3 citations · 4 across the 5 of their papers we have counts for
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q-fin.RM2025
Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
Erum Iftikhar, Wei Wei, John Cartlidge
Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have…
q-fin.RM2012
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model
Gechun Liang, Eva Lütkebohmert, Wei Wei
We propose a unified structural credit risk model incorporating both insolvency and illiquidity risks, in order to investigate how a firm's default probability depends on the liqui…