Fiat monetary stability depends not only on nominal aggregates but on the time distribution of sovereign obligations. This paper introduces duration compression—the rapid shortening of sovereign weighted average maturity (WAM)—as a structural primitive governing instability in non‑convertible fiat regimes. When obligations cluster in the near term, rollover frequency rises, planning horizons contract, and volatility amplifies even when headline indicators (debt/GDP, CPI, interest rates) appear stable. The framework defines a duration lattice across outstanding claims and formalizes stability decay using the Temporal Elasticity Equation:dS/dt = −S · κ, where S is price‑stability (inverse volatility) and κ is the rate of duration compression.Accelerating κ reduces temporal visibility, increases reflexivity, and raises monetary entropy, producing nonlinear sensitivity to shocks. A diagnostic metric—the Temporal Solvency Ratio (TSR = WAM / σₜ)—captures the interaction between maturity length and inflation volatility. Values near or below ~10 highlight transition zones in which fiat systems lose temporal anchoring. U.S. Treasury data (1950–2025) exhibit an empirically stable ~70‑month inflection, where short‑duration pressure correlates with rising volatility, liquidity stress, and post‑1971 regime breaks. This systems‑theoretic lens maps naturally to rollover risk, term‑structure fragility, expectation feedback, and multi‑agent incentive compression, positioning duration as a general instability primitive in recursive monetary systems. The paper offers a conceptual hypothesis and diagnostic tool only—correlational evidence, no forecasting, and no policy prescriptions—intended to invite empirical refinement and cross‑sovereign testing.