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econ.GN2023★ 2 cited
Toxic Liquidation Spirals
Jakub Warmuz, Amit Chaudhary, Daniele Pinna
On November 22nd 2022, the lending platform AAVE v2 (on Ethereum) incurred bad debt resulting from a major liquidation event involving a single user who had borrowed close to $40M…
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…