The release of LeoStrategy's RWAs have given us some great data on how to improve our model. This week, we will unveil the RCBF

RWA Conversion & Balance Sheet Facility (RCBF)

Why? 👇🏽

Without a defined downside absorption mechanism, RWAs naturally evolve into one-sided yield instruments. Market participants rationally default to long-term holding behavior, liquidity thins, and prices can remain persistently deviated from correlation values

The RCBF exists to correct this structural imbalance

By introducing a transparent, capped, and market-clearing conversion mechanism, the facility establishes a credible lower-bound corridor for RWA pricing. This enables market participants to buy discounted RWAs with confidence, knowing there is a defined conversion path governed by published policy parameters