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defi-risk-modelling-awesome
Resources for the budding field of risk modelling and analysis in DeFi
https://github.com/engn33r/defi-risk-modelling-awesome
Last synced: 4 days ago
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Papers
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2021
- Presentation and Publication: Loss and Slippage in Networks of Automated Market Makers
- Replicating Market Makers
- A Note on Privacy in Constant Function Market Makers
- Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
- Optimal Fees for Geometric Mean Market Makers
- Replicating Monotonic Payoffs Without Oracles
- A Note on Privacy in Constant Function Market Makers
- Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
- Optimal Fees for Geometric Mean Market Makers
- Presentation and Publication: Loss and Slippage in Networks of Automated Market Makers
- Replicating Market Makers
- Replicating Monotonic Payoffs Without Oracles
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2019
- An analysis of Uniswap markets - Tang Kao, Rei Chiang, Charlie Noyes, Tarun Chitra
- (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks - Mundt, Andreea Minca
- An analysis of Uniswap markets - Tang Kao, Rei Chiang, Charlie Noyes, Tarun Chitra
- (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks - Mundt, Andreea Minca
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2020
- Competitive equilibria between staking and on-chain lending
- Improved Price Oracles: Constant Function Market Makers
- When does the tail wag the dog? Curvature and market making
- While Stability Lasts: A Stochastic Model of Non-Custodial Stablecoins - Mundt, Andreea Minca
- Why Stake When You Can Borrow?
- Competitive equilibria between staking and on-chain lending
- Improved Price Oracles: Constant Function Market Makers
- When does the tail wag the dog? Curvature and market making
- While Stability Lasts: A Stochastic Model of Non-Custodial Stablecoins - Mundt, Andreea Minca
- Why Stake When You Can Borrow?
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2022
- A Framework for Single-Item NFT Auction Mechanism Design
- A multi-asset, agent-based approach applied to DeFi lending protocol modelling
- Automated Market Making and Loss-Versus-Rebalancing
- Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Blockchain Fee Markets
- Optimal Routing for Constant Function Market Makers
- Toxic Liquidation Spirals
- TWAP Oracle Attacks: Easier Done than Said?
- A Framework for Single-Item NFT Auction Mechanism Design
- A multi-asset, agent-based approach applied to DeFi lending protocol modelling
- Dynamic Pricing for Non-fungible Resources: Designing Multidimensional Blockchain Fee Markets
- Optimal Routing for Constant Function Market Makers
- Toxic Liquidation Spirals
- TWAP Oracle Attacks: Easier Done than Said?
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2023
- A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
- An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
- Attacks on Dynamic DeFi Interest Rate Curves
- The Pricing And Hedging Of Constant Function Market Makers
- The Principal–Agent Problem in Liquid Staking
- When Bidders Are DAOs
- A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
- An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
- Attacks on Dynamic DeFi Interest Rate Curves
- Automated Market Making and Arbitrage Profits in the Presence of Fees
- Blockchain scaling and liquidity concentration on decentralized exchanges
- Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
- Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance - Thomas N. Cintra, Maxwell P. Holloway
- FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
- Automated Market Making and Arbitrage Profits in the Presence of Fees
- Blockchain scaling and liquidity concentration on decentralized exchanges
- Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
- Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance - Thomas N. Cintra, Maxwell P. Holloway
- FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
- Fragmentation and optimal liquidity supply on decentralized exchanges
- Mitigating Decentralized Finance Liquidations with Reversible Call Options
- Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data - Mundt, Lewis Gudgeon
- The Geometry of Constant Function Market Makers
- Fragmentation and optimal liquidity supply on decentralized exchanges
- Mitigating Decentralized Finance Liquidations with Reversible Call Options
- Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data - Mundt, Lewis Gudgeon
- The Geometry of Constant Function Market Makers
- The Pricing And Hedging Of Constant Function Market Makers
- The Principal–Agent Problem in Liquid Staking
- When Bidders Are DAOs
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2024
- Agents' Behavior and Interest Rate Model Optimization in Defi Lending
- An Analysis of Intent-Based Markets
- am-AMM: An Auction-Managed Automated Market Maker
- Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
- Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
- Shill-Proof Auctions
- Shill-Proof Auctions
- Agents' Behavior and Interest Rate Model Optimization in Defi Lending
- An Analysis of Intent-Based Markets
- am-AMM: An Auction-Managed Automated Market Maker
- Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
- Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
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Research from Risk Modelling Firms
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Tools
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2024
- Euler Oracle Manipulation Tool
- Chaos Lab Uniswap v3 Oracle Manipulation Risk
- Agent Buttercup simulation engine
- Euler Oracle Manipulation Tool
- Chaos Lab Uniswap v3 Oracle Manipulation Risk
- Agent Buttercup simulation engine
- Curve simulation tool
- Curve stablecoin simulation tool
- DELV agent-based simulation tool
- option 1 - simulator), [option 3](https://github.com/DefiLab-xyz/uniswap-v3-simulator)
- Curve simulation tool
- Curve stablecoin simulation tool
- DELV agent-based simulation tool
- option 1 - simulator), [option 3](https://github.com/DefiLab-xyz/uniswap-v3-simulator)
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Programming Languages