📼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%)