How Does Reservoir Protocol Work?

CDP|Risk B-|5 mechanisms|4 interactions

Reservoir Protocol issues rUSD, a stablecoin backed by a mix of USDC, DeFi yield positions, and Real World Assets. With $57M TVL, its B- grade reflects a reasonable architecture with standard CDP mechanics, moderated by governance-controlled reserve allocation risk and limited PSM redemption capacity.

TVL

$109M

Sector

CDP

Risk Grade

B-

Value Grade

C+

Core Mechanisms

6.1.1

Peg Stability Module (PSM) for rUSD — users deposit USDC, receive rUSD; redemptions limited to PSM balance

Standard PSM pattern similar to MakerDAO.

2.3.1

Novel

Governance-directed asset allocation from PSM to DeFi yield modules and RWA investments

Hybrid on-chain/off-chain backing with governance-controlled allocation is a novel combination.

2.2.1

srUSD variable-rate yield token and trUSD fixed-term yield token backed by protocol revenue

Standard yield-bearing wrapper pattern with variable and fixed-term variants.

5.1.1

Token governance controls reserve allocation parameters

Standard token-weighted governance for parameter management.

2.1.1

Micro-burn redemption fee on srUSD equal to one day's interest on principal

Small friction fee on srUSD redemption to discourage short-term arbitrage and protect long-term yield holders

How the Pieces Interact

PSM redemption (limited to PSM balance)Governance-directed asset allocationHigh

If governance allocates too much USDC from PSM to illiquid yield modules or RWA positions, redemption capacity could be insufficient during bank-run scenarios.

RWA backingsrUSD/trUSD yield distributionMedium

RWA yield may be delayed or impaired due to off-chain settlement times, creating mismatch between expected and actual yield for srUSD/trUSD holders.

External DeFi yield sourcesrUSD backingMedium

Composability risk from reliance on multiple external protocols for yield. An exploit in any external protocol could impair rUSD backing.

srUSD micro-burn feerUSD peg stabilityLow

The micro-burn fee on srUSD redemption discourages short-term holders but could impair peg arbitrage efficiency during minor depeg events, as arbitrageurs factor the fee into their profit calculations.

What Could Go Wrong

  1. rUSD stablecoin backing includes Real World Assets (RWAs) alongside on-chain DeFi yield positions, introducing off-chain asset verification risk and potential illiquidity during stress events.
  2. Governance controls asset allocation from the PSM to various yield modules — governance capture could redirect USDC reserves into high-risk strategies, impairing peg stability.
  3. Redemption of rUSD back to USDC through the PSM is limited to available PSM balance (restricted to a percentage of total rUSD outstanding), creating potential redemption delays.
  4. Protocol relies on external DeFi yield sources (lending, AMM LP) for backing rUSD, creating dependency on multiple external protocol risk profiles.

PSM Liquidity Drain During Mass Redemption

Moderate

Trigger: rUSD redemption requests exceed 50% of PSM USDC balance within 48 hours.

  1. 1.Market event triggers loss of confidence in rUSD Holders rush to redeem rUSD for USDC via PSM
  2. 2.PSM USDC reserves depleted Remaining rUSD holders cannot redeem, must sell on secondary markets
  3. 3.Governance attempts to unwind yield positions to refill PSM DeFi positions take hours/days to unwind; RWA positions may take weeks
  4. 4.rUSD secondary market sells below $1 rUSD depegs as remaining supply has no immediate USDC backing

Risk Profile at a Glance

Mechanism Novelty3/15
Interaction Severity6/20
Oracle Surface5/10
Documentation Gaps4/10
Track Record4/15
Scale Exposure5/10
Regulatory Risk5/10
Vitality Risk3/10
B-

Overall: B- (35/100)

Lower score = safer

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