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Auction Type Resolution on Smart Derivatives

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arxiv 2102.10099 v1 pith:NWXLS5KS submitted 2021-02-06 q-fin.TR

Auction Type Resolution on Smart Derivatives

classification q-fin.TR
keywords derivativessmartauctionresolutiontypecontractsdefinediscussed
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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This paper proposes an auction type resolution for smart derivatives. It has been discussed to migrate derivatives contracts to smart contracts (smart derivatives). Automation is often discussed in this context. It is also important to prepare to avoid disputes from practical perspectives. There are controversial issues to terminate the relationship at defaults. In OTC derivative markets, master agreements define a basic policy for the liquidation process but there happened some disputes over these processes. We propose to define an auction type resolution in smart derivatives, which each participant would find beneficial.

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