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# Increase Govnernance Quorum and Proposal Threshold ## Summary The Risk Working Group (RWG) proposes increasing the governance quorum from 15,500 to 24,000 votes and the proposal threshold from 1,900 to 7,270 INV, aligning both parameters with current delegated voting power and INV supply. Quorum was last revised in January 2024 through [Proposal 165](https://www.inverse.finance/governance/proposals/mills/165), which set it at 7.5% of delegated voting power. Delegated voting power has since grown to approximately 340,000 INV, leaving the current setting at 4.6% of that base. The proposal threshold was last revised in October 2022 and now represents 0.26% of supply, against the 1.00% anchor the DAO applied at deployment and reaffirmed in [Proposal 34](https://www.inverse.finance/governance/proposals/mills/34). Proposed Changes: | Parameter | Current | Proposed | Change | |---|---:|---:|---:| | Quorum | 15,500 | 24,000 | +8,500 | | Proposal threshold | 1,900 | 7,270 | +5,370 | Both adjustments restore bases the DAO has already adopted, and neither exceeds a level that recent turnout demonstrates the electorate can meet. No action is required from delegates or borrowers at this time. ## Background Quorum and the proposal threshold are absolute INV values held in mutable storage on GovernorMills. They do not adjust as conditions change, and each therefore represents the DAO as it stood at the point it was last set. Measured against the current and unchanged supply of 727,000 INV, quorum represents 2.13% and the proposal threshold 0.26%. Both sit materially below the levels the DAO has historically considered appropriate for these parameters. ## Participation data Delegated voting power across 68 delegates stands at approximately 340,000 INV, or 46.8% of supply. Quorum is tested against votes cast rather than against supply, which is why Proposal 165 moved the basis to delegated power and why RWG retains that basis here. | Measure | INV | % of supply | |---|---:|---:| | Total supply | 727,000 | 100% | | Delegated voting power | 340,004 | 46.8% | | Peak turnout recorded | 167,994 | 23.1% | | Median turnout, last 45 proposals | 28,458 | 3.91% | | Current quorum | 15,500 | 2.13% | The five largest delegates hold 85.6% of all delegated voting power. At the current setting of 15,500, each of the five can satisfy quorum unilaterally. ## Proposed Parameter Changes These parameters govern two distinct functions. Quorum determines the participation required for a decision to bind the DAO. The proposal threshold determines who may place a binding decision in front of it. RWG has sized each against the constraint that actually applies to it rather than against a single common denominator. ### Quorum (15,500 to 24,000) Applying the 7.5% of delegated voting power basis adopted in Proposal 165 to current delegated power gives approximately 25,500 INV. This proposal sets 24,000 INV, marginally below that figure, representing 7.06% of delegated voting power and 3.30% of supply. The proposed level is a restoration of an existing policy rather than the introduction of a new one. Recent participation supports the change on three counts. Median turnout across the last 45 proposals is 28,458 INV, comfortably above the proposed level. The highest turnout recorded is 167,994 INV, several times the proposed quorum. The four largest delegates can each meet 24,000 INV unilaterally, so the change does not introduce a risk of routine governance stalling. The trade-off should be acknowledged. At 24,000 INV, quorum sits marginally below the voting power of the delegate that carries the majority of routine votes, so the proposed level raises the participation bar materially without guaranteeing that every proposal attracts a second participant. RWG considers this an acceptable trade in favour of a change the DAO can adopt without disruption to its ordinary business, and will revisit the level once a cycle of live data is available under the new setting. ### Proposal threshold (1,900 to 7,270) 7,270 INV is 1.00% of supply, restoring the anchor the DAO applied at deployment and reaffirmed exactly in Proposal 34. No subsequent proposal has replaced that anchor with an alternative basis, so it remains stated DAO policy rather than a new standard introduced here. At 0.26% of supply the current threshold no longer performs the function the DAO specified for it, namely that the right to place a binding proposal before the DAO, and to occupy the governance queue while it is voted on, should represent a meaningful stake in the protocol. GovernorMills also maintains a proposer whitelist which grants proposal rights independently of the threshold. All active Inverse Finance contributors and working group members are currently whitelisted, so routine DAO business continues uninterrupted at any threshold, and the whitelist can be extended by ordinary proposal. In practice the threshold applies to unaffiliated addresses seeking to place a binding proposal before the DAO, which is the case the parameter exists to govern. ## Governance as an attack surface Governance parameters are administrative settings with security consequences. On August 23, 2026, Term Finance lost approximately $8.5 million when an attacker acquired a controlling share of a thinly held governance token, for a reported outlay of under one thousand dollars, and passed proposals redirecting vault assets. A seven day timelock and liquidity provider veto rights were in place and did not prevent execution. Beanstalk lost approximately $182 million to a comparable attack in 2022. In both cases the cost of acquiring decisive voting power was small relative to the value that power could direct. Inverse is differently exposed. The Inverse Finance DAO is not governed through a thinly held vault token, and INV governance is active and well established, with 68 delegates and median turnout above the level proposed here. Combined delegate weight substantially exceeds either proposed parameter. RWG does not consider governance capture an imminent threat to the DAO. The parameters nonetheless bear on it. Moving quorum from 15,500 to 24,000 raises the voting power an address must accumulate and delegate to carry a proposal unaided from 2.13% to 3.30% of supply, and 7,270 INV raises the cost of placing a binding proposal in the queue by approximately a factor of four. Their function is to keep the cost of influencing DAO decisions proportionate to the value those decisions control, and that proportionality erodes whenever the parameters are left unrevised. ## On-Chain Actions - Set the minimum quorum required for a vote to pass to 24,000 INV, by calling `updateProposalQuorum` on GovernorMills. - Set the minimum voting power required to create a proposal to 7,270 INV, by calling `updateProposalThreshold` on GovernorMills.
