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A multi-asset, agent-based approach applied to DeFi lending protocol modelling

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arxiv 2211.08870 v2 pith:2GZIGSMA submitted 2022-11-16 econ.GN q-fin.EC

classification econ.GNq-fin.EC
keywords protocolriskagent-basedliquidationmulti-assetdefilendingmarket
verification ladder T0 review T1 audit T2 compute T3 formal
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We assess the market risk of the DeFi lending protocols using a multi-asset agent-based model to simulate ensembles of users subject to price-driven liquidation risk. Our multi-asset methodology shows that the protocol's systemic risk is small under stress and that enough collateral is always present to underwrite active loans. Our simulations use a wide variety of historical data to model market volatility and run the agent-based simulation to show that even if all the assets like ETH, BTC and MATIC increase their hourly volatility by more than ten times, the protocol carries less than 0.1\% default risk given suggested protocol parameter values for liquidation loan-to-value ratio and liquidation incentives.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops

    q-fin.TR 2026-08 conditional novelty 6.0 of 10

    A formal on-chain credit architecture for leveraged event markets, with a synthetic stress test showing layered protection reduces but does not eliminate senior-lender loss and bonded market-maker capacity can expand risk.

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