Private Credit Example

Making the Unmarginable Marginable

This example walks through how RAVA handles a private credit fund with gated liquidity:the kind of asset that traditional systems either refuse to accept or dangerously misprice.

The Asset

Tokenized Private Credit Fund

PropertyValue
Reported NAV$100M
Redemption FrequencyMonthly
Notice Period30 days
Gating ProvisionsFund can defer up to 90% of redemptions
Secondary MarketLimited
NAV UpdatesMonthly

This is a high-quality private credit fund with excellent credit metrics. But it has gated liquidity.

The Problem Without RAVA

Why is this asset "unmarginable"?

Traditional lending systems face a fundamental problem:

  1. Time-to-cash is uncertain:You request redemption, but 90% might be gated
  2. No transparent execution price:What's it worth if you need to exit today?
  3. NAV lag:Monthly updates mean the price could be stale
  4. No one knows how to price the risk:Static LTV models can't handle this complexity

Result: Lenders either refuse to accept it as collateral, or they apply arbitrary discounts that don't reflect actual risk.

How RAVA Prices This Asset

RAVA's VaR Oracle processes all the messy inputs and outputs two clean values.

Inputs

FactorValueImpact
Redemption ScheduleMonthly with 30-day noticeExtends margin period of risk
Gating ProvisionsUp to 90% deferralAdds uncertainty to exit timing
NAV LagMonthly updatesPrice staleness risk
Credit SpreadsCurrent market levelDynamic adjustment
Manager QualityHighReduces static component

Outputs

Haircut: 35%

  • Static Component (S): 12% (legal complexity, gating, NAV lag)
  • Dynamic Component (D): 23% (credit spreads, volatility, liquidity)

Discount: 42%

  • Haircut: 35%
  • Execution Costs (E): 7% (market impact, adverse selection)

What This Means in Practice

Scenario 1: Using as Collateral (Haircut Applied)

A protocol wants to accept this fund as loan collateral.

Calculation:

  • Market Value: $100M
  • Haircut: 35%
  • Collateral Value: $65M

The protocol can lend up to $65M against this $100M position. The 35% haircut covers the risk of NAV drops, redemption delays, and market stress during the loan period.

Scenario 2: Trade Settles Normally (No Discount)

A trader sells $10M of this token with T+2 settlement.

At trade time:

  • Notional: $10M
  • Haircut: 35%
  • Margin Posted: $3.5M USDC

At settlement (T+2):

  • Settlement succeeds
  • $3.5M margin returned (minus fees)
  • Discount never realized

Scenario 3: Settlement Fails (Discount Applied)

The same trade, but the seller fails to deliver.

At trade time:

  • Notional: $10M
  • Haircut: 35%
  • Margin Posted: $3.5M USDC

At settlement failure:

  • Clearing system must exit the position
  • Discount: 42%
  • Execution Price: $10M × (1 - 0.42) = $5.8M
  • Loss: $4.2M, absorbed by the $3.5M margin + default fund

Before vs After RAVA

AspectWithout RAVAWith RAVA
Can be used as collateral?NoYes
Transparent risk pricing?NoYes (haircut + discount)
Can be traded?BarelyYes, with proper margin
Lenders protected?NoYes (margin covers losses)
Asset becomes more useful?StuckUnlocked

The Key Insight

Time-to-cash uncertainty gets priced, not ignored.

The private credit fund's quality doesn't change. It's still a well-managed fund with good credit metrics. What RAVA provides is:

  1. Quantified risk:The 35% haircut reflects actual time-to-cash uncertainty
  2. Transparent methodology:Everyone can see how the haircut was computed
  3. Continuous updates:As market conditions change, haircuts adjust
  4. Products built on top:Standing Bid guarantees exit at discount, protocols can accept as collateral

Comparison to Other Asset Types

AssetHaircutDiscountWhy Different?
T-Bill Token2%3%Continuous liquidity, no gating
This Private Credit Fund35%42%Monthly redemption, 90% gating
VC Fund Token45%55%Quarterly liquidity, long exit

The haircut is not a judgment on asset quality. It's a measurement of time-to-cash uncertainty.

A high-quality private credit fund with gating provisions requires a larger haircut than a lower-quality T-bill token because the risk being priced is settlement timing, not creditworthiness.

Result

The asset becomes marginable because the risk is quantified.

Private credit with gated liquidity is not incompatible with on-chain markets. It requires clearing systems that explicitly price settlement timing risk.

By separating asset design from settlement guarantees, RAVA allows these instruments to become tradable and marginable without changing their redemption terms or forcing artificial liquidity.