Concordia Documentation
  • A Modular Adaptive Risk Layer for All of DeFi
  • Platform Spec
    • Portfolios
    • Risk Framework
      • Market Risk
      • Rebalancing (Liquidation)
      • Preventing Bad Debt
    • Composite Operations
    • Pricing Engine
  • Future Roadmap
    • Diversification Risk
    • Concentration Risk
    • Event Risk
  • Developer API
    • JSON API
  • Use cases
    • Margin trading
    • Cross-chain money market
Powered by GitBook
On this page
  1. Future Roadmap

Event Risk

The 3AC, FTX, UST, and SVB events show that there are always black-swan-like events that a standard filtered historical simulation VAR risk model doesn’t detect. Concordia’s event risk add-on models worst-case event scenarios for portfolios and applies those returns similar to the price risk model to re-risk the protocol to a black-swan market move.

PreviousConcentration RiskNextJSON API

Last updated 1 year ago