs no token. Credits have not been issued; pricing, taxes and contract mechanics are undefined.