VMEX <> B.Protocol On-Chain Risk Oracle Integration

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Overview

VMEX is excited to partner with B.Protocol to integrate their newly created on-chain Risk Oracle. B.Protocol's on-chain Risk Oracle provides objective pieces of information about an asset’s risk profile in a transparent and decentralized manner.

By leveraging on-chain risk oracles, VMEX can create a transparent, robust, and automated risk management system that reduces the need for users to trust the platform’s risk management capabilities. Read below for an overview of the integration, VMEX’s risk management framework, and future use cases.

Initial Use Case

Most lending protocols only assess the risk of an asset at the time it’s added, or on specific request — often retroactively. The lack of active risk management exposes lending protocols to additional and ongoing risks that can be easily mitigated by active and transparent monitoring of key risk parameters.

B.Protocol’s on-chain Risk Oracle for key risk parameters — asset volatility, current DEX liquidity, and historical DEX liquidity — enables VMEX to transparently assign risk scores to assets. With this system in place, asset risk scores will dynamically update with changes in an asset’s risk profile, allowing VMEX to effectively adjust asset risk parameters if their risk profile erodes (or vice versa). In summary, by leveraging on-chain risk oracles VMEX can:

  • Effectively evaluate the risk of a given asset and dynamically adjust asset specific risk parameters.
  • Make an asset’s risk and corresponding risk inputs clear to end users.
  • Evaluate the risk of new assets added to the protocol with little overhead and input, allowing VMEX to safely scale the base of supported assets.
  • Downgrade or upgrade assets between VMEX managed tranches.

VMEX’s Risk Scoring Framework

When evaluating the risk of an asset, VMEX evaluates three main questions:

  1. Are the limitations to the protocols ability to liquidate an asset due to on-chain liquidity or volatility?
  2. How sticky is the on-chain liquidity for an asset?
  3. How susceptible to manipulation is an assets price oracle?

With the above in mind, we have developed VMEX’s risk management framework, which is divided into three major categories: Market Risk, Liquidity Risk, and Oracle Risk.

Based on predefined and data driven cut-off points, VMEX aggregates the individual risk parameters to create a holistic view of an assets on-chain risk as it pertains to a lending protocol. More details on VMEX’s risk framework will be shared in an upcoming post.

Future Use Cases

VMEX’s initial integration with B.Protocol’s Risk Oracle is meant to demonstrate an early and simple use case: providing transparent and verifiable data about an asset's risk to end users.

As the information supported by B.Protocol's Risk Oracle expands, the next evolution of our integration will focus on leveraging on-chain data provided by risk oracles to make on-chain and automated decisions. A few use cases we are evaluating are:

  • Allowing for fully permissionless asset listing if an asset exceeds a governance pre-determined risk score.
  • Setting default risk parameters (supply/borrow caps, LTV, etc.) for new assets listed based on their risk score.
  • Robust and transparent scoring of VMEX tranches based on the assets included in them.
  • The creation of “Robo-tranches” based on an asset's risk score.

About B.Protocol

The idea of this new DeFi primitive that publishes risk rating on-chain doesn’t come from a void. B.Protocol's community was founded in mid 2020 (after “Black Thursday” events) with one main goal — providing safer ways for the DeFi ecosystem to scale.

Since inception, B.Protocol has launched a liquidation backstop product — a robust liquidation engine that enables lending platforms to better secure their lenders’ funds, minimize the potential of accruing bad debt in the protocol, and facilitate better capital efficiency for borrowers.

Additionally, after the Luna/UST crash, the B.Protocol team launched RiskDAO together with 1kx research arm and other researchers and developers. RiskDAO is dedicated to providing open-source tools, dashboards, and monitoring systems that give better transparency into lending platforms, stable coins, and alt-L1s and L2 networks.

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