Table of contents
• Index Methodology Rulebook • Methodology Construction • Prospectus Framework • Exclusion Criteria – Tokenized TradFi Index: Exclusion Criteria • Free-Float & Liquidity Filters • Weighting & Cap Rules • Rebalancing Schedule • Annual Reconstitution • Sector Caps & Special Screens • Reference Methodologies
Risk Management Framework • Risk Overview
• Market & Liquidity Risk – Market Risk – Liquidity Risk & Slippage Modelling
• Protocol & Infrastructure Risk – Smart-Contract Risk – Stablecoin Risk (USDC)
• Index Design & Quantitative Risk – Index Construction Risk – Value at Risk (VaR) – Risk Analytics – On-Chain Risk Metrics
• Governance & Overshight – Governance Risk – Regulatory & Compliance Risk – Audit & Oversight Structure – Reputational Risk
• Crisis Management – Stress Testing Framework – Fund Closure & Emergency Protocols
Strategic Positioning • Market Landscape • Institutional Use Cases • Why OLTA is Different • Institutional Design Principles
Governance • Governance Philosophy • Voting Mechanics & Thresholds • Index Parameter Changes • Treasury & Fee Policy • Proposal Lifecycle • Delegated Governance • Discretionary Governance Exclusion
DEVELOPERS
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