36
B
Moderate vol
27d agoMarket Risk
Volatility41.5% annual
Volatility Score42/100
Liquidity TVL$337.2M
Liquidity Score43/100
Route Slippage4979 bps
Vol Persistence0.989
Leverage Ratio0.52
Jump Intensity0.172/day
Risk-Free Rate3.69%
Structure
Categorynative
ChainArbitrum
Address0x82af4944...3fbab1
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
LTV62.3%
APR3.90%
Max Borrow$11,720,164
Liquidation Price$1413.58
Liq. Probability0.04%
Break-Even Crash34.6%
Mean Liq. Slippage7194 bps
Total Repay$11,732,689
Monte Carlo Diagnostics
ConvergedYES
Iterations3
Paths16,384
Expected Loss0.000%
VaR 99%NaN%
CVaR 99%NaN%
Delta RC0.0000
Liq. Prob SE±0.002%