[V] SOLVENCY
Delta-Neutral & Peg Stability
2 patterns · 2 findings · $7M+
HIGH
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Severity
CRITICAL
0
HIGH
2
MEDIUM
0
LOW
0
CLOSED
0
Pool
$7M+
BowerScore Avg
53/100 · 2 findings
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OVERVIEW
PATTERNS
FINDINGS
TREDNALS
[V] SOLVENCY
Delta-Neutral & Peg Stability
Stats
Patterns:
2
Findings:
2
Pool:
$7M+
Highest:
HIGH
BowerScore:
53/100
Attack Patterns (2)
SV-001
· Delta-Neutral Drift ·
HIGH
SV-002
· Peg Deviation ·
HIGH
Linked Findings (2)
SUB012
· Ethena USDe Drift ·
HIGH
[ACTIVE]
LF52
· Morpho Debt Helix ·
HIGH
[ACTIVE]
TREDNALS NOTE
Synthetic stablecoin solvency gaps under extreme funding rates. Delta-neutral is only neutral at the margin - model the extremes.
Sovereign
gamma1=14.134725141734693 · Day 91 · EOSE Labs
gamma1=14.134725141734693 · SOLVENCY DOMAIN