39
B
Moderate vol
27d agoMarket Risk
Volatility41.7% annual
Volatility Score47/100
Liquidity TVL$1.8B
Liquidity Score31/100
Route Slippage9907 bps
Vol Persistence0.991
Leverage Ratio0.79
Jump Intensity0.146/day
Risk-Free Rate3.69%
Structure
Categorylsd
IssuerLido
ChainArbitrum
Address0x5979d7b5...800529
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
LTV60.3%
APR3.89%
Max Borrow$14,057,564
Liquidation Price$1737.35
Liq. Probability0.04%
Break-Even Crash36.2%
Mean Liq. Slippage9907 bps
Total Repay$14,072,554
Monte Carlo Diagnostics
ConvergedYES
Iterations3
Paths16,384
Expected Loss0.000%
VaR 99%NaN%
CVaR 99%NaN%
Delta RC0.0000
Liq. Prob SE±0.002%