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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

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 revolutionized lending by replacing intermediaries with algorithm-driven liquidity pools. However, existing platforms like Aave and Compound rely on static interest rate curves and collateral requirements…

Social and Information Networks · Computer Science 2025-04-29 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Pramod Viswanath

We coin the term *Protocols for Loanable Funds (PLFs)* to refer to protocols which establish distributed ledger-based markets for loanable funds. PLFs are emerging as one of the main applications within Decentralized Finance (DeFi), and use…

General Finance · Quantitative Finance 2020-10-16 Lewis Gudgeon , Sam M. Werner , Daniel Perez , William J. Knottenbelt

Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

Computer Science and Game Theory · Computer Science 2025-06-19 Massimo Bartoletti , Enrico Lipparini

As decentralized money market protocols continue to grow in value locked, there have been a number of optimizations proposed for improving capital efficiency. One set of proposals from Euler Finance and Mars Protocol is to have an interest…

Cryptography and Security · Computer Science 2023-07-26 Tarun Chitra , Peteris Erins , Kshitij Kulkarni

Decentralized finance (DeFi) is an integral component of the blockchain ecosystem, enabling a range of financial activities through smart-contract-based protocols. Traditional DeFi governance typically involves manual parameter adjustments…

Risk Management · Quantitative Finance 2025-05-08 Jiahua Xu , Yebo Feng , Daniel Perez , Benjamin Livshits

Decentralized lending protocols within the decentralized finance ecosystem enable the lending and borrowing of crypto-assets without relying on traditional intermediaries. Interest rates in these protocols are set algorithmically and…

Mathematical Finance · Quantitative Finance 2025-02-28 Bastien Baude , Damien Challet , Ioane Muni Toke

Effective risk management solutions become absolutely crucial when financial markets embrace distributed technology and decentralized financing (DeFi). This study offers a thorough survey and comparative analysis of the integration of…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-25 Akaash Vishal Hazarika , Mahak Shah , Swapnil Patil , Pradyumna Shukla

Decentralized Finance (DeFi) is a new financial industry built on blockchain technologies. Decentralized financial services have consequently increased the ability to lend, borrow, and invest in decentralized investment vehicles, allowing…

Portfolio Management · Quantitative Finance 2022-09-27 Hugo Inzirillo , Stanislas de Quenetain

The evolution of cryptocurrency and decentralized finance (DeFi) marks a significant shift in the financial landscape, making it more accessible, inclusive, and participative for various societal groups. However, this transition from…

General Finance · Quantitative Finance 2024-07-03 Amrutha Muralidhar , Muralidhar Lakkanna

The Internet of Value (IOV) with its distributed ledger technology (DLT) underpinning has created new forms of lending markets. As an integral part of the decentralised finance (DeFi) ecosystem, lending protocols are gaining tremendous…

Computers and Society · Computer Science 2022-12-20 Jiahua Xu , Nikhil Vadgama

Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…

Trading and Market Microstructure · Quantitative Finance 2023-12-05 Agostino Capponi , Garud Iyengar , Jay Sethuraman

Decentralized Finance (DeFi) is a new paradigm in the creation, distribution, and utilization of financial services via the integration of blockchain technology. Our research conducts a comprehensive introduction and meticulous…

Cryptography and Security · Computer Science 2023-12-04 Erya Jiang , Bo Qin , Qin Wang , Zhipeng Wang , Qianhong Wu , Jian Weng , Xinyu Li , Chenyang Wang , Yuhang Ding , Yanran Zhang

Decentralized Finance (DeFi) services are moving traditional financial operations to the Internet of Value (IOV) by exploiting smart contracts, distributed ledgers, and clever heterogeneous transactions among different protocols. The…

General Economics · Economics 2023-07-18 Teng Andrea Xu , Jiahua Xu

Decentralized Finance (DeFi) is a nascent set of financial services, using tokens, smart contracts, and blockchain technology as financial instruments. We investigate four possible drivers of DeFi returns: exposure to cryptocurrency market,…

Computational Finance · Quantitative Finance 2024-03-07 Florentina Şoiman , Guillaume Dumas , Sonia Jimenez-Garces

Decentralized Finance (DeFi) lending enables permissionless borrowing via smart contracts. However, it faces challenges in optimizing interest rates, mitigating bad debt, and improving capital efficiency. Rule-based interest-rate models…

Machine Learning · Computer Science 2025-06-03 Hanxiao Qu , Krzysztof Gogol , Florian Groetschla , Claudio Tessone

Decentralized Finance (DeFi) applications introduce novel financial instruments replicating and extending traditional ones through blockchain-based smart contracts. Among these applications, DeFi derivatives protocols enable the creation…

Computer Science and Game Theory · Computer Science 2026-05-05 Luca Pennella , Pietro Saggese , Fabio Pinelli , Letterio Galletta

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

Automated market makers (AMMs) are one of the most prominent decentralized finance (DeFi) applications. AMMs allow users to trade different types of crypto-tokens, without the need to find a counter-party. There are several implementations…

Formal Languages and Automata Theory · Computer Science 2023-06-22 Massimo Bartoletti , James Hsin-yu Chiang , Alberto Lluch-Lafuente
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