Sharing a recap of Gauntlet’s market risk management work with Compound in January 2023. See below for this past month’s work summary and a preview of what’s coming up in February.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives
Other
Presented risk updates on 2 community calls
Community and contributor support
Highlights
Provide initial risk parameterization analysis for the launch of Compound V3 wETH Comet
Conduct quantitative research on interest rate curves, and provide interest rate curve parameterization for Compound V3 wETH Comet
Conduct analyses to provide migration plans for the community’s transition from V2 to V3
Ongoing daily simulation analyses and stress tests of Compound V2 and Compound V3 USDC Comet, including several collateral factor decreases for Compound V2 to mitigate outsized market risk
Upcoming Selected Work
Conduct market risk analysis to support Compound’s launches on new chains such as Polygon
Publish detailed migration plan from V2 to V3 following the community’s preference
Launch wETH Comet Risk Simulation Dashboard
Happy to answer any questions or hear any feedback - feel free to comment below.
Sharing a recap of Gauntlet’s market risk management work with Compound in February 2023. See below for this past month’s work summary and a preview of what’s coming up.
Gauntlet has conducted quantitative research on risk management for non-ETH chains and has provided initial parameter recommendations for the USDC Comet on Polygon to support Compound’s multi-chain strategy.
Phase 1 of Compound Migration Plan from V2 to V3 - after detailed research, and after 3 different sets of recommendation options provided to the community following feedback, Gauntlet has published a proposal for migrating users from V2 to V3. The proposal has been approved and passed by the community.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives
Other
Presented risk updates on 2 community calls
Community and contributor support
Highlights
Published updated detailed migration plan from V2 to V3 following the community’s preference. The migration plan includes parameter changes on V2 as well as V3 USDC Comet.
Provide initial risk parameterization analysis for the launch of Compound V3 USDC Comet on Polygon to support Compound’s multi-chain strategy.
Ongoing daily simulation analyses and stress tests of Compound V2, Compound V3 USDC Comet, and Compound V3 wETH Comet.
Provide supply cap updates on V3 wETH Comet to enable sustainable growth while mitigating outsized market risk.
Upcoming Selected Work
Conduct market risk analysis to support Compound’s launch on Optimism.
Launch wETH Comet Risk Simulation Dashboard.
We are happy to answer any questions or hear any feedback from the community.
Sharing a recap of Gauntlet’s market risk management work with Compound in March 2023. See below for this past month’s work summary and a preview of what’s coming up.
Gauntlet has conducted quantitative research on risk management for non-ETH chains and has provided initial parameter recommendations for the USDC Comet on both Polygon and Optimism to support Compound’s multi-chain strategy.
Risk monitoring and alerting is part of Gauntlet’s market risk management offfering
Highlights
Firefighting when USDC lost its equivalence to the dollar. Provided risk modeling to inform risk mitigation recommendations and triggers while communicating closely with Compound Guardian and community. Importantly, the Compound protocol achieved 0 new insolvencies during this unique tail market event.
Released version 2 of Gauntlet’s risk dashboard in Beta, including updated analytics. We will continue to iterate on the dashboards to support Compound’s cross-chain strategy.
Published updated detailed migration plan phase 2 from V2 to V3 following the community’s preference. The migration plan includes parameter changes on V2 as well as V3 USDC Comet.
Provide initial risk parameterization analysis for the launch of Compound V3 USDC Comet on Optimism to support Compound’s multi-chain strategy.
Ongoing daily simulation analyses and stress tests of Compound V2, Compound V3 USDC Comet on ETH, Compound V3 wETH Comet, and Compound V3 USDC Comet on Polygon.
Upcoming Selected Work
Conduct market risk analysis to support Compound’s launch on Arbitrum.
Launch Risk Dashboard for Compound V3 USDC Comet on Polygon with both simulation and cross-chain analytics.
We are happy to answer any questions or hear any feedback from the community.
Sharing a recap of Gauntlet’s market risk management work with Compound in April 2023. See below for this past month’s work summary and a preview of what’s coming up.
Category
Work Completed
Commmentary
Quantitative Research
Improved Value at Risk methodology after months of R&D
Sharing a recap of Gauntlet’s market risk management work with Compound in May 2023. See below for this past month’s work summary and a preview of what’s coming up.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Cap Usage Graphs (example) for borrow and supply caps where applicable
Dashboard usability improvements, including full screen graphs, direct links to graphs
Gauntlet continuously upgrades its product offering.
Sharing a recap of Gauntlet’s market risk management work with Compound in June 2023. See below for this past month’s work summary and a preview of what’s coming up in July.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Sharing a recap of Gauntlet’s market risk management work with Compound in July 2023. See below for this past month’s work summary and a preview of what’s coming up in August.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Improved data freshness of the Gauntlet platform and alerts system.
Gauntlet continuously upgrades its product offering.
Sharing a recap of Gauntlet’s market risk management work with Compound in August 2023. See below for this past month’s work summary and a preview of what’s coming up in September.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Added a new feature displaying interest rate curves on the recommendations page of the Gauntlet Compound dashboard, showing the expected impact of the recommendations. Note: these will only appear when a recommendation is live.
Added filters to all charts on the Gauntlet Compound dashboard, enabling users to select one or multiple assets to be represented in a clean, focused view.
Gauntlet continuously upgrades its product offering.
Sharing a recap of Gauntlet’s market risk management work with Compound in September 2023. See below for this past month’s work summary and a preview of what’s coming up in October.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Sharing a recap of Gauntlet’s market risk management work with Compound in October 2023. See below for this past month’s work summary and a preview of what’s coming up in November.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Launched the Updated Compound Account Explorer feature on Gauntlet’s Compound Risk Dashboard to surface account level data for all markets on our dashboard. The feature includes visualizations and a table with key datapoints about the accounts. Interactive filters and a search bar allow anyone to do their own analysis of positions on the protocol.
Gauntlet continuously upgrades its product offering.
Sharing a recap of Gauntlet’s market risk management work with Compound in November 2023. See below for this past month’s work summary and a preview of what’s coming up in December.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Launched the Updated Compound Account Explorer feature on Gauntlet’s Compound Risk Dashboard to surface account level data for all markets on our dashboard. The feature includes visualizations and a table with key datapoints about the accounts. Interactive filters and a search bar allow anyone to do their own analysis of positions on the protocol.
Customized the market health pages for V3 markets on the Gauntlet Compound Risk Dashboard to focus the supply chart only on collateral assets, and the borrow chart on base assets.
Gauntlet continuously upgrades its product offering.
Sharing a recap of Gauntlet’s market risk management work with Compound in December 2023. See below for this past month’s work summary and a preview of what’s coming up in January 2024.
Risk modeling to provide insight into new market launches for Compound as well as protocol-wide initiatives. Data-driven incentive optimization to help bootstrap liquidity, promote growth and facilitate decentralized governance growth.
Feature Upgrades
Launched Slippage Curve Charts on Gauntlet’s risk dashboard. Covering a wide range of tokens and chains, the charts can be filtered to focus on the collateral safety of each asset on a specific L1 or L2.
Gauntlet continuously upgrades its product offering.