Risk Slices
Live event-basket tranches grouped by loss priority. Prices and annualized return estimates are model analytics; execution mints a maturity-locked vault receipt.
High probability
3 basketsSenior attachment points track the high-NAV region; mezzanine and junior absorb progressively larger losses.
Low probability
3 basketsLow-NAV baskets concentrate loss exposure across broader mezzanine and junior attachment ranges.