Stablecoin Stress Test Assessment

Dynamic risk levels based on real-time (simulated) metrics and weighting.

USDT

$1.00

+0.0% —

Low Risk (5.1)

Last depegging
—

Recovery
—

Collateral:
60% Treasuries, 20% commercial paper

USDC

$1.00

+0.0% —

Moderate (11.1)

Last depegging
—

Recovery
—

Collateral:
100% short-term U.S. Treasuries

DAI

$1.00

+0.0% —

Low Risk (10.0)

Last depegging
—

Recovery
—

Collateral:
Multi-collateral: ETH, USDC, others

TUSD

$1.00

+0.0% —

High (21.6)

Last depegging
—

Recovery
—

Collateral:
Fully backed by U.S. dollars

FRAX

$1.00

+0.0% —

Low Risk (5.0)

Last depegging
—

Recovery
—

Collateral:
Partially algorithmic, partly collateralized

Risk Factor Weights

Adjust how much weight each risk factor should carry. Total must stay ≤ 100%.

Peg deviation

27%

Volume volatility

16%

Supply changes

16%

Liquidity change

21%

Collateral quality

15%

Sentiment Analysis

Total: 100%

Depeg History Timeline

USDC — Mar 11, 2023

Drawdown: -12%
Recovery: 56 hrs
Triggered by collapse of Silicon Valley Bank

DAI — May 12, 2022

Drawdown: -6%
Recovery: 6 hrs
ETH volatility + cascading liquidations

TUSD — Jun 28, 2021

Drawdown: -1.2%
Recovery: 17 hrs
Low liquidity during withdrawal spike

FRAX — Dec 12, 2020

Drawdown: -3%
Recovery: 9 hrs
Algorithmic supply shift post-launch