2 papers
q-fin.TR2023
Blockchain scaling and liquidity concentration on decentralized exchanges
Basile Caparros, Amit Chaudhary, Olga Klein
Liquidity providers (LPs) on decentralized exchanges (DEXs) can protect themselves from adverse selection risk by updating their positions more frequently. However, repositioning i…
econ.GN2022
A multi-asset, agent-based approach applied to DeFi lending protocol modelling
Amit Chaudhary, Daniele Pinna
We assess the market risk of the DeFi lending protocols using a multi-asset agent-based model to simulate ensembles of users subject to price-driven liquidation risk. Our multi-ass…