Market Intelligence · Crypto / DeFi / Perpetuals Exposure Engine
Digital Assets
Read-only risk intelligence on digital-asset exposure, protocol dependency and derivatives market structureData as of
Oct 5, 2026 · 4:00 PM ET
Mandate boundaryRead-only intelligenceNo custodyNo automated signingNo active liquidity management
What changed
Digital-asset exposure has risen to 5.8% of portfolio value, exceeding the institutional 5.0% policy ceiling.
Why it matters
The exposure is small in absolute portfolio terms but contributes disproportionately to volatility and tail risk.
Watch / decide
The current research package recommends reducing exposure sufficiently to restore policy compliance.
AI research confidence 91%
Total exposure
5.8%
$14.4M
Policy maximum
5.0%
-0.8pp headroom · soft breach
Risk contribution
13.5%
Of total portfolio risk
Volatility 24h / 30d
2.9% / 49.6%
Exposure-weighted
Liquidity
Same-day
Three-venue reference depth
Wallets / sources
5 / 4
Qualified custodian · read-only
Observed positions — select an asset to investigate
Digital Asset Exposure
| Asset | Market value | Portfolio % | Risk contribution | 24h vol | 30d vol | Equity beta | Liquidity |
|---|---|---|---|---|---|---|---|
BTCBitcoin | $8.0M | 3.2% | 8.1% | 2.4% | 41.6% | 1.4x | Same-day, minimal impact |
ETHEthereum | $4.7M | 1.9% | 4.2% | 3.1% | 52.3% | 1.7x | Same-day, modest impact |
SOLSolana | $1.7M | 0.7% | 1.2% | 4.8% | 78.9% | 2.1x | Same-day, material impact |
Balances are attested by the qualified custodian and observed read-only. Risk contribution is the share of total portfolio risk, not of the sleeve.
Against the institutional mandate
Policy Position
Current exposure5.8%
Mandate maximum5.0%
Headroom-0.8pp
Excess value$2.0M
CauseAppreciation, not purchase
Sleeve composition vs mandate maximum
BTC
ETH
SOL
BTC 3.2% + ETH 1.9% + SOL 0.7% = 5.8%Max 5.0%
Evidence — select to inspect calculation, source and consuming decisions
The ceiling was crossed by price movement rather than an allocation decision, which is why the remedy is a reduction rather than a mandate change.
How the environment reads this sleeve
Regime Sensitivity
Market regimeVolatility Transition
Regime confidence82%
Correlation to equitiesRising
Tail riskAbove weight