Risk Terminal Report 2021-12-31 to 2022-01-09
Executive Summary
VaR dropped by almost 50% across lending platforms due to high volatility falling out-of-sample and shrinking balance sheet. Compound VaR remains elevated compared to Aave.
For Aave drop in LCR was significant mainly due to slump in token price. Compound LCR remained stable.
From a Macro perspective the DeFi market remains unstable driven by decline in "blue chips" prices, same pattern is expected to continue.
Detailed Report
Last updated