[ARFC] Chaos Labs - Stablecoin IR Curves Updates

Summary

Gauntlet supports the proposed increase for slope1 from 5% to 6% for stablecoins across all Aave deployments.

High Utilization Rate

Stablecoin borrowing demand remains high and utilization has remained at Uopt after AIP-375. For USDC and USDT utilization rates on other markets, please find them on Gauntlet Risk Dashboard.

AAVE V3 Ethereum USDC
Screenshot 2023-12-19 at 2.11.39 PM

AAVE V3 Ethereum USDT
Screenshot 2023-12-19 at 2.12.42 PM
AAVE V3 Polygon USDC
Screenshot 2023-12-19 at 2.14.26 PM

AAVE V3 Polygon USDT
Screenshot 2023-12-19 at 2.13.54 PM

Comparison to Tradfi Rates

Comparison with Tradfi rates shows the current slope 1 for stablecoins remains less than the Federal Funds Rate of 5.33%.

Screenshot 2023-12-18 at 4.08.11 PM
Source: newyorkfed.org

Recommendations

We support increasing Slope1 to 6% for stablecoins across all Aave deployments.

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