• Media type: E-Book
  • Title: Managing stablecoins : optimal strategies, regulation, and transaction data as productive capital
  • Contributor: Li, Ye [Author]; Mayer, Simon [Author]
  • Published: [Columbus, Ohio]: The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, [2020]
  • Published in: Ohio State University: Fisher College of Business working paper series ; 2020,30
    Ohio State University: Fisher College of Business working paper series ; 2020,3,30
  • Extent: 1 Online-Ressource (circa 48 Seiten); Illustrationen
  • Language: English
  • DOI: 10.2139/ssrn.3757083
  • Identifier:
  • Keywords: stablecoin ; reserve management ; stablecoin regulation ; debasement ; big data ; payment system ; collateral ; open market operations ; secondary units ; governance token ; Graue Literatur
  • Origination:
  • Footnote:
  • Description: Stablecoins rise to meet the demand for safe assets in decentralized finance. Stablecoin issuers transform risky reserve assets into tokens of stable values, deploying a variety of tactics. To address the questions on the viability of stablecoins, regulations, and the initiatives led by large platforms, we develop a dynamic model of optimal stablecoin management and characterize an instability trap. The system is bimodal: stability can last for a long time, but once stablecoins break the buck following negative shocks, volatility persists. Debasement triggers a vicious cycle but is unavoidable as it allows efficient risk sharing between the issuer and stablecoin users
  • Access State: Open Access