# Shut Down the sDOLA CCIP Bridge Lanes Forum: https://forum.inverse.finance/t/shut-down-the-sdola-ccip-bridge-lanes/670 ## Summary This proposal closes the idle sDOLA Chainlink CCIP integration. It removes every cross-chain lane, in both directions, across all five sDOLA token pools: the mainnet pool and the four L2 pools on Base, Optimism, Arbitrum, and Berachain. It also revokes each L2 pool's minter permission on its receipt token. The L2 changes are batched through `BridgeShutdownGovernor`, a purpose-built contract that fires all 8 cross-chain shutdown messages in a single `executeL2Shutdown()` call. The mainnet pool is closed by one direct action. The shutdown transfers no pool to a new owner. The mainnet pool stays owned by the timelock, and each L2 pool stays owned by its governance proxy. Only `GovernanceSender` ownership moves, to the governor and back to the timelock. `GovernanceSender` is delegated to the governor for the shutdown and handed back during execution. ## Rationale The sDOLA CCIP integration is not in use. Monitoring shows no live cross-chain activity and no deposits. While the integration sits idle, open bridge lanes are an unnecessary risk surface. The safe configuration when idle is to close every lane at both ends. Removing a lane on the source pool stops new transfers from starting. Removing it on the destination pool rejects any message that still arrives. Closing only one side would let a user lock funds into a lane whose far end can no longer deliver, stranding the transfer. Reopening a lane later requires a fresh governance proposal. There is no standing shortcut by design. ## The Shutdown Governor `BridgeShutdownGovernor` (`0x2A0FEC62992D2C0f1b0C598551c1627F18286F84`) sends every L2 shutdown message from a single `executeL2Shutdown()` entrypoint. It is `onlyOwner`, with the owner set to the DAO governance timelock, and it is `payable` so forwarded ETH can pay the CCIP message fees. It holds a hardcoded `L2_SHUTDOWN_MESSAGE_COUNT` of 8. The plan is fixed. The contract cannot choose destination chains, targets, or calldata. The whole batch is hardcoded and guarded by an internal assert that the message count equals 8. The shutdown removes lanes. It does not lower a rate limit. The 8 messages are four `applyChainUpdates` calls, one per L2 pool, that remove every remote chain from that pool, plus four `setMinter` calls that revoke each L2 pool's mint permission on its receipt token. The removal lists differ in length, four for Base and Arbitrum and three for Optimism and Berachain, because Optimism and Berachain do not connect to each other on-chain. Each list matches its pool's live `getSupportedChains` set exactly, so nothing reverts and no lane is left open. The governor can only act once it owns the sDOLA `GovernanceSender` (`0x4e521Fe7A9084067096d45A312B8FEeE39D5F1f3`), which is the allowlisted origin for the cross-chain messages. The proposal transfers the sender to the governor, calls `executeL2Shutdown()`, recovers unspent fees with `withdraw()` while the governor still owns the sender, then transfers the sender back to the timelock. The mainnet pool is a `LockReleaseTokenPool` and is not a minter of sDOLA, so it needs no minter revocation. Only its remote-chain connections are removed, and that runs as the direct mainnet action. ## Configuration Chain selectors: | Chain | Selector | |---|---| | Ethereum | `5009297550715157269` | | Base | `15971525489660198786` | | Optimism | `3734403246176062136` | | Arbitrum | `4949039107694359620` | | Berachain | `1294465214383781161` | Core contracts: | Contract | Address | |---|---| | BridgeShutdownGovernor | `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | | GovernanceSender (sDOLA) | `0x4e521Fe7A9084067096d45A312B8FEeE39D5F1f3` | | DAO governance timelock (owner) | `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | | Mainnet token pool (LockReleaseTokenPool) | `0x05eEe76f456C51Be0459EC1c0a78bf177B2c877C` | L2 token pools, receipt tokens, and governance proxies: | Chain | Token pool | Receipt token | Governance proxy | |---|---|---|---| | Base | `0xd84e1B7e1a7A8D49167884855c3985ef4bCa45aB` | `0xCa78ee4544ec5a33Af86F1E786EfC7d3652bf005` | `0x1C064265E053D23d120c518fDBB542e6537f82d1` | | Optimism | `0x8404024d8F74Ad2D20E82c184816B64D4184A018` | `0xfc63C9c8Ba44AE89C01265453Ed4F427C80cBd4E` | `0xaF956837AF704D825c1FCbE2651D5c3c37AD5289` | | Arbitrum | `0xbbc28DB61DF26B76D5F7D5Eed17eD4D6C278460e` | `0x7a1e123e41458aabaB8068BFed6010D8f9480898` | `0x607bCd974bB69C78eCdbf0B68748B791bBa24d94` | | Berachain | `0x8Bbd036d018657E454F679E7C4726F7a8ECE2773` | `0x02eaa69646183c069FC2B64F15923F27B9CF3b03` | `0x1992AF61FBf8ee38741bcc57d636CAA22A1a7702` | Action 3 carries the CCIP fee budget for the 8 messages. Fees are paid from the `GovernanceSender` balance, and unused ETH is recovered by action 4. Fund it by setting the value on action 3, or by sending ETH to the `GovernanceSender` before execution. ## On-Chain Actions Ownership moves through Chainlink's two-step `ConfirmedOwner` pattern. Action 4 recovers unspent CCIP fees and must run after `executeL2Shutdown()` and before the sender is transferred back, while the governor still owns the sender. | # | Target | Function | Value | Arguments | |---|---|---|---|---| | 1 | GovernanceSender `0x4e521Fe7A9084067096d45A312B8FEeE39D5F1f3` | `transferOwnership(address)` | 0 | governor `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | | 2 | Governor `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | `acceptGovernanceSenderOwnership()` | 0 | `0x` | | 3 | Governor `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | `executeL2Shutdown()` | **CCIP fees** | `0x` *(fires 8 L2 messages)* | | 4 | Governor `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | `withdraw(address)` | 0 | timelock `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | | 5 | Governor `0x2A0FEC62992D2C0f1b0C598551c1627F18286F84` | `transferGovernanceSenderOwnership(address)` | 0 | timelock `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | | 6 | GovernanceSender `0x4e521Fe7A9084067096d45A312B8FEeE39D5F1f3` | `acceptOwnership()` | 0 | `0x` | | 7 | Mainnet pool `0x05eEe76f456C51Be0459EC1c0a78bf177B2c877C` | `applyChainUpdates(uint64[],ChainUpdate[])` | 0 | remove `[15971525489660198786, 3734403246176062136, 4949039107694359620, 1294465214383781161]`; add `[]` |
# RWG Housekeeping: FiRM Market Deprecations Forum Link: https://forum.inverse.finance/t/rwg-housekeeping-firm-market-deprecations/676 ### **Summary** This proposal executes the orderly wind-down of nine inactive or deprecated FiRM collateral markets. For each market, borrowing is paused and its Fed ceiling is set to zero, removing the market's capacity to issue new DOLA while leaving every existing borrower function (repayment, liquidation, collateral withdrawal) fully intact. ### **Motivation** These nine markets fall into three groups, each retired because it holds no active role in the current FiRM surface. The crvUSD-linked LP markets (DOLA-scrvUSD, sDOLA-scrvUSD, and crvUSD-DOLA in both their Convex and Yearn wrappings) are inactive deployments. The wstUSR LP markets (DOLA-wstUSR, Convex and Yearn) are retired in line with all Resolv collateral. The expired Pendle Principal Token markets (PT-sUSDE-27NOV2025 and PT-USDe-27NOV2025) are past maturity and carry no reason to remain open. Zeroing the ceiling through the FiRM Fed and pausing borrows is the standard sunset pattern, applied protocol-agnostically. ### **On-Chain Actions** Each market receives two calls: pauseBorrows(true) on the market contract, and changeMarketCeiling(market, 0) on the FiRM Fed (0x2b34548b865ad66a2b046cb82e59ee43f75b90fd). |# | Market | Address | Action| |--- | --- | --- | ---| |1 | Convex DOLA-scrvUSD | 0x2fed508aac87c0e6f0b647fe83164a7aa6eb2fc9 | pauseBorrows(true), changeMarketCeiling(0)| |2 | Yearn DOLA-scrvUSD | 0x5bb8f6aacff2971b42f9fe6945d24726a2541cf2 | pauseBorrows(true), changeMarketCeiling(0)| |3 | Convex sDOLA-scrvUSD | 0x63d27fc9d463ed727676367d3f818999962737e8 | pauseBorrows(true), changeMarketCeiling(0)| |4 | Yearn sDOLA-scrvUSD | 0xb8bc1e9c0a2d445bc39d2a745f47619e954dd565 | pauseBorrows(true), changeMarketCeiling(0)| |5 | PT-sUSDE-27NOV2025 | 0x223f21a27f290972cba4e25c8e351ef2937fbe68 | pauseBorrows(true), changeMarketCeiling(0)| |6 | PT-USDe-27NOV2025 | 0xf706289d0324a5e86c33ce54689a6f34cfd4b11f | pauseBorrows(true), changeMarketCeiling(0)| |7 | Convex DOLA-wstUSR | 0xe4d47ef77ac2c3fa4019cd169ac1dd9e27cb12e4 | pauseBorrows(true), changeMarketCeiling(0)| |8 | Yearn DOLA-wstUSR | 0x28684485369f7478f42aaa62660123ab5d573537 | pauseBorrows(true), changeMarketCeiling(0)| |9 | Convex crvUSD-DOLA | 0x6a522f3bd3fda15e74180953f203cf55aa6c631e | pauseBorrows(true), changeMarketCeiling(0)| Total: 18 on-chain actions. ### **Conclusion** Retiring these nine markets closes out deprecated and unused collateral capacity, keeps the FiRM surface clean, and preserves every existing borrower's ability to repay and withdraw.
