Ahzam Khan and colleagues publish research paper on liquidity pool lending rate curve design
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Ahzam Khan and Cavey Cool published a research paper on arXiv regarding the revenue monotonicity of liquidity providers in pooled lending markets and the design of interest rate curves. The paper proposes that the necessary and sufficient condition for a liquidity provider's interest income not to decrease after depositing is α(1+η)≤1, where α is the proportion of the provider's contribution to the final pool supply, and η is the elasticity of the borrowing interest rate to capital utilization.
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- arXiv q-finarXiv Paper: Monotonicity of Supplier Revenue and Interest Rate Curve Design in Pooled Lending Markets
An arXiv paper proposes that the necessary and sufficient condition for non-decreasing interest income of liquidity suppliers after deposit in pooled lending markets is α(1+η)≤1, where α is the supplier's share of final pool supply and η is the elasticity of borrowing rate to capital utilization.
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