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token-risk-evaluation

Token Rating

Rate Collateral Factor Comment
A+ 95% Stable Coins
A 90% Algorithm Stable coins
A- 85%
B+ 75%
B 70% Chain Coins
B- 65%
C+ 55% Popular Tokens
C 50% Popular Tokens
C- 45%

Adjustment due to Smart Contract

  • deployment date, less than 2 years, -5%
  • unlocked contract, -5%

Adjustment due to Liquidation Risk

  • TVL in ref.finance
    • more than 10M, -0%
    • [5M, 10M], -5%
    • [1M, 5M], -10%
    • less than 1M, -15%
token Level basic CF deployment locking LR ADJ
usdc A+ 95% -0% -0% 10M+ -0%
usdt A+ 95% -0% -0% 10M+ -0%
dai A+ 95% -0% -0% 2.2M -10%
frax A 90% -0% -0% 4.6M -10%
btc B+ 75% -0% -0% 0.8M -15%
eth B+ 75% -0% -0% 1M -10%
near B 70% -0% -0% 10M+ -0%
woo C+ 55% -0% -0% 0.006M -15%
aurora C+ 55% -0% -0% 0.6M -15%
ref C 50% -0% -0% 4.23M -10%

Adjustment due to Market Risk

  • Market Cap
    • 10000M <= MC, +5%
    • 1000M < MC < 10000M, +0%
    • MC <= 1000M, -5%
  • Average Volume
    • 50M <= AV, +5%
    • 5M < AV < 50M, +0%
    • AV <= 5M, -5%
  • Normalized Volatility
    • NV < 0.025, +5%
    • 0.025 <= NV < 0.064, +0%
    • 0.064 <= NV, -5%

The volatility risk is based on the normalised fluctuations in the token price and is calculated as the standard deviation of the logarithmic returns:

$$ \sigma[ln(\frac{close(t+1)}{close(t)})] $$

​This metric is in line with industry standards used by Bitmex or Gauntlet.
These values should be assessed at the following intervals: 1 week, 1 month, 3 months, 6 months, and 1 year.

token Market-Cap ADJ Day Volume ADJ NV ADJ
usdc 32448M +5% 4573M +5% 0.000014 +5%
usdt 104578M +5% 34589M +5% 0.000055 +5%
dai 4917M +0% 239M +5% 0.000704 +5%
frax 647M -5% 5.48M +0% 0.001685 +5%
btc 1385231M +5% 17295M +5% 0.369959 -5%
eth 433812M +5% 10778M +5% 0.292461 -5%
near 7435M +0% 264M +5% 0.620237 -5%
woo 823M -5% 16M +0% 0.444674 -5%
aurora 168M -5% 1M -5% 0.727746 -5%
ref 15M -5% 0.08M -5% 0.708197 -5%

Actual Collateral Factor

scope: [30%, 95%]
liquidity staking token:
[-5%, -10%]
Adjustment due to subject opinion of team:
[-10%, +10%]

token basic CF SC LR Market Subject ACF
usdc 95% -0% -0% +15% 0% 95%
usdt 95% -0% -0% +15% 0% 95%
dai 95% -0% -10% +10% 0% 95%
frax 90% -0% -10% +0% 0% 80%
btc 75% -0% -15% +5% +10% 75%
eth 75% -0% -10% +5% +5% 75%
near 70% -0% -0% -0% 0% 75%
woo 55% -0% -15% -10% +20% 50%
aurora 55% -0% -15% -15% +15% 40%
ref 50% -0% -10% -15% +15% 40%

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