[Gauntlet] Risk Parameter Recommendations for deUSD & sdeUSD

Supply Cap Recommendations for deUSD & sdeUSD

Simple Summary

Gauntlet recommends the following supply cap adjustments to the protocol:

Supply Cap Recommendations

Status Comet Asset Supply Cap
Current Ethereum USDC deUSD 8,000,000
Proposed Ethereum USDC deUSD 0
Current Ethereum USDC sdeUSD 5,000,000
Proposed Ethereum USDC sdeUSD 0
Current Ethereum USDT deUSD 8,000,000
Proposed Ethereum USDT deUSD 0
Current Ethereum USDT sdeUSD 5,000,000
Proposed Ethereum USDT sdeUSD 0
Current Ethereum USDS deUSD 8,000,000
Proposed Ethereum USDS deUSD 0
Current Ethereum USDS sdeUSD 5,000,000
Proposed Ethereum USDS sdeUSD 0

Rationale

  • We’ve observed some recent concerns regarding the backing of deUSD. As a precautionary measure, we propose temporarily setting the supply caps for both deUSD and sdeUSD to 0. We are monitoring the situation and will change risk parameters post our analysis.

Next Steps

  • Monitor the situation around deUSD/sdeUSD and adjust supply caps as warranted
  • We welcome community feedback.
1 Like

The supply is already maxed out. So this changes nothing to the heightened risks for Compound.
Gauntlet needs to update risk profile for deUSD/sdeUSD by lowering CF,LF and hiking LP ASAP.

3 Likes

Disagree, there’s not actual fud with Elixir - the supposed “fud” exists around stream. A few independent parties have already verified Stream is fully backed, and they’re posting their proof of reserves. Elixir posted about this a month ago. Caps shouldn’t even be set to zero unless it comes out that Stream is unbacked (which has not happened).

[Gauntlet] Liquidation Penalty Recommendations for deUSD & sdeUSD

Simple Summary

Gauntlet recommends the following liquidation penalty adjustments to the protocol:

Risk Parameter Recommendations

Status Comet Asset Liquidation Penalty(LP)
Current Ethereum USDC deUSD 4%
Proposed Ethereum USDC deUSD 8%
Current Ethereum USDC sdeUSD 4%
Proposed Ethereum USDC sdeUSD 8%
Current Ethereum USDT deUSD 4%
Proposed Ethereum USDT deUSD 8%
Current Ethereum USDT sdeUSD 4%
Proposed Ethereum USDT sdeUSD 8%
Current Ethereum USDS deUSD 6%
Proposed Ethereum USDS deUSD 8%
Current Ethereum USDS sdeUSD 6%
Proposed Ethereum USDS sdeUSD 8%

Rationale

  • While increasing the Liquidation Penalty (LP) may appear to reduce protocol risk, the relationship is not always straightforward. As discussed in Gauntlet’s original Compound V2 Risk Report, higher LPs can, in certain cases, lead to reduced liquidation efficiency, increased borrower insolvencies, or wider auction spreads, depending on market liquidity conditions. Therefore, LP changes must be considered in context rather than assumed to uniformly improve risk posture.
  • In this specific case, after reviewing market dynamics and the assets’ current liquidity conditions, Gauntlet recommends increasing the Liquidation Penalty for deUSD and sdeUSD across the Ethereum USDC, Ethereum USDT, and Ethereum USDS Comets. This adjustment aims to better align liquidation incentives and safeguard protocol solvency under stressed market conditions.

Next Steps

  • We welcome community feedback.
1 Like