Related papers: Compound V3 Economic Audit Report
Value at risk and expected shortfall are increasingly popular tail risk measures in the financial risk management field. Both academia and financial institutions are working to improve tail risk forecasts in order to meet the requirements…
Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…
Mortgage risk assessment traditionally relies on structured financial data, which is often proprietary, confidential, and costly. In this study, we propose a novel multimodal deep learning framework that uses cost-free, publicly available,…
Credit default poses significant challenges to financial institutions and consumers, resulting in substantial financial losses and diminished trust. As such, credit default risk management has been a critical topic in the financial…
This paper addresses the challenges of data privacy and collaborative modeling in cross-institution financial risk analysis. It proposes a risk assessment framework based on federated learning. Without sharing raw data, the method enables…
The Rational Unified Process a software engineering process is gaining popularity nowadays. RUP delivers best software practices for component software Development life cycle It supports component based software development. Risk is…
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…
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…
As one of the main business models in the financial technology field, peer-to-peer (P2P) lending has disrupted traditional financial services by providing an online platform for lending money that has remarkably reduced financial costs.…
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,…
The rise of Decentralized Finance ("DeFi") on the Ethereum blockchain has enabled the creation of lending platforms, which serve as marketplaces to lend and borrow digital currencies. We first categorize the activity of lending platforms…
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid development of credit lending business for consumers heightens the need for trading portfolios formed by overdue loans as a…
This paper introduces CrossLink, a decentralized framework for secure cross-chain smart contract execution that effectively addresses the inherent limitations of contemporary solutions, which primarily focus on asset transfers and rely on…
Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and…
Blockchain technology has completely revolutionized the field of decentralized finance with the emergence of a variety of cryptocurrencies and digital assets. However, widespread adoption of this technology by governments and enterprises…
Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these…
Backtesting risk measures is a central task in financial regulation. While standard backtests evaluate whether a forecasting model is statistically consistent with observed losses, regulatory practice often requires assessing the…
Blockchain technology enables stakeholders to conduct trusted data sharing and exchange without a trusted centralized institution. These features make blockchain applications attractive to enhance trustworthiness in very different contexts.…
Financial sectors are rapidly adopting language model technologies, yet evaluating specialized RAG systems in this domain remains challenging. This paper introduces SMARTFinRAG, addressing three critical gaps in financial RAG assessment:…
Developing secure distributed systems is difficult, and even harder when advanced cryptography must be used to achieve security goals. Following prior work, we advocate using secure program partitioning to synthesize cryptographic…