Risk Engine

Real-Time Monitoring

  • Continuous position tracking

  • Margin requirement calculations

  • Liquidation trigger detection

Liquidation Process

  1. Mark price breach detection

  2. Partial liquidation attempt

  3. Full liquidation if necessary

  4. Insurance fund utilization

  5. Backstop auction (if needed)

Funding Payments

  • Continuous accrual based on mark-to-index premium

  • Settled in batch intervals

  • Fair rate calculations

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