Naming convention
I think the way to fix that would be to make a union types in the collateral analysis repo
but I think it's really a nice to have and doesn't need to be fixed right now
Or maybe simpler just adding an explicit max borrow: https://github.com/interlay/collateralization-analysis#config
...
thresholds:
periods: # length for each threshold simulation in days
liquidation: 7
premium_redeem: 14
max_borrow: 14
safe_mint: 21
...
and then here https://github.com/interlay/collateralization-analysis#process output would be
Liquidation_Threshold = 1 / (1 - VaR(7days, 99%))
Premium_Redeem_Threshold = 1 / (1 - VaR(14days, 99%))
Maximum_Borrow_Threshold = 1 / (1 - VaR(14days, 99%))
Safe_Mint_Threshold = 1 / (1 - VaR(21days, 99%))
Output metrics
Currently the results are output as value-to-loan ratio (>100%). For the lending market the values are reported as loan-to-value (<100%) which means the output has to be inverted (backwards) if the calculations are supposed for the lending market.
Naming convention
I think the way to fix that would be to make a union types in the collateral analysis repo
but I think it's really a nice to have and doesn't need to be fixed right now
Or maybe simpler just adding an explicit max borrow: https://github.com/interlay/collateralization-analysis#config
...
thresholds:
periods: # length for each threshold simulation in days
liquidation: 7
premium_redeem: 14
max_borrow: 14
safe_mint: 21
...
and then here https://github.com/interlay/collateralization-analysis#process output would be
Liquidation_Threshold = 1 / (1 - VaR(7days, 99%))
Premium_Redeem_Threshold = 1 / (1 - VaR(14days, 99%))
Maximum_Borrow_Threshold = 1 / (1 - VaR(14days, 99%))
Safe_Mint_Threshold = 1 / (1 - VaR(21days, 99%))
Output metrics
Currently the results are output as value-to-loan ratio (>100%). For the lending market the values are reported as loan-to-value (<100%) which means the output has to be inverted (backwards) if the calculations are supposed for the lending market.