Cover Image

Compound V3 Economic Audit Report

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ghosh, Rik, Gupta, Samrat, Datta, Arka, Nag, Abhimanyu, Sinha, Sudipan
Format:	Preprint
Published:	2024
Subjects:	Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On-Chain Credit Risk Score in Decentralized Finance
by: Ghosh, Rik, et al.
Published: (2024)

Economic Security of Multiple Shared Security Protocols
by: Nag, Abhimanyu, et al.
Published: (2025)

Multi Agent Influence Diagrams for DeFi Governance
by: Nag, Abhimanyu, et al.
Published: (2024)

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
by: Iftikhar, Erum, et al.
Published: (2025)

Assessment of Rainfall Forecasts and Flood Risk in a Coastal Urban Catchment Considering Different Urban Canopy Scenarios
by: Mousumi Ghosh, et al.
Published: (2025)

Economic Exposure of Canadian Residential Properties to Flooding
by: Gabriel Morin, et al.
Published: (2025)

Understanding the Effect of Market Risks on New Pension System and Government Responsibility
by: Das, Sourish, et al.
Published: (2024)

Provisions and Economic Capital for Credit Losses
by: Bastide, Dorinel, et al.
Published: (2024)

Explainable Risk Classification in Financial Reports
by: Tan, Xue Wen, et al.
Published: (2024)

Rainstorm Flood Risk Assessment in the China–Pakistan Economic Corridor Under Different Shared Socioeconomic Pathways of the 21st Century
by: Mengting Liu, et al.
Published: (2026)

Correction to “Rainstorm Flood Risk Assessment in the China–Pakistan Economic Corridor Under Different Shared Socioeconomic Pathways of the 21st Century”
Published: (2026)

On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by: Wen, Limin, et al.
Published: (2024)

Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
by: Acebes, Fernando, et al.
Published: (2024)

Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
by: Acebes, Fernando, et al.
Published: (2024)

Uncertainty and financial market resilience: Evidence from China
by: Wei, Si-Yao, et al.
Published: (2024)

Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
by: Hooda, Soumil, et al.
Published: (2024)

Risk spillovers between the BRICS and the U.S. staple grain futures markets
by: Shao, Ying-Hui, et al.
Published: (2024)

Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
by: Bairakdar, Roba, et al.
Published: (2024)

Improving Estimation of Portfolio Risk Using New Statistical Factors
by: Liu, Xialu, et al.
Published: (2024)

On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
by: Pu, Tong, et al.
Published: (2024)

Worst-cases of distortion riskmetrics and weighted entropy with partial information
by: Zuo, Baishuai, et al.
Published: (2024)

Self-protection and insurance demand with convex premium principles
by: Li, Qiqi, et al.
Published: (2024)

Resilience Analysis of Multi-modal Logistics Service Network Through Robust Optimization with Budget-of-Uncertainty
by: Pang, Yaxin, et al.
Published: (2024)

The checkerboard copula and dependence concepts
by: Lin, Liyuan, et al.
Published: (2024)

Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by: Ghossoub, Mario, et al.
Published: (2024)

Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
by: Rehman, Shafique Ur, et al.
Published: (2024)

Optimal insurance design with Lambda-Value-at-Risk
by: Boonen, Tim J., et al.
Published: (2024)

A new characterization of second-order stochastic dominance
by: Guan, Yuanying, et al.
Published: (2024)

An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by: Bettels, Sören, et al.
Published: (2024)

Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by: Ke, Zong, et al.
Published: (2024)

Quantifying socio-temporal effects of loan delinquency drivers in microfinance
by: Koffi, Cedric H. A., et al.
Published: (2024)

Optimal dynamic climate adaptation pathways: a case study of New York City
by: Truong, Chi, et al.
Published: (2024)

Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
by: Yang, Yan-Hong, et al.
Published: (2024)

Project Risk Management from the bottom-up: Activity Risk Index
by: Acebes, Fernando, et al.
Published: (2024)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by: Cui, Hengxin, et al.
Published: (2024)

Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
by: Saxena, Aditya, et al.
Published: (2024)

Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
by: Zhao, Mengshuo, et al.
Published: (2024)

'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
by: Dhaene, Jan L. M., et al.
Published: (2024)

Lessons From Model Risk Management in Financial Institutions for Academic Research
by: Alaghmandan, Mahmood, et al.
Published: (2024)

Extremal cases of distortion risk measures with partial information
by: Zhao, Mengshuo, et al.
Published: (2024)