[ARFC] - Chaos Labs Risk Parameter Updates - Aave V3 Optimism - 2023.03.22

Gauntlet Analysis

Simple Summary

For conservatism, the community may wish not to move forward with the above DAI LTV and LT increases. We flag several potential risks about increasing the DAI LTV and LT suggested in this forum post.

Analysis

Under extreme conditions, the LT increase makes it potentially cheaper to force a situation in which abnormal and/or cascading liquidations occur. We’ll outline a potential abnormal situation below.

The DAI LT increase from 80% to 83% increases the leverage multiplier from 5x to 5.9x for recursive short attacks, potentially making an attack 20% cheaper to execute. The least liquid borrowable token on Aave v3 Optimism is sUSD. In the event there is SNX volatility excess of the market, or idiosyncratic, unquantifiable Synthetix protocol abnormalities, sUSD may experience more difficulty in maintaining its peg.

If a bad actor borrows sUSD against DAI and market sells the sUSD, it can shock sUSD. In the event of exogenous, idiosyncratic sUSD volatility, this shock could further affect any existing downwards pressure on sUSD and make it more difficult for the sUSD redemption mechanism to function properly. The increased liquidations can trigger cascading liquidations or lead to similar insolvencies to the USDC non-parity in March.

2 Likes