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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | AAVE price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As AAVE rises | ||||
| 50% | 199.26 | 0 | — | — |
| 40% | 185.976 | 0 | — | — |
| 30% | 172.692 | 0 | — | — |
| 20% | 159.408 | 0 | — | — |
| 15% | 152.766 | 0 | — | — |
| 10% | 146.124 | 0 | — | — |
| 5% | 139.482 | 0 | — | — |
| now | 132.84 spot | 0 | — | — |
| As AAVE falls | ||||
| -5% | 126.198 | 0 | — | — |
| -10% | 119.556 | 0 | — | — |
| -15% | 112.914 | 0 | — | — |
| -20% | 106.272 | 0 | — | — |
| -30% | 92.988 | 0 | — | — |
| -40% | 79.704 | 0 | — | — |
| -50% | 66.42 | 0 | — | — |
Only the named instrument moves. A market-wide fall takes the correlated book with it, so these are a floor on the damage rather than an estimate of it.
The same computation is at GET /api/v1/stress, where ?scale=sigma places the rungs by how far out they are rather than at round numbers. The API also has the cascade — what the forced selling from these liquidations does to everyone else.