transferOwnership(address)# Shut Down the sINV CCIP Bridge Lanes Forum: https://forum.inverse.finance/t/shut-down-the-sinv-ccip-bridge-lanes/669 ## Summary This proposal closes the idle sINV Chainlink CCIP integration by de-allowlisting every cross-chain lane, in both directions, on all five sINV bridge contracts: the two mainnet `ProgrammableDataTokenTransfers` deployments (old and new) and the three L2 bridges on Base, Optimism, and Arbitrum. The L2-side lane removals are batched through `SINVBridgeShutdownGovernor`, a purpose-built contract that fires all 30 cross-chain shutdown messages in a single `executeL2Shutdown()` call. The mainnet-side lane removals are executed as direct proposal actions. Ownership of the sINV `GovernanceSender` and of every pool remains with the DAO governance timelock throughout, and is returned to it as the final step. ## Rationale The sINV CCIP integration is not currently in use. Monitoring shows no live cross-chain activity and no deposits. While idle, leaving the bridge lanes open is an unnecessary risk surface. The safe configuration when idle is to close every lane at both ends. Removing the outbound (destination-chain) allowlist on each contract prevents any new transfer from being initiated, and removing the inbound (source-chain) allowlist on each contract rejects any message that nonetheless arrives. Closing only one side would let a user initiate a transfer that then cannot be delivered, stranding funds mid-flight. ## The Shutdown Governor `SINVBridgeShutdownGovernor` (`0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133`) dispatches every L2 shutdown message from a single `executeL2Shutdown()` entrypoint. It is `onlyOwner` (owner = the DAO governance timelock) and `payable`, with forwarded ETH paying the CCIP message fees, and it holds a hardcoded `L2_SHUTDOWN_MESSAGE_COUNT = 30`. The governor can only act once it owns the sINV `GovernanceSender` (`0xAeA8Ae87A34a0fAaEa0e6beD9f4627F576B524Fa`), the allowlisted origin for the cross-chain messages. The proposal therefore transfers the `GovernanceSender` to the governor, calls `executeL2Shutdown()`, recovers unspent fees, then transfers the `GovernanceSender` back to the timelock. The 30 messages break down as ten per L2 bridge: - `allowlistDestinationChain(remote, false)` for each of the other two L2s plus mainnet (3 messages) - `allowlistSourceChain(remote, false)` for each of the other two L2s plus mainnet (3 messages) - `allowlistSender(bridge, selector, false)` for both mainnet bridges plus the two other L2 bridges (4 messages) Ten messages across three L2 bridges gives thirty total, matching the hardcoded count. The mainnet pools are shut down separately, as direct actions, because the timelock owns them and no batching contract is needed. The governor's `withdraw(beneficiary)` recovers unspent CCIP fees and is executed while the governor still owns the `GovernanceSender`. ## Configuration Chain selectors: | Chain | Selector | |---|---| | Ethereum | `5009297550715157269` | | Base | `15971525489660198786` | | Optimism | `3734403246176062136` | | Arbitrum | `4949039107694359620` | Contract addresses: | Contract | Address | |---|---| | SINVBridgeShutdownGovernor | `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | | GovernanceSender (sINV) | `0xAeA8Ae87A34a0fAaEa0e6beD9f4627F576B524Fa` | | DAO governance timelock (owner) | `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | sINV ProgrammableDataTokenTransfers contracts (the CCIP token pools, not the L2 sINV tokens): | Chain | Token Pool | |---|---| | Ethereum (new) | `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | | Ethereum (old) | `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | | Base | `0x0173804066F7403E0815680F3DDa125a6cd10F7c` | | Optimism | `0xb5A998E90AdeD2C97f7ceDbb7c45Bbc27E82dfdD` | | Arbitrum | `0x1230bd56bf23Bf7adF95b9F861711301E3CCd6b3` | L2 governance proxies (CCIP message receivers; they receive each cross-chain message and forward to the explicit target): | Chain | sINV proxy | |---|---| | Base | `0x5D5392505ee69f9FE7a6a1c1AF14f17Db3B3e364` | | Optimism | `0xCbB162B761B83578b2a0226cbAf4C1adE0d60B2e` | | Arbitrum | `0x1230bd56bf23Bf7adF95b9F861711301E3CCd6b3` | ## On-Chain Actions Ownership of the `GovernanceSender` moves via Chainlink's two-step `ConfirmedOwner` pattern. The `GovernanceSender`'s leftover-fee sweep only succeeds while the governor still owns it, so the fee recovery (action 4) sits after `executeL2Shutdown()` and before ownership is handed back. | # | Target | Function | Value | Calldata (arguments) | |---|---|---|---|---| | 1 | GovernanceSender `0xAeA8Ae87A34a0fAaEa0e6beD9f4627F576B524Fa` | `transferOwnership(address)` | 0 | `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | | 2 | Governor `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | `acceptGovernanceSenderOwnership()` | 0 | `0x` | | 3 | Governor `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | `executeL2Shutdown()` | **CCIP fees** | `0x` *(fires 30 L2 messages)* | | 4 | Governor `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | `withdraw(address)` | 0 | `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | | 5 | Governor `0xb10D422b53789D570bAFE2f7145c1f6aeDF4a133` | `transferGovernanceSenderOwnership(address)` | 0 | `0x926dF14a23BE491164dCF93f4c468A50ef659D5B` | | 6 | GovernanceSender `0xAeA8Ae87A34a0fAaEa0e6beD9f4627F576B524Fa` | `acceptOwnership()` | 0 | `0x` | | 7 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `acceptOwnership()` | 0 | `0x` | | 8 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistDestinationChain(uint64, bool)` | 0 | `15971525489660198786, false` | | 9 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistDestinationChain(uint64, bool)` | 0 | `3734403246176062136, false` | | 10 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistDestinationChain(uint64, bool)` | 0 | `4949039107694359620, false` | | 11 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistSourceChain(uint64, bool)` | 0 | `15971525489660198786, false` | | 12 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistSourceChain(uint64, bool)` | 0 | `3734403246176062136, false` | | 13 | OLD PDTT `0x7A43C13f7Fb3A0bF19cEB3fBC583A0CAda6D29a2` | `allowlistSourceChain(uint64, bool)` | 0 | `4949039107694359620, false` | | 14 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistDestinationChain(uint64, bool)` | 0 | `15971525489660198786, false` | | 15 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistDestinationChain(uint64, bool)` | 0 | `3734403246176062136, false` | | 16 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistDestinationChain(uint64, bool)` | 0 | `4949039107694359620, false` | | 17 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistSourceChain(uint64, bool)` | 0 | `15971525489660198786, false` | | 18 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistSourceChain(uint64, bool)` | 0 | `3734403246176062136, false` | | 19 | NEW PDTT `0x70F3795c1EF726c58FfeA2e1A51526ac5707C066` | `allowlistSourceChain(uint64, bool)` | 0 | `4949039107694359620, false` |
# Proposal to Enable FiRM Market Coverage for Latest jrDOLA Deployment Forum Link: https://forum.inverse.finance/t/proposal-to-enable-firm-market-coverage-for-latest-jrdola-deployment/667 ### Summary This proposal authorizes the relaunched Junior Tranche (jrDOLA) system to provide bad debt coverage for FiRM lending markets. All eligible markets are added simultaneously to the FiRMSlashingModule, subject to the mandatory activation delay for security. The proposal is designed to execute in parallel with the jrDOLA Relaunch Proposal, ensuring the insurance mechanism becomes operational immediately upon both proposals passing. Consistent with the post-incident rollout strategy, coverage is limited to currently active markets and excludes paused, and deprecated markets. ### Background The jrDOLA Relaunch Proposal configures the core parameters and reward budget for the Junior Tranche system. That proposal intentionally excludes FiRM market additions to maintain a clean separation of concerns: • **Relaunch Proposal:** sets operational parameters, deploys infrastructure, allocates DBR budget • **This Proposal:** connects jrDOLA to the FiRM markets requiring bad debt protection ### Coverage Strategy Rationale for comprehensive coverage across eligible markets: 1\. **Simplicity:** depositors don’t need to evaluate which markets are or aren’t covered. Coverage is uniform across eligible FiRM markets, making the value proposition clear. 2\. **Fair treatment:** all FiRM markets benefit from DOLA liquidity, so all eligible markets should contribute to and benefit from bad debt insurance. 3\. **Administrative efficiency:** avoid the ongoing governance overhead of individual market evaluations. The activation delay and guardian cancellation provide sufficient safeguards. Each market added through this and any future proposal enters a 7-day timelock before jrDOLA begins covering its bad debt. While at this initiation stage it serves little immediate purpose, in general this delay: • Gives the guardian multisig time to cancel problematic additions if discovered • Prevents zero-day exploits where an attacker adds a market and immediately creates bad debt • Provides a buffer for depositors to exit if they disagree with market additions If and when a FiRM position in a covered market becomes insolvent: 1\. **Detection:** anyone observes a position where debt > collateral value (via oracles) 2\. **Eligibility check:** market is active in FiRMSlashingModule (activation delay passed); position collateral value < maxCollateralValue; position debt > minDebt 3\. **Execution:** permissionless call to slash(market, borrower) 4\. **Repayment:** jrDOLA vault repays bad debt to the FiRM market 5\. **Loss socialization:** all jrDOLA depositors absorb the loss pro-rata (share value decreases equally) ### Markets to be Added The following currently active FiRM markets, as of June 24th 2026, are proposed for jrDOLA coverage. |Market | Active Debt (DOLA)| |--- | ---| |sUSDe-DOLA | 34,817,172| |yv-sUSDe-DOLA | 5,435,566| |sUSDS-DOLA | 4,907,275| |wstETH | 621,939| |yv-sUSDS-DOLA | 371,962| |INV | 216,131| |wBTC | 209,338| |CVX | 135,086| |cvxCRV | 128,796| |st-yCRV | 113,367| |cbBTC | 92,899| |wETH | 16,359| |sUSDe | 0| |CRV | 0| ### On-Chain Actions One allowMarket call per covered market on the FiRMSlashingModule (**[0x316a01f878AA6d5A4C7ea2080D64D364F9538aa2](https://etherscan.io/address/0x316a01f878AA6d5A4C7ea2080D64D364F9538aa2)**), each subject to the 7-day activation delay. Mirrors the executed coverage proposal’s action format, retargeted to the relaunch slashing module and refreshed market set.
