#21·Gauntlet Risk Parameter Recommendation: Lower KSM Collateral Ratio

2yrs ago
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Gauntlet makes the following recommendations to optimize risk and capital efficiency for Karura:

Karura Recommendations:

  • We recommend lowering the minimum collateral ratio for KSM from 1.65 to 1.6.

Rationale: Since our last recommendations, Value at Risk (VaR) has remained at $1.7M. KAR’s VaR fell from $272k to $233k, while LKSM’s VaR rose from $1.4M to $1.5M. KSM’s VaR remains close to $0 despite having lowered its liquidation ratio twice last month. We recommend lowering the KSM collateral ratio so that users can mint more KSM-backed aUSD, which our simulations show has a low likelihood of increasing insolvency potential.

Dashboard:

The community should use Gauntlet’s Risk Dashboard to understand better the updated parameter suggestions and general market risk in Karura.

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