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Risk DAO
Analyzing risks in DeFi lending and borrowing protocols.
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Announcing The Risk Level Index
Announcing The Risk Level Index
A new feature in the bad-debt dashboard lets users compare economic risk levels of lending markets based on on-chain quantitative data.
Eitan Katchka
Nov 16, 2023
A complexity measure for smart contracts
A complexity measure for smart contracts
Measuring the complexity of a computer software can predict the expected testing and maintenance costs, as well as the likelihood for bugs.
Yaron Velner
Oct 17, 2023
A Smart Contract Formula for LTV ratio
A Smart Contract Formula for LTV ratio
Introduction
Yaron Velner
Jun 4, 2023
Breaking the Curve: The Impact of Stablecoin Depegging on Liquidity and Liquidations
Breaking the Curve: The Impact of Stablecoin Depegging on Liquidity and Liquidations
Stable coin liquidity heavily relies on the properties of Curve Finance’s stable swap formula. We ran our simulation model for liquidations…
Yaron Velner
Mar 22, 2023
Post mortem — USDC depegging effect on Gearbox lending
Post mortem — USDC depegging effect on Gearbox lending
USDC depegged over the weekend 10–12 Mar 2023 which caused severe turmoil across DeFi with implications on liquidation mechanisms…
nonstopTheo
Mar 17, 2023
Monitoring FUD with AI: Which DeFi Telegram Group Better Reflects Negative Sentiments?
Monitoring FUD with AI: Which DeFi Telegram Group Better Reflects Negative Sentiments?
2022 was littered with negative events in crypto, and many of them were intensively discussed over social media channels before the actual…
nonstopTheo
Feb 20, 2023
IRS — The Interest Rate Simulator
IRS — The Interest Rate Simulator
We are excited to announce the launch of the interest rate simulator tool that simulates the expected outcome for a given interest rate…
nonstopTheo
Dec 19, 2022
Maximizing Your Interest: The Key to Optimal Rates is Total Borrowing Size
Maximizing Your Interest: The Key to Optimal Rates is Total Borrowing Size
Tldr: In a new research paper, we show that current interest rate curves are not suitable for optimising lending market KPIs such as…
Yaron Velner
Dec 19, 2022
How I Could Drain an Entire Blockchain: Post Mortem on a Bug in Godwoken Chain
How I Could Drain an Entire Blockchain: Post Mortem on a Bug in Godwoken Chain
Last month, I accidentally found that it is possible to undo the effect of EVM reverts in the Godwoken blockchain. This would allow me to…
Yaron Velner
Nov 16, 2022
The Double Parachute Model: a mathematical model for using debt-backed stable coins as collaterals
The Double Parachute Model: a mathematical model for using debt-backed stable coins as collaterals
Debt-backed stable coins such as DAI, LUSD, sUSD and FRAX, are a source for passive yield in DeFi (e.g., as Curve LP, or in Yearn Vaults)…
Yaron Velner
Nov 7, 2022
Triple Layer Risk Analysis for Gearbox Lending Platform
Triple Layer Risk Analysis for Gearbox Lending Platform
⚠️ The Gearbox dashboard is live at http://gearbox.riskdao.org.
Yaron Velner
Oct 27, 2022
RiskDAO — Vision for Active Protocol Governance
RiskDAO — Vision for Active Protocol Governance
An introduction to RiskDAO’s approach to governance participation in DeFi protocols
nonstopTheo
Oct 25, 2022
On Insolvency — Tackling Bad Debt in DeFi
On Insolvency — Tackling Bad Debt in DeFi
Diving into the ins-and-outs of bad debt metrics in DeFi and how protocols deal with mitigating insolvency
Denis | MYSO
Sep 19, 2022
The risk of secondary markets for depegged collateral tokens | Moonwell Bug Disclosure
The risk of secondary markets for depegged collateral tokens | Moonwell Bug Disclosure
On August 1st, 2022 the Nomad bridge for the Moonbeam chain was hacked and several bridged assets such USDC.mad, ETH.mad, and WBTC.mad…
Yaron Velner
Sep 13, 2022
Risk DAO releases risk management dashboard for Aurigami Finance
Risk DAO releases risk management dashboard for Aurigami Finance
A new standard in risk analysis tools
Eitan Katchka
Sep 7, 2022
Analyzing Collateral Factors in Multi-Debt Lending Platforms
Analyzing Collateral Factors in Multi-Debt Lending Platforms
Background
Yaron Velner
Jul 18, 2022
Analyzing and Modeling Stability Pool Dynamics
Analyzing and Modeling Stability Pool Dynamics
Overview of the modeling approach and parametrization for stability pool mechanics in the Risk DAO stress test simulation environment.
R Koschig
Jun 28, 2022
Lesson Learned from Bad Debt Related Bugs
Lesson Learned from Bad Debt Related Bugs
In April 2022, the Inverse Finance lending platform was subject to a price oracle manipulation attack which resulted in over $15m of bad…
Yaron Velner
Jun 23, 2022
Introducing the “Bad Debt” Dashboard
Introducing the “Bad Debt” Dashboard
As part of our efforts to increase transparency around DeFi borrowing and lending protocols, we’ve just launched a new dashboard that…
Kolten
Jun 8, 2022
Vesta Finance: System Parameterization Risk Analysis
Vesta Finance: System Parameterization Risk Analysis
During the month of May 2022, Risk DAO was engaged to perform a risk analysis for Vesta Finance’s system parameters. The full report is…
Kolten
May 31, 2022
Using the RiskDAO simulation GUI
Using the RiskDAO simulation GUI
Understanding the parameters and outputs of RiskDAO’s framework to simulate lending market liquidation events
R Koschig
May 31, 2022
Introducing Risk DAO
Introducing Risk DAO
We’re excited to announce the launch of Risk DAO — a service DAO spearheaded by B.Protocol and 1kx that will focus on providing a new…
Kolten
May 25, 2022
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