Market-time risk infrastructure for tokenized stocks on X Layer. Measured, published, reproducible.
X layer
Joined September 2026
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The risk plane runs on X Layer mainnet. Kerb Credit proves the lifecycle on testnet.
Every published term carries its input hash and can be independently recomputed.
Built for OKX Dev Day 2026.
Credit on the market鈥檚 clock.
馃帴 Demo below 馃憞馃徏
2/ Kerb converts market structure into credit structure.
For every asset it reads the market clock, measures executable depth, derives a conservative Credit Mark, then publishes Carry, Session Max and a debt ceiling.
One rule governs it:
Never lend more than you can liquidate.
6/ Kerb also studies the market it depends on.
Market-Time Reports measure what happens to executable liquidity across closures and known regime shifts using the same observation store behind the credit engine.
The system doesn鈥檛 invent the market.
It records it.
7/ Kerb is live.
Market-time risk infrastructure for tokenized assets built on X Layer, open to inspect and designed to become infrastructure other lenders, venues & agents can consume.
Product: usekerb.xyz
Repo: github.com/Franlinozz/Kerb
Credit on the market鈥檚 clock.
1/ The mismatch is the product opportunity.
A tokenized stock may keep trading while its reference market is closed or entering a weaker session.
But liquidation still needs real exit liquidity.
Kerb asks: what can actually be exited, and for how long?
