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Chapter 5 · § 5.1 · Recipe

Three Asset Classes

szUSD senior. szBOND subordinated. SZK absorbs last.

Problem

What classes of holder absorb loss in a resolution event, and in what order?

Solution

szUSD senior. szBOND subordinated. SZK absorbs last.

Class Asset Position
1. Senior szUSD Dollar-pegged. Made whole first.
2. Subordinated szBOND Yield-bearing junior debt. Absorbs second.
3. Equity-shaped SZK Protocol token. Absorbs last.

The order is in code. It cannot be rewritten by governance. The only way to change the order is to fork the chain.

Discussion

The structure mirrors a bank capital stack — depositors, senior unsecured creditors, subordinated creditors, equity. The szBOND instrument exists in part to be a credible loss absorber so szUSD does not have to be the first absorber. A protocol with no junior debt instrument has its dollar-pegged asset as the first absorber by default, which is exactly Terra's failure mode.

✦ Tip Junior debt is not a marketing feature. It is the mechanism that lets the senior asset stay senior. Without a tranche between the dollar-pegged unit and the equity-shaped token, the dollar-pegged unit absorbs the equity-shaped token's volatility.

See Also

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