📼Asset Parameters
Risk Management Parameters were calculated in partnership with Gauntlet, the leading quantitative risk management firm in the space.
Risk Parameters
MHF = Maximum Health Factor (Global). This is used for partial liquidations. When a position is liquidated, 1.25 is the maximum health factor (collateralization ratio) that a liquidator is permitted to reach
LB = Liquidation Bonus, bonus that liquidator will get.
SF = Supply Factor.
BF = Borrow Factor.
Ethereum
| Asset | MHF | LB | SF | BF | Supply Cap | Borrow Cap |
|---|---|---|---|---|---|---|
USDC | 1.25 | 1.064 | 80% | 100% | 1,232,000,000 | 1,106,000,000 |
USDT | 1.25 | 1.061 | 78% | 98% | 420,000,000 | 350,000,000 |
wBTC | 1.25 | 1.065 | 73% | 88% | 30,100 | 4,600 |
wETH | 1.25 | 1.072 | 76% | 88% | 600,000 | 469,000 |
wstETH | 1.25 | 1.082 | 75% | 88% | 600,000 | 24,000 |
weETH | 1.25 | 1.071 | 74% | 89% | 2000 | 1600 |
Arbitrum
| Asset | MHF HF | LB | SF | BF | Supply Cap | Borrow Cap |
|---|---|---|---|---|---|---|
ARB | 1.25 | 1.121 | 60% | 60% | 14,000,000 | 11,550,000 |
USDC | 1.25 | 1.064 | 80% | 100% | 1,232,000,000 | 1,106,000,000 |
USDT | 1.25 | 1.076 | 78% | 100% | 35,000,000 | 24,500,000 |
wBTC | 1.25 | 1.084 | 73% | 90% | 2,940 | 780 |
wETH | 1.25 | 1.069 | 76% | 90% | 49,000 | 28,000 |
wstETH | 1.25 | 1.085 | 75% | 90% | 31,500 | 1,680 |
Optimism
| Asset | MHF | LB | SF | BF | Supply Cap | Borrow Cap |
|---|---|---|---|---|---|---|
OP | 1.25 | 1.121 | 40% | 59% | 7,000,000 | 350,000 |
USDC | 1.25 | 1.064 | 80% | 100% | 1,232,000,000 | 1,106,000,000 |
USDT | 1.25 | 1.076 | 78% | 98% | 17,500,000 | 11,200,000 |
wBTC | 1.25 | 1.089 | 73% | 88% | 840 | 175 |
wETH | 1.25 | 1.072 | 76% | 88% | 25,130 | 13,820 |
wstETH | 1.25 | 1.087 | 75% | 88% | 24,150 | 1,050 |
Interest Rate Parameters
Ethereum
Asset | Kinks | Rates |
USDC | (0%, 80%, 100%) | (0%, 5%, 105%) |
USDT | (0%, 80%, 100%) | (0%, 5%, 105%) |
WBTC | (0%, 45%, 100%) | (0%, 4%, 304%) |
WETH | (0%, 80%, 100%) | (0%, 3.3%, 103.3%) |
wstETH | (0%, 45%, 100%) | (0%, 4.75%, 104.75%) |
weETH | (0%, 45%, 100%) | (0%, 4.75%, 304.75%) |
Arbitrum
Asset | Kinks | Rates |
ARB | (0%, 45%, 100%) | (0%, 7%, 307%) |
USDC | (0%, 80%, 100%) | (0%, 5%, 105%) |
USDT | (0%, 80%, 100%) | (0%, 5%, 105%) |
WBTC | (0%, 45%, 100%) | (0%, 4%, 304%) |
WETH | (0%, 80%, 100%) | (0%, 3.3%, 103.3%) |
wstETH | (0%, 45%, 100%) | (0%, 4.75%, 104.75%) |
Optimism
Asset | Kinks | Rates |
OP | (0%, 45%, 100%) | (0%, 7%, 307%) |
USDC | (0%, 80%, 100%) | (0%, 5%, 105%) |
USDT | (0%, 80%, 100%) | (0%, 5%, 105%) |
WBTC | (0%, 45%, 100%) | (0%, 4%, 304%) |
WETH | (0%, 80%, 100%) | (0%, 3.3%, 103.3%) |
wstETH | (0%, 45%, 100%) | (0%, 4.75%, 104.75%) |
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