# wBTC Market Oracle Update & Unpause Forum Link: https://forum.inverse.finance/t/wbtc-market-oracle-update-unpause/644 ## Summary This proposal corrects the wBTC FiRM market oracle feed configuration and resumes market operations. ## Background A configuration error was identified in the wBTC price feed deployment. The `_bridgeAssetDenominator` constructor argument was incorrectly set, which would have caused incorrect price derivation during a significant WBTC/BTC dislocation event. The market was paused as a precaution upon discovery. A corrected feed has been deployed and tested: - New feed: `0xd66b3f73bd85dfb52d01e5ef56db29b75730b3dc` No user funds were affected. The misconfiguration would only have posed risk in the event of a substantial WBTC/BTC depeg, which did not occur. ## Proposed Actions 1. Set wBTC market oracle to corrected feed 2. Unpause wBTC market ## Impact Borrowers may observe slight health factor adjustments reflecting current WBTC/BTC pricing. No user action required. ## On-Chain Actions - Set wBTC market feed with correct decimals - Unpause market borrows
# wBTC Market Oracle Update & Unpause Forum Link: https://forum.inverse.finance/t/wbtc-market-oracle-update-unpause/644 ## Summary This proposal corrects the wBTC FiRM market oracle feed configuration and resumes market operations. ## Background A configuration error was identified in the wBTC price feed deployment. The `_bridgeAssetDenominator` constructor argument was incorrectly set, which would have caused incorrect price derivation during a significant WBTC/BTC dislocation event. The market was paused as a precaution upon discovery. A corrected feed has been deployed and tested: - New feed: `0xd66b3f73bd85dfb52d01e5ef56db29b75730b3dc` No user funds were affected. The misconfiguration would only have posed risk in the event of a substantial WBTC/BTC depeg, which did not occur. ## Proposed Actions 1. Set wBTC market oracle to corrected feed 2. Unpause wBTC market ## Impact Borrowers may observe slight health factor adjustments reflecting current WBTC/BTC pricing. No user action required. ## On-Chain Actions - Set wBTC market feed with correct decimals - Unpause market borrows
# Proposal to Sunset crvUSD-LP FiRM Markets Pending Demonstrated crvUSD Stability Under Yield Basis Forum Link: https://forum.inverse.finance/t/proposal-to-sunset-crvusd-lp-firm-markets-pending-demonstrated-crvusd-stability-under-yield-basis/641 ## Summary This proposal initiates a phased collateral factor reduction and liquidation incentive increase across crvUSD-LP FiRM markets along with setting market ceilings to 0 in order to facilitate complete market wind-down and strengthen protocol resilience against ongoing crvUSD volatility and emerging infrastructure concerns. Until there is clear definition of credit line limits and demonstrated crvUSD stability under the new Yield Basis-dominated operational model, this adjustment represents a measured risk mitigation while preserving market functionality for existing borrowers. ## Motivation Recent market volatility has exposed structural pressures on crvUSD's peg stability mechanism, driven primarily by Yield Basis's rapid scaling and associated deleveraging dynamics. Concurrent observations of infrastructure stress during peak volatility periods have reinforced the need for proactive risk management measures to protect DOLA holders from potential contagion effects. This proposal revisits the strategic direction initially proposed in [Proposal 324](https://www.inverse.finance/governance/proposals/mills/324) and subsequently remediated through [Proposal 328](https://www.inverse.finance/governance/proposals/mills/328), now with additional urgency warranted by material changes in the crvUSD risk landscape since those governance actions. ## Background & Rationale In October 2025, the Risk Working Group identified emerging systemic risks associated with crvUSD's integration with Yield Basis and proposed market deprecation through [Proposal 324](https://www.inverse.finance/governance/proposals/mills/324). That proposal sought to pause new borrows and wind down exposure across crvUSD-LP markets. When Proposal 324 did not pass governance, the TWG implemented a remediation strategy through [Proposal 328](https://www.inverse.finance/governance/proposals/mills/328), which maintained market operations while deploying a hedge position to offset FiRM's crvUSD collateral exposure. The hedge strategy involved establishing a levered short position against crvUSD on Curve Lend, creating a mechanism to profit from crvUSD depreciation events. While this hedge has performed as designed during recent volatility, it does not constitute a complete risk transfer and leaves the protocol exposed to certain failure modes, particularly those involving oracle infrastructure or rapid price movements. ### Current Risk Environment Since the implementation of [Proposal 328](https://www.inverse.finance/governance/proposals/mills/328), several developments have materially elevated the risk profile of crvUSD exposure: * **PegKeeper Ammo**: Curve's PegKeeper system - the automated liquidity provision mechanism designed to defend crvUSD's peg during stress events - became completely depleted and remains at zero capacity. PegKeepers operate identically to Inverse's Fed mechanism: they expand liquidity into AMM pools during normal conditions and contract during depeg events to restore parity. The depletion of this primary defense layer represents a fundamental shift in crvUSD's stability profile. * **Outstanding crvUSD Borrows**: With PegKeepers exhausted, crvUSD's peg defense now relies entirely on the secondary mechanism: borrowers repaying crvUSD debt against hard-coded $1.00 valuations. When crvUSD depegs, borrowers can profitably purchase discounted crvUSD from the market and repay their loans, removing supply and supporting the peg. The system incentivizes this behavior by raising variable borrow rates. During last week's volatility, crvUSD variable rates spiked to 300% while crvUSD traded at $0.965, creating obvious arbitrage profits for borrowers. Borrows declined from 74M to 30M (a 60% reduction). This 25M represents the final defensive capacity available. Once exhausted through liquidations or repayments, no systematic peg defense mechanism remains operational. * **Oracle Reliability**: During the February 6th market stress event, we observed block inclusion anomalies in the crvUSD-USD price feed consistent with conditions we have documented in past high-stress liquidation environments. Low liquidity coupled with high gas costs strains the liquidation route and opens the door to price feed update block inclusion issues, which in past instances have resulted in bundled negative price movements that exceeded our liquidation incentive buffer and resulted in protocol losses. Another market drawdown of equal or greater magnitude, particularly in an environment where PegKeeper capacity is depleted and crvUSD liquidity is fragmented across pools, creates conditions where these same dynamics could manifest more severely at precisely the moment when liquidation reliability is most critical. * **Yield Basis Credit Line Expansion**: Yield Basis's crvUSD credit line has expanded from an initial 60M proposal to the current 1B allocation, with the founder [proposing](https://forum.yieldbasis.com/t/how-to-scale-yield-basis-and-crvusd-at-the-same-time/27) a further 10x increase alongside a complete liquidity migration to optimize pool mechanics under new Curve code. This open-ended expansion trajectory prevents reliable risk assessment. Each credit line increase or migration represents a structural modification to crvUSD's operational dynamics and stress behavior. Until Yield Basis demonstrates it can maintain stability under sustained market-wide volatility at its current scale, and until clear maximum credit line limits are established through governance, we cannot predict how crvUSD will behave during future stress events or establish appropriate risk parameters for our markets. The fundamental issue is that crvUSD has transitioned from a stablecoin with understood peg defense mechanisms and predictable behavior to one whose stability depends on the experimental scaling of Yield Basis infrastructure. Given our protocol's commitment to DOLA health as the paramount objective, the RWG has determined that collateral factor reductions represent a prudent risk management action at this juncture. ## On-Chain Actions The following adjustments are proposed across the two crvUSD-LP FiRM markets: * CF from 90% to 87.5% * LI from 5% to 6.5% * Market Ceiling to 0 DOLA
# Offboard the st-yETH Market on FiRM Forum Thread: https://forum.inverse.finance/t/offboard-the-st-yeth-market-on-firm/626 ## Summary This proposal initiates the orderly offboarding of the st-yETH FiRM market due to a sustained deterioration of its liquid value, operational integrity, and redeemability of the largest component of its backing, apxETH, which no longer has sufficient on-chain liquidation routing. These structural changes materially impair the true liquidatable value of st-yETH when used as collateral on FiRM. To mitigate this risk, the proposal reduces the st-yETH market Collateral Factor to 50%, sets the Liquidation Factor to 100%, sets the Market Ceiling to 0, and pauses the market to prevent new borrowing. Existing borrowers should close their positions and fully repay any outstanding debt on this market. A follow-up proposal will be introduced if necessary to fully offboard any remaining market debt after the actions of this proposal are executed. ## Background yETH has been available on FiRM as a liquid staking derivative vault token intended to provide diversified ETH staking exposure through Yearn’s basket of LSTs. Its value relies on frictionless redemptions of its underlying components, making the integrity of each constituent asset critical to its suitability as collateral. A recent and significant degradation in yETH’s collateral profile stems from apxETH, which has undergone major structural changes following Dinero’s recent dissolution and product [acquisition by Plume](https://plume.org/blog/plume-to-acquire-dinero-accelerating-institutional-eth-sol-btc-expansion). This acquisition has resulted in the removal of all product and governance token incentives (e.g. pxETH, pxSOL, sDINERO), eliminating the fast-withdraw mechanisms that previously supported pxETH’s immediate liquidity and redemption reliability. Under the new model, pxETH withdrawals require Ethereum’s standard 32 ETH validator queue minimums, causing sub-32 pxETH redemptions to commonly sit in multi-week queues awaiting fulfillment. Dinero’s user interface currently estimates delays of roughly 50 days for smaller pxETH withdrawal requests and the [Ethereum validator queue](https://www.validatorqueue.com/) is 32 days for large withdraws / Yearn rebalancing. It’s unclear at this time if Plume will resume supporting pxETH functionality such as fast-withdraw liquidity incentivization or if Dinero will continue maintaining UI/UX post acquisition. ## Motivation Although pxETH maintains a theoretical 1:1 economic guarantee with ETH, its realizable liquidity is no longer compatible with FiRM’s need for predictable, on-chain unwindability. These constraints create a structural mismatch where redemptions are delayed and impaired in practice. More critically, this materially impacts the true value of yETH on FiRM because roughly 30% of its composition (apxETH) no longer has sufficient on-chain liquidation routing. In effect, a large portion of yETH’s backing cannot be unwound in a manner that preserves collateral value for FiRM during liquidation events. On-chain DEX liquidity conditions illustrate this deterioration, documented in the [RWG’s observer checklist](https://forum.inverse.finance/t/behind-the-scenes-risk-observer-checklist/379). The yETH/ETH Curve pool currently stands at approximately $2.2M, a ~37% decline from October averages, and continues to trend downward. pxETH liquidity has thinned as well, with the pxETH/WETH Curve pool sitting around $1.88M TVL and poor pairing depth, leaving it incapable of absorbing meaningful redemptions. Simulating an unwind of yETH’s apxETH exposure (894 pxETH) shows ~85% slippage, yielding only ~125 ETH (~$380,000). This level of impairment demonstrates that yETH’s pxETH-backed portion cannot be liquidated through on-chain DEX’s without catastrophic loss, even in benign conditions. This issue is compounded by yETH’s governance woes. Despite Dinero’s dissolution, Yearn governance has yet to adjust exposure to pxETH. The lack of corrective action suggests governance stagnation and reduces confidence that the vault will address this or any future problematic concentration in the foreseeable future. ## Offboarding Rationale Taken together, pxETH’s degraded redemption mechanics, the persistent apxETH overweight within yETH, declining AMM liquidity across both assets, and inactive upstream governance all point to a sustained and compounding deterioration in yETH’s liquid collateral value. These conditions render the asset unsuitable for continued use as FiRM collateral and justify initiating its orderly offboarding. Fully removing the market also eliminates the need for RWG to continue overseeing an upstream asset mix that we neither control nor that appears to be actively maintained. ## On-Chain Actions 1.) Set st-yETH Collateral Factor to 50% * A follow-up proposal will be introduced if necessary, further reducing collateral factor until all remaining market debt is repaid. 2.) Set st-yETH Liquidation Factor to 100% 3.) Set st-yETH Market Ceiling to 0 4.) Pause st-yETH market borrows
# Adjust CVX Market Parameters on FiRM Forum: https://forum.inverse.finance/t/adjust-cvx-market-parameters-on-firm/621 ## Summary This proposal reduces the Collateral Factor for the CVX Market on FiRM from 70% to 65% and increases the Liquidation Factor from 60% to 100%. Following the October 10th market event, Chainlink has re-tuned Off-Chain Reporting (OCR) timing parameters for the CVX/USD feed to improve transaction inclusion latency under network congestion. These updated risk settings work in conjunction with the oracle improvements to secure the CVX FiRM market and enable safe resumption of lending activity. ## Background The most critical period on October 10th occurred during the crash epicenter between 21:17-21:25 UTC (8 minutes), when CVX/USD fell from approximately $2.30 to $0.98, a 58% decline compressed into five consecutive oracle rounds. Each of these updates exceeded 5-25% deviation, with the largest single-round move at -25.1%. As these delayed updates posted, previously healthy positions were suddenly pushed below liquidation thresholds, creating a multi-block liquidation cascade confirmed in FiRM liquidation traces. Because only 60% of each position could be liquidated at a time, several accounts required multiple transactions to close, amplifying network congestion and realized slippage. Read the full technical analysis: October 10th Stress Test: FiRM Performance Analysis. ### Coordination with Chainlink Members of the RWG and TWG have been coordinating since with Chainlink’s data team to review the CVX/USD feed and discuss mitigation strategies. The Chainlink team confirmed that OCR timing parameters have been re-tuned to improve transaction inclusion reliability during high-congestion periods, following RWG’s request. These optimizations are expected to significantly reduce, but not fully eliminate block-inclusion latency under stress conditions. Until the release of new latency performance metrics (p95/p99), RWG’s risk posture will maintain a conservative collateral configuration to ensure resilience against remaining timing gaps. ## Rationale Lowering the Collateral Factor to 65% provides a safety margin against price-update latency and compressed volatility shocks, while increasing the Liquidation Factor to 100% ensures each liquidation fully clears borrower debt in one step. This configuration directly addresses the October 10th cascade pattern, preventing recursive partial liquidations and strengthening FiRM’s stability during extreme events. ## Next Steps Chainlink will review OCR latency and transaction-inclusion metrics for CVX and related feeds (USR/USD, crvUSD/USD, sUSDe/USD, cbBTC/USD, DAI/USD, and CRV/USD) to assess whether tail-latency or deviation-threshold tuning could further enhance responsiveness. These feeds represent FiRM’s highest-leverage and correlation-sensitive markets, and Chainlink’s guidance will inform whether any configuration adjustments are advisable. There are currently three healthy open positions in the CVX Market with combined outstanding debt of 23,000 DOLA. Inverse Finance’s governance process will provide ample time for borrowers to re-manage their positions prior to enforcement of the new parameters. Until the update is live, new borrowing activity will be limited as a precautionary measure. ## On-Chain Actions * Set CVX Market Collateral Factor 65% * Set CVX Market Liquidation Factor 100%
# Switch anDOLA IRM to Constant Rate & Use Reserves for Bad Debt Forum: https://forum.inverse.finance/t/switch-andola-irm-on-frontier-to-constant-rate/597 ### Summary This proposal updates the Interest Rate Model (IRM) of the anDOLA market on Frontier from the current utilization-based JumpRateModel to a constant rate model. Alongside the IRM update this proposal will withdraw all anDOLA reserves and utilize these DOLAs towards a bad debt repayment. ### Rationale Frontier is a deprecated product, and leaving excess DOLAs supplied to its markets exposes the protocol to unnecessary risk. A utilization-based model can attract additional liquidity and create fluctuating borrow incentives that no longer serve Frontier’s purpose. Moving to a constant borrow rate makes the market simpler, predictable and better aligned with a wind-down posture, while reducing governance and monitoring overhead. ### Specification A ConstantIRM contract will be set to anDOLA that returns a fixed borrow rate per block. The suggested rate is ~2.5% APR, but governance may set a different constant depending on risk preference. * anDOLA: https://etherscan.io/address/0x7Fcb7DAC61eE35b3D4a51117A7c58D53f0a8a670 * constantIRM: https://etherscan.io/address/0xd3d6ddb266dc9db2b71b095840c3b98e17e6f1a7 * borrowRatePerBlock: 9512937595 ### On-Chain Action * anDOLA._setInterestRateModel 0xd3D6ddB266dC9db2B71B095840c3B98e17e6F1A7 * Withdraw all DOLA Market reserves * RepayBorrowBehalf the DOLA borrow balance of 0xeA0c959BBb7476DDD6cD4204bDee82b790AA1562
# Activate the DOLA Peg Stability Module Forum: https://forum.inverse.finance/t/activate-the-dola-peg-stability-module/596 ### Summary This proposal activates Inverse Finance’s new Peg Stability Module (PSM) for USDS, replacing the deprecated Stabilizer. The PSM allows minting and redemption of DOLA against USDS, with collateral staked in the sUSDS ERC4626 vault. This design provides stronger peg stability, a liquid backstop during market stress, and introduces important upgrades over the previous system. ### Background The DOLA Stabilizer was originally introduced in February 2021 as one of Inverse Finance’s initial products, facilitating a stable 1:1 swap between DOLA and DAI with, at the time, a total capacity of 15M DOLA. It played a crucial role in maintaining the DOLA peg and was a reliable revenue generator for the DAO but became [quasi-redundant](https://www.inverse.finance/transparency/other/stabilizer) with the introduction of DOLA [AMM Feds](https://docs.inverse.finance/inverse-finance/inverse-finance/product-guide/dola-feds) and the expansionary DOLA [Fed policy](https://www.inverse.finance/transparency/feds). As such, it was deprecated in [October, 2023 ](https://www.inverse.finance/governance/proposals/mills/142)as a proactive measure to prevent unforeseen scenarios or vulnerabilities that might arise from maintaining a now-redundant contract. The need for a mechanism that offers immediate DOLA liquidity to liquidators, ensuring orderly and efficient liquidations, has persisted and while the legacy Stabilizer offers basic peg defense it lacks in flexibility and resilience. The PSM has been developed and reviewed over several iterations with Product Working Group contributors, addressing prior shortcomings and adding features for safer long-term use. Key improvements include: * Integration with ERC4626 vaults (initially sUSDS), enabling yield on reserves. * Governance-controlled migration to new vaults if needed. * Configurable buy/sell fees and profit routing. * Controller hooks for future extensions, such as depeg protections. * Safeguards against inflation-style attacks, including minimum total supply checks. * Modular architecture with separate PSM, PSMFed, and Controller contracts * Gas-optimized operations for efficient arbitrage and liquidation support Deployed contracts: * PSM https://etherscan.io/address/0x4dfd662622d766304cb539e66f893c4defa19398 * PSM Fed: https://etherscan.io/address/0x400510611BcBf9171F0E548F1C3dcA7159e60d28 * Controller: https://etherscan.io/address/0xe3475728673eabaec90a37aa3ae2ced9f0db5ff2 ### Specification This proposal activates the PSM with the following parameters: * Buy Fee: 0 bps (1 USDS = 1 DOLA) * Sell Fee: 20 bps (1 DOLA = 0.998 USDS) * Minimum Total Supply: 100,000 shares to mitigate inflation-style attacks * Supply Cap (PSMFed): 10,000,000 DOLA Given the substantial code updates from the Stabilizer to the PSM and the integration of ERC4626 vaults, the Risk Working Group recommends a guarded launch strategy. The PSM will begin with a conservative supply cap, and expansions will follow a timed schedule introduced by the Fed Chair via expansions. This approach allows the system to gain “lindyness” as it expands, ensuring confidence in the new design while scaling gradually. #### On-Chain Actions * PSM.setBuyFeeBps = 0 * PSM.setSellFeeBps = 20 * PSM.setMinTotalSupply = 100k * PSMFed.setSupplyCap = 10M
# Increase Collateral Factors for Blue-Chip Markets Forum: https://forum.inverse.finance/t/increase-collateral-factors-for-blue-chip-markets/593 ## **Summary** This proposal recommends increasing the collateral factors from 80% to 85% for four blue-chip markets on FiRM: WETH, WBTC, cbBTC, and wstETH. These markets have demonstrated robust liquidation performance during periods of extreme market volatility and high gas costs, supporting this risk parameter optimization. ## **Motivation** FiRM’s blue-chip collateral markets have matured significantly since their inception, accumulating substantial liquidation data that validates their resilience. Past market turbulence, namely the August 4-5, 2024 volatility event and subsequent market corrections, has provided stress-test conditions that demonstrate these markets can safely support higher collateral factors while maintaining protocol security. FiRM’s [isolated lending market design](https://docs.inverse.finance/risk-working-group-digest/security/firm-features) eliminates cross-collateral contagion risks and ensures predictable liquidation dynamics, as liquidators always repay DOLA debt rather than managing volatile asset-to-asset liquidations. Increasing collateral factors for these proven assets serves multiple objectives. It improves capital efficiency for borrowers, enhances FiRM’s competitiveness relative to other lending protocols, and better aligns risk parameters with demonstrated market performance. The strong liquidation track record during high-gas environments confirms that liquidators remain incentivized to maintain market health even with tighter margins. ## **Background & Rationale** ### **Competitive Landscape** | Protocol | Market Type | wBTC | cbBTC | wETH | wstETH | Risk Profile | |----|----|----|----|----|----|----| | Morpho | Isolated | 86% | 86% | 86% | 86% | Lower risk: isolated collateral, USDC borrowing | | Euler | Isolated | 86% | 86% | 85% | 86% | Lower risk: isolated collateral, USDC borrowing | | FiRM (Proposed) | Isolated | 85% | 85% | 85% | 85% | Lower risk: isolated collateral, DOLA-only borrowing | | Compound | Cross-collateral | 80% | 80% | 83% | 80% | Higher risk: multi-asset collateral & borrowing | | Aave | Cross-collateral | 78% | 78% | 83% | 81% | Higher risk: multi-asset collateral & borrowing | The isolated market structure, where blue-chip assets are borrowed against stablecoin debt exclusively, provides superior liquidation reliability compared to cross-collateral protocols. This allows for tighter risk parameters without significantly compromising on safety. ### **Liquidation Performance Analysis** The [FiRM liquidation data](https://www.inverse.finance/transparency/dbr#Liquidations) reveals suitable performance for these blue-chip markets during critical stress periods. The market volatility events of August 4-5, 2024 saw 12 successful near-instant liquidations (wETH: 6, wstETH: 4, wBTC: 2) occurring during conditions of: * Gas prices spiking above 150 gwei * ETH price dropping over 20% in 24 hours * Multiple cascading liquidations across DeFi protocols Using the [Collateral Parameterization Model](https://docs.inverse.finance/risk-working-group-digest/security/frameworks) with updated price impact data: * All four markets maintain healthy liquidation dynamics at 85% CF * No cascade risk identified even assuming single-borrower concentration * Liquidation profitability preserved at high gas price assumptions (100-300 gwei) ## **On-Chain Actions** For each market listed: * **WETH:** setCollateralFactor = 8500 (85%) * **WBTC:** setCollateralFactor = 8500 (85%) * **cbBTC:** setCollateralFactor = 8500 (85%) * **wstETH:** setCollateralFactor = 8500 (85%) These changes will take effect immediately upon execution, allowing existing and new borrowers to access improved capital efficiency.
