Risk models do not ingest throughput.
They ingest timing distributions.
Dusk makes that legible. Settlement timing is not left to "network conditions" or whatever the mempool feels like today. Ratification windows are explicit. Variance is bounded by consensus rules. You can point to the window... not just the outcome.
That becomes important because exposure is not theoretical in institutional flows. It's the gap between legs, the duration of credit risk, the time collateral sits in limbo... the hours ops keeps a position open "just in case'. When timing is fuzzy, desks start writing stories to justify buffers. More margin. More idle capital. More people watching things that should not need watching.
When timing is predictable with Dusk.. risk stops being a narrative argument and turns into math.
Institutions don't love math... they just trust it more than guesses.