Collateral Risk Model
Maximum Debt Ceiling (Risk Premium = 10%) is $70,000,000
Risk Premium at current Debt Exposure ($2,823,349) is 8.40%
Amount of dai debt to be eligible for liquidation relative to the price change of collateral asset. Horizontal axis present the $ price of an asset, while vertical axis represent the amount of dai debt liquidated. Vaults are eligible for liquidation after the most recent OSM price change pushes the user below the lowest required collateral ratio - Liquidation ratio. Note that because of how OSM price changes, vaults are rarely liquidated at exactly the liquidation ratio.
Last updated: 2021-07-23 12:45
Historical Risk Premium
This is a simulated risk premium based on collateral asset debt exposure, vault collateral ratio distribution, market liquidity and other factors.
Maximum Debt Ceiling (RP=10)
This chart shows the simulated maximum debt exposure for collateral assets at fixed risk premium of 10%.
Total Vaults Debt
The outstanding DAI debt of the vault type
We aggregate vault user’s positions by collateral ratios into buckets, in order to better understand price exposure and critical price points at which positions are eligible for liquidations. This is important in order to estimate the sold amount of assets and its relative slippage as an outcome of liquidated vaults.
On-chain Price Slippage
The slippage curve is an estimate of on-chain liquidity measured by 1inch dex aggregator; it shows what would the price change resulted to as a consequence of selling some amount of assets with a market order. Greater the liquidity across on-chain venues, smaller is the expected slippage.
Top 10 Wallet Holders
List of largest Ethereum accounts holding the asset. In many cases, the addresses belong to an on-chain protocol or centralized exchange and do not necessarily represent a single user.