Institutional Deep-Dive → Risk modeling isn't built on raw throughput; it’s built on timing distributions. In institutional finance, the "gray area" between transaction legs isn't just a delay—it’s unpriced credit risk.Most networks force institutions to manage this gap with narrative-based buffers: excess margin, idle capital, and manual oversight. Dusk eliminates the need for these ad-hoc justifications by making settlement windows explicit and bounded. We’ve replaced "network conditions" with consensus-driven variance control.When timing is constrained by protocol rules rather than mempool volatility, risk becomes a measurable mathematical constant rather than a guess. This is the shift from retail-grade speculation to institutional-grade infrastructure. #Dusk $DUSK @Dusk