RWA · collateral/file № 異-011/interactive

Collateral institutions already understand.

Three tiers, from sovereign cash equivalents to ZK-gated private credit. Each asset earns a loan-to-value the protocol adjusts for real-world liquidity and macro signal. Pick one and see what it borrows against.

№ 01

The collateral set.

select an asset

Select an asset above

tier —
0%borrow up to of value100%
Base LTV
AI-adjusted LTV
Liquidation threshold
Oracle sources

imyo accepts tokenised real-world assets across three tiers. Tier 1 is sovereign cash equivalents; Tier 3 is ZK-gated private credit confined to whitelisted institutions. Pick any row to see its parameters.

Illustrative target parameters — risk curves are not yet live on mainnet and are gated on an independent audit. See Proof for current build status.

№ 02

Why AI sets the dial.

macro-aware ltv

A static LTV is a guess that never updates. A real-world asset's safe leverage moves with its real-world liquidity.

imyo's risk model reads the things that actually move a tokenised asset's resilience — front-end rates, credit spreads, redemption-window depth, on-chain secondary liquidity — and adjusts the loan-to-value ceiling accordingly. Tier 1 cash equivalents earn the most leverage because they are the easiest to liquidate without slippage. Tier 3 private credit earns the least and is walled into credit silos that cannot contaminate the open pools, with borrower creditworthiness proven by ZK attestation rather than disclosed on a public ledger.

Leverage should track liquidity, not optimism.RWA · collateral tiering
№ 03

Read on.

rwa · institutional