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Stablecoins are digital assets designed to maintain a stable value, typically pegged to traditional currencies. Despite their growing prominence, many stablecoins have struggled to consistently meet stability expectations, and their…

密码学与安全 · 计算机科学 2025-05-07 Francesco De Sclavis , Giuseppe Galano , Aldo Glielmo , Matteo Nardelli

Stablecoins - crypto tokens whose value is pegged to a real-world asset such as the US Dollar - are an important component of the DeFi ecosystem as they mitigate the impact of token price volatility. In crypto-backed stablecoins, the peg is…

密码学与安全 · 计算机科学 2024-05-15 Bretislav Hajek , Daniel Reijsbergen , Anwitaman Datta , Jussi Keppo

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…

交易与市场微观结构 · 定量金融 2022-06-08 Michael Darlin , Georgios Palaiokrassas , Leandros Tassiulas

Decentralized Finance (DeFi), in which digital assets are exchanged without trusted intermediaries, has grown rapidly in value in recent years. The global DeFi ecosystem is fragmented into multiple blockchains, fueling the demand for…

密码学与安全 · 计算机科学 2024-10-16 Daniël Reijsbergen , Bretislav Hajek , Tien Tuan Anh Dinh , Jussi Keppo , Henry F. Korth , Anwitaman Datta

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…

计算机科学与博弈论 · 计算机科学 2026-05-05 Luca Pennella , Pietro Saggese , Fabio Pinelli , Letterio Galletta

This paper discusses a decentralized finance (DeFi) application called MakerDAO. The Maker Protocol, built on the Ethereum blockchain, enables users to create and hold currency. Current elements of the Maker Protocol are the Dai stable…

计算金融 · 定量金融 2022-11-01 Jason Chen , Kathy Fogel , Kose John

Stablecoins are a class of cryptocurrencies which aim at providing consistency and predictability, typically by pegging the token's value to that of a real world asset. Designing resilient decentralized stablecoins is a challenge, and…

计算机科学与博弈论 · 计算机科学 2024-10-30 Nicholas Strohmeyer , Sriram Vishwanath , David Fridovich-Keil

Decentralized finance (DeFi) lacks centralized oversight, often resulting in heightened volatility. In contrast, centralized finance (CeFi) offers a more stable environment with institutional safeguards. Institutional backing can play a…

计算金融 · 定量金融 2025-12-23 Ihlas Sovbetov

Decentralized Autonomous Organization (DAO) is very popular in Decentralized Finance (DeFi) applications as it provides a decentralized governance solution through blockchain. We analyze the governance characteristics in the Maker protocol,…

密码学与安全 · 计算机科学 2023-03-24 Xiaotong Sun , Charalampos Stasinakis , Georigios Sermpinis

Stablecoins serve as the fundamental infrastructure for Decentralised Finance (DeFi), acting as the primary bridge between fiat currencies and the digital asset ecosystem. While peg stability is well-documented, the structural role…

计算工程、金融与科学 · 计算机科学 2026-03-25 Elliot Jones , Toshiko Matsui , William Knottenbelt

We develop a model of stable assets, including non-custodial stablecoins backed by cryptocurrencies. Such stablecoins are popular methods for bootstrapping price stability within public blockchain settings. We derive fundamental results…

交易与市场微观结构 · 定量金融 2023-03-31 Ariah Klages-Mundt , Andreea Minca

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…

综合经济学 · 经济学 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

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…

密码学与安全 · 计算机科学 2021-06-28 Bowen Liu , Pawel Szalachowski , Jianying Zhou

The Holy Grail of a decentralised stablecoin is achieved on rigorous mathematical frameworks, obtaining multiple advantageous proofs: stability, convergence, truthfulness, faithfulness, and malicious-security. These properties could only be…

密码学与安全 · 计算机科学 2019-09-18 David Cerezo Sánchez

Stablecoins, which are primarily intended to function as a global reserve of value are insubstantial in their design and present many failure points. The primary mechanism to enable these coins to hold on to a fixed value is by backing them…

计算机科学与博弈论 · 计算机科学 2024-09-01 Souradeep Das , Revathi Venkataraman

As of August 2022, blockchain-based assets boast a combined market capitalisation exceeding one trillion USD, among which the most prominent are the decentralised autonomous organisation (DAO) tokens associated with decentralised finance…

综合经济学 · 经济学 2025-05-08 Teng Andrea Xu , Jiahua Xu , Kristof Lommers

Stablecoins have turned out to be the "killer" use case of the growing digital asset space. However, risk management frameworks, including regulatory ones, have been largely absent. In this paper, we address the critical question of…

An algorithmic stablecoin is a type of cryptocurrency managed by algorithms (i.e., smart contracts) to dynamically minimize the volatility of its price relative to a specific form of asset, e.g., US dollar. As algorithmic stablecoins have…

密码学与安全 · 计算机科学 2021-01-22 Wenqi Zhao , Hui Li , Yuming Yuan

Our study provides a survey on how existing stablecoins-- cryptocurrencies aiming at price stabilization-- peg their value to other assets, from the perspective of Decentralized Payment Systems (DPSs). This attempt is important because…

密码学与安全 · 计算机科学 2020-06-23 Makiko Mita , Kensuke Ito , Shohei Ohsawa , Hideyuki Tanaka

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…

社会与信息网络 · 计算机科学 2023-03-03 Shuai Yang , Wei Cui
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