For the complete documentation index, see llms.txt. This page is also available as Markdown.

Risk Management

Price volatility

The risk. Bitcoin is volatile. A fall reduces what your collateral is worth at settlement, while your repayment obligation stays the same.

The controls.

  • Collar protection below the put strike, bounding how far your loss can go

  • 50% LTV a conservative loan against the collateral value

  • No liquidations a price fall cannot force a sale of your collateral

  • Fixed 12-month term no repricing, no margin calls, no mid-term changes

What remains with you. The fall between your deposit price and the put strike. Protection bounds the outcome; it does not remove market exposure.

Capped upside

The risk. Gains above the call strike are given up. In a strong bull market you will underperform simply holding.

The controls.

  • Strike levels published before you claim, so you can decide with the numbers in front of you

  • Strikes fixed for the full term they cannot be moved against you

  • Claiming is optional

What remains with you. The opportunity cost. This is not a defect to be managed away it is the price of 0% financing and downside protection.

Counterparty risk

The risk. FalconX holds the collateral under the collar for the duration of the term.

The controls.

  • An established institutional counterparty, named up front

  • Vault infrastructure and asset verification through Accountable

  • Reconciliation across the vault lifecycle

What remains with you. Institutional counterparties can fail. Exposure is concentrated in a single counterparty for twelve months.

Operational risk

The risk. Collar settlement, distribution and redemption depend on off-chain processes and approvals.

The controls.

  • Approval layers for distribution and redemption

  • Defined redemption windows rather than ad-hoc processing

  • Reconciliation between on-chain records and off-chain positions

What remains with you. Timing risk. The 7–15 day redemption window exists because these processes take time.

Smart contract risk

The risk. The vault holds deposits and governs claims, repayment and redemption. A flaw could affect funds.

The controls. Audits and security disclosures will be published at Security and Audits.

What remains with you. Smart contract risk never reaches zero, audited or not.

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