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Stablecoin models

Stablecoin Redemption versus Market Sale

A stablecoin's quoted redemption value, the net amount eventually received and the price available in an immediate market sale are separate quantities. This model applies an explicit principal haircut, percentage redemption fee, fixed cost and delay discount, then compares the result with an entered secondary-market sale. It is useful for understanding the trade-off without asserting that either route is currently available to the holder.

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Formula and accounting assumptions

Redemption proceeds before time discount equal quantity × par value × (1 − principal haircut) × (1 − redemption fee), minus fixed costs. Present value divides those proceeds by (1 + annual effective discount rate)^(delay days ÷ 365). Immediate sale proceeds equal quantity × market price × (1 − market fee). The percentage redemption fee applies after the principal haircut, and the fixed cost is deducted only once.

Worked hypothetical example

Consider 1,000 tokens with a claimed $1 redemption value, a 10% principal haircut, a 1% redemption fee and a $1 fixed cost. Net redemption is $890. A one-year delay valued at a 10% effective discount rate produces a present value of approximately $809.09. An immediate sale at $0.80 with no market fee gives $800. The roughly $9.09 difference reflects these assumptions; it does not establish that delayed redemption is a better or accessible transaction.

Interpret the scenarios and limits

Eligibility, minimum tickets, legal rights, settlement banks, currency conversion and actual delivery time are not verified. The discount rate is a valuation input, not interest earned while waiting. Fixed costs can exceed proceeds, and the model preserves that negative result rather than inventing a zero-cost route. Examine multiple delay rows because the headline redemption price can conceal meaningful timing sensitivity. This generic scenario must not be presented as any named issuer's current redemption policy or fee schedule.

Primary documentation

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