# FiRM Spring Cleaning - Sunset Underutilized and Expired Markets https://forum.inverse.finance/t/firm-spring-cleaning-sunset-underutilized-and-expired-markets/566/1 ### Summary This proposal recommends formally sunsetting seven inactive, redundant, or expired FiRM markets by setting their market ceilings to the minimum viable amounts and pausing new borrows where needed. The markets targeted for deprecation include: DAI, FRAX, COMP, yv-DOLA/crvUSD LP, DOLA/crvUSD LP, PT-sUSDe-29MAY25, and PT-sUSDe-27MAR25. These actions are part of a broader operational cleanup initiative to streamline FiRM’s collateral roster, reduce unnecessary risk exposure, and improve protocol efficiency. ### Motivation As FiRM matures, periodic reviews of its supported collateral markets are essential to maintaining a healthy, efficient lending protocol. Several of FiRM’s earliest markets were launched during periods of experimentation or opportunistic integration and have since seen their relevance diminish. In some cases, the underlying assets have been deprecated or superseded by newer mechanisms; in others, anticipated ecosystem partnerships failed to materialize. Sunsetting unused or low-utility markets serves multiple objectives. It removes operational overhead from the RWG, reduces the monitoring burden for oracles and liquidity, and minimizes governance surface area around parameters that no longer require tuning. From a security perspective, deprecating dormant markets also narrows the protocol’s exposure to tail risks, such as flash liquidity drains, mispriced feeds, or liquidations in low-liquidity and/or high-gas environments. By formally winding down these markets, we reinforce our commitment to good protocol hygiene and signal to external partners and users that FiRM collateral is thoughtfully curated and regularly maintained. ### Background & Rationale **DAI** The DAI FiRM market was originally introduced to support users leveraging the DAI Savings Rate (DSR) for fixed-rate borrowing. However, since MakerDAO’s rebrand to Sky and strategic pivot toward its new USDS stablecoin, DAI’s incentive structure is steadily eroding. Given that the DOLA/sUSDS LP is already supported as collateral, the DAI market is now redundant and unnecessary to maintain. **sFRAX** Frax Finance has officially “upgraded” the FRAX stablecoin to frxUSD, its new flagship asset for algorithmic stability and RWA integration. While 1:1 swapping between the two will be available for some time, liquidity, incentivization, and management for the old FRAX contract will inevitably trend to 0. **COMP** The COMP market was initially launched with the potential for strategic alignment with the Compound ecosystem. However, those plans never advanced into actionable integrations, and market activity has remained near-zero for most of its lifecycle. Compounding the issue, on-chain liquidity for COMP has thinned considerably, making it a less reliable asset for collateralized borrowing. Continuing to monitor and support this market offers little upside and introduces maintenance risk, making deprecation the prudent choice. **DOLA/crvUSD LP** & **yv-DOLA/crvUSD LP** The base DOLA/crvUSD LP markets have become functionally obsolete following the TWG’s decision to shift incentives toward DOLA pools on Curve paired with yield-bearing stablecoins. The sDOLA/crvUSD and sDOLA/scrvUSD LPs now represent the preferred markets. Sunsetting this market removes redundancy and supports the consolidation of DOLA liquidity around more strategic pool compositions. **PT-sUSDe-29MAY25 & PT-sUSDe-27MAR25** With both markets now expired, and the March 2025 market already paused, they no longer serve any purpose as active collateral. We recommend fully deprecating both PT-sUSDe markets as part of standard lifecycle management. ### On-Chain Actions For each market listed with no positions; setMarketCeiling = 0. Otherwise set to lowest amount accounting for active position. For each market, pauseBorrows = true This ensures no new borrowing can occur while still allowing existing borrowers (if any) to repay their loans and exit gracefully.
allow(address)setMarket(address,address,address,bool)setMarket(address,address,address,bool)setMarket(address,address,address,bool)# [1/3] Deploy ALE V3 with Aggregator Support Forum Link: https://forum.inverse.finance/t/deploy-ale-v2-with-aggregator-support/559 ## Summary This proposal seeks to deploy ALE V2 to replace and enhance the existing ALE on FiRM. ALE V2 consolidates our leverage logic into a single, robust contract, supporting both 1inch and Odos aggregators for more efficient and flexible routing. In addition, ALE V2 integrates Pendle PT collateral functionality, simplifying complex leverage actions and enabling users to easily leverage into- and deleverage from yield strategies with PT and YT tokens. ## Background The original ALE was designed to facilitate looping and leveraging for FiRM markets but had limitations in flexibility and required repeated redeployments for new collateral types. Additionally, previous helper contracts required fragmented logic for handling different collateral compositions, resulting in technical debt and deployment friction. ALE V2 represents a major architectural improvement, merging the previous ALE and undeployed ALEPendle implementations into one contract and updating all associated helpers to a unified interface. The engine now directly supports: * Pendle PT markets, with helper-based mint/redeem handling for PT and YT tokens. * Aggregator-based swaps via both 1inch and Odos, allowing for more optimal execution routes and future scalability. * Cleaner interfaces for dynamic helpers (CurveDolaLPHelper, ERC4626Helper, and YVYCRVHelper), reducing complexity and the risk of errors. This upgrade significantly reduces maintenance overhead by enabling quicker deployment of new markets and collateral types without repeated code rewrites. Furthermore, it enhances UX by enabling direct DOLA entry for supported markets, eliminating unnecessary pre-zap actions. ## Implementation The following contracts have been deployed and reviewed: * ALE V2:[ 0x4dF2EaA1658a220FDB415B9966a9ae7c3d16e240](https://etherscan.io/address/0x4df2eaa1658a220fdb415b9966a9ae7c3d16e240) * Pendle PT Helper:[ 0x4809fE7d314c2AE5b2Eb7fa19C1B166434D29141](https://etherscan.io/address/0x4809fE7d314c2AE5b2Eb7fa19C1B166434D29141) * CurveDolaLPHelperDynamic:[ 0x20717e5ee263f2418badad9704b88d98caffac8e](https://etherscan.io/address/0x20717e5ee263f2418badad9704b88d98caffac8e) * CurveSDolaLPHelperDynamic:[ 0x50671bf561ed15a84066db2415d1ef55daf35037](https://etherscan.io/address/0x50671bf561ed15a84066db2415d1ef55daf35037) * ERC4626Helper:[ 0xf2f9b6f0b28f77872acd2da4187021b3b8c73ab8](https://etherscan.io/address/0xf2f9b6f0b28f77872acd2da4187021b3b8c73ab8) * YVYCRVHelper:[ 0xa93dac9b38ab4a23f1fa934eabc7f9639a003c4c](https://etherscan.io/address/0xa93dac9b38ab4a23f1fa934eabc7f9639a003c4c) ALE V2 will also support governance-defined whitelisting of multiple exchange proxies, enabling greater flexibility in future aggregator integrations. Overall, ALE V2 is a key protocol infrastructure upgrade that streamlines leverage execution, reduces risk, and improves user experience on FiRM. ## On-Chain Actions * Allow ALEV2 on the borrow controller * Allow exchange proxy addresses for both 1inch and Odos aggregators * Set ALE V2 as the leverage engine for all existing FiRM markets: * INV * WETH * DAI * WBTC * WstETH * sUSDe * cbBTC * cvxCRV * CRV * CVX * sty-ETH * sFrax * yvyCRV * crvUSD-DOLA * yv-crvUSD-DOLA * USR-DOLA
