[Proposal] "Discount Window" AMO: Solvency-Based Yield (No Delta Risk)

Summary

I am proposing a new AMO (Sovereign Market Operations) controller called the “Discount Window.”

​This mechanism allows Frax to offer competitive, high-yield opportunities comparable to Ethena (USDe) but without the “Delta-Hedging” risks. By utilizing a solvency-based arbitrage loop, we can distribute Treasury yield to users while strictly maintaining 100% collateral backing.

The Problem

Frax is currently fighting a “Yield War.”

  • Rebase Tokens (sFRAX): Are difficult to use in DeFi (Uniswap/Lending) because the balance changes.

  • Competitors (Ethena): Offer high yield but take on massive risk by shorting perp markets. If funding rates go negative, they bleed.

The Product Vision: Democratizing Arbitrage

Currently, when frxUSD trades above $1.00, invisible MEV bots instantly arbitrage the difference. They extract value from our ecosystem, keep 100% of the profit, and Frax gets nothing.

This proposal changes that dynamic.

We are proposing a user-facing “Sovereign Arb Dashboard” that allows regular users to participate in this loop.

  • The “Button”: A user deposits USDC (RWA) into the Discount Window. The protocol mints frxUSD and captures the market premium.

  • The Yield: The profit is split between the User (Immediate Yield) and the Protocol (Revenue).

  • The “Toll Booth”: Even if bots try to spam this window to beat human users, they will be forced to route through our contract and pay a fee. We effectively turn “parasitic bot extraction” into “Protocol Revenue.”

The Economics

  • The Capture: The protocol captures this spread (or a portion of it) as “Protocol Arbitrage Revenue.”

  • The Payout: This revenue is distributed to veFXS holders or a new “Savings Vault,” creating a real, solvent yield source that scales with volatility.

Proof of Concept

I have published the full economic logic, solvency checks, and user flow in the following whitepaper:

https://paragraph.com/@0x663f0340314165d92881dd977d1671e4495a2734/mechanisms-for-solvency-in-peg-bound-assets-draft-v1?referrer=0x663F0340314165D92881dD977D1671E4495A2734

The Ask

I am a DeFi strategist and architect, not a Solidity developer. I am submitting this blueprint to the Core Team for technical review.

​If the Core Team validates this model and the community votes to implement it as an AMO, I request a standard Governance Bounty of 50,000 FXS for the intellectual property and economic design, to be paid upon successful launch.

Conclusion

This AMO gives Frax the “Kill Shot” against Ethena: equivalent yield, but safer architecture. I leave the technical implementation in the hands of the Core Devs.