Summary
Chaos labs has shared some analysis with the community and recommends some adjustments to risk paramters. This proposal implements the recommendations posted and supported in discourse here.
Context and motivation
| LTV | LT | Reserve Factor | Slope1 | Slope2 | UOptimal |
|---|
| AERO | 30.0% | 40.0% | 20% | 9.00% | 300.00% | 45.0% |
| cbBTC | 73.0% | 78.0% | 20% | 4.00% | 300.00% | 45.0% |
| cbETH | 65.0% → 75.0% | 72.0% → 79.0% | 10% | 7.00% | 300.00% | 45.0% |
| DAI | 77.0% | 80.0% | 10% | 7.00% → 5.50% | 75.00% | 90.0% |
| EURC | 65.0% | 70.0% | 20% | 7.00% | 75.00% | 90.0% |
| USDbC | 77.0% → 75.0% | 80.0% | 15% → 25% | 7.00% | 75.00% | 90.0% |
| USDC | 77.0% | 80.0% | 5% → 10% | 7.00% → 8.00% | 300.00% → 75.0% | 90.0% |
| WETH | 75.0% → 80.0% | 80.0% → 83.0% | 10% | 2.50% | 80.00% | 80.0% → 90.0% |
| wstETH | 65.0% → 75.0% | 72.0% → 79.0% | 10% | 7.00% | 300.00% | 45.0% |
Resources/References
