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DeFi 与治理

Liquidation: the threshold, the execution and the remaining debt

A risk limit being crossed does not ensure collateral can be sold at the reference price.

Technical reference · collateral · 1 min read

研究文章和参考条目以英语发布。导航提供七种语言。

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本文目录
  1. Eligibility comes first
  2. Execution can create another gap
  3. 来源与原始文件

Eligibility comes first

Lending systems compare collateral value with debt under asset-specific thresholds. Aave describes the health factor as collateral value multiplied by the weighted liquidation threshold, divided by the borrowed value. A ratio below 1 makes the position eligible for liquidation under the protocol's rules.

For example, $12,000 of collateral with a 75% threshold and $8,000 of debt gives a health factor of 1.125. If the collateral falls to $10,000 while debt stays unchanged, the factor becomes 0.9375. This arithmetic identifies eligibility; it does not calculate the exact result of every permitted liquidation.

Execution can create another gap

A liquidator may repay debt and receive collateral plus an incentive. A derivatives venue may instead close positions through its order book or a backstop mechanism. The available liquidity, oracle update and transaction ordering affect the outcome.

If collateral cannot cover the remaining obligation, bad debt must be allocated according to the system's rules. Insurance funds and ADL describe some derivatives mechanisms. The distinction between a liquidation threshold and a bankruptcy price prevents a misleading claim that the protocol always closes a position before it can lose more than its collateral.

来源与原始文件

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DeFi 与治理

Leverage and liquidation

A position can be closed by the system before the trader's long-term view has time to play out.

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