37
B
Moderate vol
27d agoMarket Risk
Volatility44.4% annual
Volatility Score41/100
Liquidity TVL$760.3M
Liquidity Score40/100
Route Slippage635 bps
Vol Persistence0.979
Leverage Ratio0.62
Jump Intensity0.178/day
Risk-Free Rate3.69%
Structure
Categorynative
ChainEthereum
Address0xc02aaa39...756cc2
Historical Charts
Liquidation Slippage by Position Size
Estimated execution slippage (bps) when liquidating collateral of a given USD size via on-chain swap routes.
Loan Terms
LTV60.8%
APR3.93%
Max Borrow$11,449,841
Liquidation Price$1380.99
Liq. Probability0.04%
Break-Even Crash36.1%
Mean Liq. Slippage2634 bps
Total Repay$11,462,185
Monte Carlo Diagnostics
ConvergedYES
Iterations3
Paths16,384
Expected Loss0.000%
VaR 99%NaN%
CVaR 99%NaN%
Delta RC0.0000
Liq. Prob SE±0.002%