THE AFTER-HOURS EDITIONRESEARCH NOTE Nº 002TOKENIZED EQUITY / 24–7
SessionRiskTHE PRICE OF TIME.
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HOW IT WORKS / 3 MIN READ

What if the stock reopens lower?

A token can keep trading while its reference stock market is closed. This example shows how a price gap can eat through collateral—and why a lender might reduce the amount it is willing to lend.

Try the numbers ↓
01

Start with the collateral.

Collateral is the asset backing a loan. A $100,000 position at a 70% loan-to-value ratio supports a $70,000 loan. The remaining $30,000 is the initial cushion.

02

Apply a price gap and selling cost.

In this demo, a 25% price fall leaves $75,000. Selling it at a further 5% liquidity discount produces $71,250. A loan above that amount has a shortfall in this scenario.

03

Adjust the model limit.

A haircut is the fraction of collateral value the model refuses to lend against. Here it increases with hours closed and the chosen stress gap. This simple teaching rule is not a calibrated lending policy.

THE SIMPLE MATH

Cash after stress = collateral × (1 − price drop) × 95%

A worked example

For $100,000 collateral and a $70,000 loan, a 25% gap leaves $71,250 after the assumed selling discount: a $1,250 cushion. A 40% gap leaves only $57,000, creating a $13,000 shortfall.

YOUR TURN / INTERACTIVE EXAMPLE

Stress a closed-market position

Move a slider or choose a scenario. The numbers update immediately.

Compare the loan with the cash left after a price drop.

What this example assumes

The demo haircut is 15% + 0.1 percentage point per closed hour + half the selected gap percentage, capped at 95%. The 15% includes a 10% base and 5% liquidity allowance. Selling discount is fixed at 5%. There is no price feed, historical backtest, volatility estimate or expected-shortfall calibration; the loan limit is illustrative.

The research formula, for the curious
THE MATHEMATICAL FOUNDATION

Collateral that accounts for the clock.

Hᵢ(t) = H₀ + aσᵢ√Δτclose + bES₀.₉₉(gapᵢ) + c/√(Depthᵢ + ε) + dΩᵢ

LTVmax = 1 − Hᵢ(t)

σ
Annualized reference volatility
Δτ
Years until the reference market reopens
ES
Expected loss in the worst 1% of gaps
Ω
Cross-wrapper price dispersion

The interactive example isolates the core idea. Its assumptions are described above; it does not implement every part of the research model.

Further reading: BIS: expected shortfall and tail risk ↗