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Zero-Liquidation Loans: A Structured Product Approach to DeFi Lending

2021/01/01 by Aetienne Sardon, Sardon, Aetienne
Business, Management and Accounting · Computer Science · Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Blockchain Technology Applications and Security #FOS: Economics and business #FinTech, Crowdfunding, Digital Finance #Risk Management (q-fin.RM)

paper · pdf · doi:10.48550/arxiv.2110.13533

openalex publication_date 2021/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Zero-Liquidation loans allow DeFi users to borrow USDC against their ETH holdings, but without the risk of being liquidated in case of LTV shortfalls. This is achieved by giving users the option to repay their loans, either in USDC or through their previously pledged ETH (the concept can be generalized to other currency pairs as well). Liquidity providers, on the other hand side, are compensated with a higher yield for bearing the ETH downside risk. A positive side effect of zero-liquidation loans is that they are more robust against flash crashes and have a lower financial contagion effect than current lending and borrowing protocols.

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