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With the development of decentralized finance (DeFi), lending protocols have been increasingly proposed in the market. A comprehensive and in-depth evaluation of lending protocol is essential to the DeFi market participants. Due to the…

Social and Information Networks · Computer Science 2023-03-03 Shuai Yang , Wei Cui

We provide an overview of decentralized protocols like Compound and Aave that offer collateralized loans for cryptoasset investors. Compound and Aave are two of the most important application in the decentralized finance (DeFi) ecosystem.…

General Finance · Quantitative Finance 2021-08-02 Carlos Castro-Iragorri , Julian Ramirez , Sebastian Velez

Decentralized Finance (DeFi) is a rapidly evolving segment of blockchain technology that enables a transformative approach to financial services through Web3 applications. By leveraging smart contracts, DeFi allows developers to build…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-01 Ignat Melnikov , Roman Vlasov , Vladimir Gorgadze , Andrey Seoev , Yury Yanovich

This work explores the formation and propagation of systemic risks across traditional finance (TradFi) and decentralized finance (DeFi), offering a comparative framework that bridges these two increasingly interconnected ecosystems. We…

Risk Management · Quantitative Finance 2025-08-19 Sabrina Aufiero , Silvia Bartolucci , Fabio Caccioli , Pierpaolo Vivo

Decentralized finance (DeFi) protocols now intermediate over USD 100 billion in value, including regulated stablecoins and tokenized assets deployed as collateral, yet no widely adopted framework operationalizes risk assessment at the rigor…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-07 Eva Oberholzer , Valeriy Zamaraiev

Decentralized finance (DeFi) borrowing and lending platforms are crucial to the decentralized economy, involving two main participants: lenders who provide assets for interest and borrowers who offer collateral exceeding their debt and pay…

Computational Engineering, Finance, and Science · Computer Science 2024-07-16 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Chi Jin , Sanjeev Kulkarni , Pramod Viswanath

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh

This paper presents a pioneering approach for simulation of economic activity, policy implementation, and pricing of goods in token economies. The paper proposes a formal analysis framework for wealth distribution analysis and simulation of…

General Finance · Quantitative Finance 2024-01-17 Rem Sadykhov , Geoffrey Goodell , Denis de Montigny , Martin Schoernig , Philip Treleaven

Recently emerging Decentralized Finance (DeFi) takes the promise of cryptocurrencies a step further, leveraging their decentralized networks to transform traditional financial products into trustless and transparent protocols that run…

Cryptography and Security · Computer Science 2021-06-28 Bowen Liu , Pawel Szalachowski , Jianying Zhou

Decentralized Finance (DeFi) money markets have seen explosive growth in recent years, with billions of dollars borrowed in various cryptocurrency assets. Key to the safety of money markets is the implementation of interest rates that…

Risk Management · Quantitative Finance 2024-07-16 Yuval Boneh

DeFi, or Decentralized Finance, is based on a distributed ledger called blockchain technology. Using blockchain, DeFi may customize the execution of predetermined operations between parties. The DeFi system use blockchain technology to…

Cryptography and Security · Computer Science 2023-04-27 Wenkai Li , Jiuyang Bu , Xiaoqi Li , Hongli Peng , Yuanzheng Niu , Yuqing Zhang

Decentralized Finance (DeFi) platforms are often governed by Decentralized Autonomous Organizations (DAOs) which are implemented via governance protocols. Governance tokens are distributed to users of the platform, granting them voting…

Cryptography and Security · Computer Science 2023-08-09 Maya Dotan , Aviv Yaish , Hsin-Chu Yin , Eytan Tsytkin , Aviv Zohar

Decentralised Finance (DeFi) applications constitute an entire financial ecosystem deployed on blockchains. Such applications are based on complex protocols and incentive mechanisms whose financial safety is hard to determine. Besides,…

Software Engineering · Computer Science 2022-09-19 Massimo Bartoletti , James Chiang , Tommi Junttila , Alberto Lluch Lafuente , Massimiliano Mirelli , Andrea Vandin

Decentralized Finance (DeFi) is a prominent application of smart contracts, representing a novel financial paradigm in contrast to centralized finance. While DeFi applications are rapidly emerging on mainstream blockchain platforms, their…

Software Engineering · Computer Science 2024-01-12 Wei Ma , Chenguang Zhu , Ye Liu , Xiaofei Xie , Yi Li

Asset custody is a core financial service in which the custodian holds in-safekeeping assets on behalf of the client. Although traditional custody service is typically endorsed by centralized authorities, decentralized custody scheme has…

Cryptography and Security · Computer Science 2021-07-14 Zhaohua Chen , Guang Yang

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

Computer Science and Game Theory · Computer Science 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari

Decentralized exchanges (DEXs) form a cornerstone of the decentralized finance (DeFi) ecosystem, processing token trades worth billions of dollars daily. Yet, a significant fraction of these trades are suboptimal: alternative routing paths…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Yu Zhang , Claudio J. Tessone

Permissionless blockchains offer an information environment where users can interact privately without fear of censorship. Financial services can be programmatically coded via smart contracts to automate transactions without the need for…

General Finance · Quantitative Finance 2022-12-13 Kanis Saengchote

To non-experts, the traditional Centralized Finance (CeFi) ecosystem may seem obscure, because users are typically not aware of the underlying rules or agreements of financial assets and products. Decentralized Finance (DeFi), however, is…

General Finance · Quantitative Finance 2021-06-17 Kaihua Qin , Liyi Zhou , Yaroslav Afonin , Ludovico Lazzaretti , Arthur Gervais

Decentralized finance (DeFi) is known for its unique mechanism design, which applies smart contracts to facilitate peer-to-peer transactions. The decentralized bank is a typical DeFi application. Ideally, a decentralized bank should be…

General Economics · Economics 2025-08-11 Yufan Zhang , Zichao Chen , Yutong Sun , Yulin Liu , Luyao Zhang