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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

Credit allows a lender to loan out surplus capital to a borrower. In the traditional economy, credit bears the risk that the borrower may default on its debt, the lender hence requires upfront collateral from the borrower, plus interest fee…

Cryptography and Security · Computer Science 2021-03-23 Kaihua Qin , Liyi Zhou , Benjamin Livshits , Arthur Gervais

Decentralized Finance (DeFi) is reshaping traditional finance by enabling direct transactions without intermediaries, creating a rich source of open financial data. Layer 2 (L2) solutions are emerging to enhance the scalability and…

General Economics · Economics 2025-08-11 Nir Chemaya , Lin William Cong , Emma Jorgensen , Dingyue Liu , Luyao Zhang

Decentralized systems built around blockchain technology promise clients an immutable ledger. They add a transaction to the ledger after it undergoes consensus among the replicas that run a Proof-of-Stake (PoS) or Byzantine Fault-Tolerant…

Cryptography and Security · Computer Science 2025-08-08 Junchao Chen , Suyash Gupta , Alberto Sonnino , Lefteris Kokoris-Kogias , Mohammad Sadoghi

As data is an essential asset for any DeFi application, selecting an oracle is a critical decision for its success. To date, academic research has mainly focused on improving oracle technology and internal economics, while the drivers of…

Cryptography and Security · Computer Science 2026-03-26 Giulio Caldarelli

A transaction fee mechanism (TFM) is an essential component of a blockchain protocol. However, a systematic evaluation of the real-world impact of TFMs is still absent. Using rich data from the Ethereum blockchain, the mempool, and…

General Economics · Economics 2025-08-11 Yulin Liu , Yuxuan Lu , Kartik Nayak , Fan Zhang , Luyao Zhang , Yinhong Zhao

The prevalence of maximal extractable value (MEV) in the Ethereum ecosystem has led to a characterization of the latter as a dark forest. Studies of MEV have thus far largely been restricted to purely on-chain MEV, i.e., sandwich attacks,…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Lioba Heimbach , Vabuk Pahari , Eric Schertenleib

Current blockchain consensus protocols -- notably, Proof of Work (PoW) and Proof of Stake (PoS) -- deliver global agreement but exhibit structural constraints. PoW anchors security in heavy computation, inflating energy use and imposing…

Cryptography and Security · Computer Science 2025-12-11 Kyle Habib , Vladislav Kapitsyn , Giovanni Mazzeo , Faisal Mehrban

The evolving landscape of Decentralized Finance (DeFi) has raised critical security concerns, especially pertaining to Protocols for Loanable Funds (PLFs) and their dependency on price oracles, which are susceptible to manipulation. The…

Cryptography and Security · Computer Science 2024-01-17 Sanidhay Arora , Yingjiu Li , Yebo Feng , Jiahua Xu

The exploitation of smart contract vulnerabilities in Decentralized Finance (DeFi) has resulted in financial losses exceeding 3 billion US dollars. Existing defense mechanisms primarily focus on detecting and reacting to adversarial…

Cryptography and Security · Computer Science 2025-04-22 Shoupeng Ren , Lipeng He , Tianyu Tu , Di Wu , Jian Liu , Kui Ren , Chun Chen

As an integral part of the decentralized finance (DeFi) ecosystem, decentralized exchanges (DEXs) with automated market maker (AMM) protocols have gained massive traction with the recently revived interest in blockchain and distributed…

Trading and Market Microstructure · Quantitative Finance 2023-03-16 Jiahua Xu , Krzysztof Paruch , Simon Cousaert , Yebo Feng

We study the economics of transaction reverts on Ethereum rollups and show that they are not accidental failures but equilibrium outcomes of MEV strategies. Using execution traces from major L2s, we find that over 80% of reverted…

Cryptography and Security · Computer Science 2025-09-23 Krzysztof Gogol , Manvir Schneider , Claudio Tessone

Blockchain-based systems are frequently governed through tokens that grant their holders voting rights over core protocol functions and funds. The centralisation occurring in Decentralised Finance (DeFi) protocols' token-based voting…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Thomas Eisermann , Carlo Campajola , Claudio J. Tessone , Andreia Sofia Teixeira

On 15th September 2022, The Merge marked the Ethereum network's transition from computation-hardness-based consensus (proof-of-work) to a committee-based consensus mechanism (proof-of-stake). As a result, all the specialized hardware and…

Computational Engineering, Finance, and Science · Computer Science 2023-10-03 Lucianna Kiffer , Sophia Skorik , Yann Vonlanthen , Roger Wattenhofer

Price feeds of cryptocurrencies are essential for Decentralized Finance (DeFi) applications to realize fundamental trading and exchanging functionalities, which are retrieved from external price data sources such as exchanges and input to…

Cryptography and Security · Computer Science 2025-06-25 Dongbin Bai , Jiannong Cao , Yinfeng Cao , Long Wen , Milos Stojmenovic

Blockchain technology enables secure, transparent data management in decentralized systems, supporting applications from cryptocurrencies like Bitcoin to tokenizing real-world assets like property. Its scalability and sustainability hinge…

Cryptography and Security · Computer Science 2025-04-25 Zan-Kai Chong , Hiroyuki Ohsaki , Bryan Ng

As a fundamental technology of decentralized finance (DeFi), blockchain's ability to maintain a distributed fair ledger is threatened by manipulation of block/transaction order. In this paper, we propose a frontrunning block attack against…

Cryptography and Security · Computer Science 2022-05-23 Xinrui Zhang , Qin Wang , Rujia Li , Qi Wang

Since the Merge update upon which Ethereum transitioned to Proof of Stake, it has been touted that it resulted in lower power consumption and increased security. However, even if that is the case, can this state be sustained? In this paper,…

Computers and Society · Computer Science 2023-09-21 Kenji Saito , Yutaka Soejima , Toshihiko Sugiura , Yukinobu Kitamura , Mitsuru Iwamura

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

Decentralized Autonomous Organizations (DAOs) have emerged as a novel governance mechanism in blockchain ecosystems, particularly within Decentralized Finance (DeFi). By enabling token holders to propose and vote on protocol changes, these…

Cryptography and Security · Computer Science 2025-07-22 Johnnatan Messias , Vabuk Pahari , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau