Crypto Based P2P Lending: Batch Liquidation (video)
Crypto Based P2P Lending: Batch Liquidation
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- 4.7 Rating
- 2 Reviews
- 18 Students Enrolled
Crypto Based P2P Lending: Batch Liquidation
Peer to peer lending backed by cryptos is prone to liquidations in batches.
-
- 4.7 Rating
- 2 Reviews
- 18 Students Enrolled
Courselet Content
2 components
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13 min | |
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Crypto Based P2P Lending: Batch Liquidation (pdf)
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2.7 M |
Requirements
- None
General Overview
Description
We study the peer to peer lending backed by cryptos. There exist examples in crypto P2P lending that the collateral price goes to zero in a very short period of time. Serval factors cause this:
1. the collateral is very volatile
2. the liquidation is automatic
3. multiple contracts with the same health factor (Loan-to-Value ratio) exist and tend to be liquidated together.
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Meet the instructors !
About the Instructor
Research Interest:
- Robust hedging and trading methods
- Cryptocurrency derivatives
- Quantitative finance
Work in Progress
- Hedging Cryptos with Bitcoin Futures
- Crypto-backed Peer-to-Peer Lending
- On dynamics of CP2P Interest Rate