setBorrowController(address)# [2/7] Update to Pectra-Compliant FiRM Borrow Controller Forum Link: https://forum.inverse.finance/t/update-to-pectra-compliant-firm-borrow-controller/547 ### Summary This proposal seeks to update the FiRM Borrow Controller across all active markets to a newly-deployed, Pectra-compliant version, addressing security risks introduced by [EIP-7702](https://github.com/ethereum/EIPs/blob/master/EIPS/eip-7702.md#self-sponsoring-allowing-txorigin-to-set-code). The upgrade ensures continued protection against flash loan exploits, reentrancy, and atomic transaction manipulations, while maintaining all previously implemented risk controls such as the rolling 24-hour borrow limit and daily borrow caps. ### Background The borrow controller in FiRM plays a crucial role in risk management, ensuring that borrowing transactions comply with security measures such as: * **Minimum Debt Amount**: Protecting the protocol from griefing by enforcing a minimum market debt allowed to be carried per user. * **Smart Contract Verification**: Restricting borrowing from unauthorized smart contracts to mitigate risk. * **Rolling 24-Hour Borrow Limit**: Preventing exploitative behaviors related to fixed-time resets. * **Staleness Threshold**: Addressing stale oracle data exploits by preventing borrowing when price feeds have not updated within a governance-defined timeframe. However, with the first phase of the Pectra hard fork scheduled for mid-March 2025, [Ethereum's EIP-7702](https://mixbytes.io/blog/the-prague-electra-pectra-hardfork-explained) introduces the ability for EOAs (externally owned accounts) to delegate execution to smart contracts, effectively bypassing FiRM’s existing protections against flash loans and reentrancy attacks. To mitigate these risks, the new borrow controller enforces a stricter validation, combining `tx.origin == msg.sender` with `msg.sender.code.length == 0` to ensure that the caller is not a delegated smart contract. In doing so, it ensures full compatibility with the Pectra hard fork, maintaining security without sacrificing user experience. The new borrow controller has been rigorously tested on the Prague EVM and reviewed by 3rd parties, both of which confirm it correctly blocks unauthorized delegated transactions while maintaining expected protocol functionality. ### Implementation Plan This proposal will standardize the borrow controller across all active markets, eliminating existing discrepancies and bringing the rolling 24-hour borrow limit to all markets. All previously whitelisted addresses as well as market-specific daily borrow limits, staleness thresholds, and min debts will need to be set. As such with 33 live markets, this will require over 100 on-chain actions. As each proposal is limited to 20 on-chain actions, this will be spread out across 7 proposals. This is Proposal # 2 of 7 and will apply to the following... ### On-Chain Actions 3. Set the Borrow Controller and Inherit All Existing Borrow Parameters for the following FiRM Markets: - cbBTC, cvxCRV, sUSDe, st-yETH, CVX
# Increase Market Supply Ceiling for DOLA/USR LP Markets on FiRM Forum: https://forum.inverse.finance/t/increase-market-supply-ceilings-for-dola-usr-lp-markets-on-firm/557 ### Summary This proposal seeks to increase the market supply ceiling parameters for both the Yearn-aligned and Convex-aligned DOLA/USR Liquidity Pool Token (LPT) markets on FiRM, Inverse Finance’s fixed-rate lending protocol, from the current 10,000,000 DOLA to 20,000,000 DOLA each. Given the success and positive performance of these markets since their launch on March 18th, increasing the supply ceilings will allow for greater participation. ### Background On March 18th, DOLA/USR LP markets were successfully launched on FiRM, providing users with the ability to utilize DOLA/USR LPTs from Curve Finance as collateral. These markets offer unique advantages due to the stable composition of the DOLA/USR LP, which includes DOLA as collateral, and the points program associated with USR, enhancing capital efficiency. Two distinct markets were deployed: one aligned with the Yearn autocompound strategy and another with the Convex strategy. Since their launch, the DOLA/USR LP markets have demonstrated positive performance and user engagement, with 8.93MM in TVL and 7.5MM in borrows from 7 positions as of March 29th. Given the success of the initial launch, increasing the supply ceilings will maintain the positive momentum and encourage continued participation in these markets with increasing support from the TWG. ### Risk Assessment The [existing risk assessment](https://docs.google.com/document/u/1/d/1zSCvnfxMOSKfqKT-BuFI4bKcu5NJOYfrURZVWkVxuH8/edit?usp=sharing) for USR collaterals on FiRM remains valid. Increasing the market supply ceilings does not introduce new fundamental risks but does amplify existing risks proportionally with increased volume. Continuous monitoring of the DOLA/USR LP’s performance, yields, and liquidity conditions will continue to be maintained. Should any material changes or newly identified risks emerge, parameter adjustments or additional mitigations will be proposed via governance. ### On-Chain Actions 1. Update Market Supply Ceiling for Yearn-aligned DOLA/USR LP Market: Set the market supply ceiling to 20,000,000 DOLA. 2. Update Market Supply Ceiling for Convex-aligned DOLA/USR LP Market: Set the market supply ceiling to 20,000,000 DOLA.
# Sunset the FRAX LP and cvxFXS Markets Forum: https://forum.inverse.finance/t/sunset-the-fraxbp-and-fraxpyusd-lp-markets/552 # Sunset the FRAX LP and cvxFXS Markets ### Summary This proposal aims to formally retire the FraxBP and FraxPyUSD LP FiRM markets (listed below) by pausing borrows and setting each market’s market ceiling parameter to 0. These markets have seen dwindling usage following the Treasury Working Group’s (TWG) strategic shift away from incentivizing the DOLA/Frax pools on Curve to newer pools paired with yield-bearing stablecoins. In addition to retiring the Frax LP markets, the cvxFXS FiRM market will also be fully decommissioned by setting its supply ceiling to zero. On July 4, 2023, Proposal #199 reduced the collateral factor for cvxFXS to 50%, and the Risk Working Group paused new borrows. These measures were taken following Convex Finance’s announcement to migrate cvxFXS liquidity to Fraxtal. Markets to Be Sunset: * yv-FraxPyUSD-DOLA * FraxBP-DOLA * FraxPyUSD-DOLA * yv-FraxBP-DOLA * cvxFXS Market --- ### Background 1. TWG Shift in Incentives On November 22nd, 2024, the TWG announced a plan to gradually wind down incentives for the DOLA/FraxPyUSD and DOLA/FRAXBP liquidity pools on Curve. The goal was to move liquidity incentives to pools that pair DOLA with yield-bearing stablecoins such as sUSDe, sUSDS, and scrvUSD. The new pools began receiving rewards on November 28th, with a 4–8 week phase-out of rewards to the old pools. 2. Rationale for New Pools * Yield-Bearing Stablecoins: DOLA is paired with stablecoins that generate yield on their own, offering more robust potential returns on top of the CRV/CVX rewards. * Consolidation of Liquidity: Concentrating liquidity in fewer, higher-value pools aids in maintaining stable peg and improving capital efficiency. 3. Emptied Frax Markets on FiRM As incentives for the older pools have been reduced to zero over the past months, usage of the FraxBP and FraxPyUSD FiRM markets has dwindled to negligible levels. With the markets now effectively empty, this proposal recommends sunsetting them as part of a larger ongoing overall effort to reduce managerial overhead. --- ### On-Chain Actions 1. Set market ceilings to Zero * yv-FraxPyUSD-DOLA: Set market ceiling to 0. * FraxBP-DOLA: Set market ceiling to 0. * FraxPyUSD-DOLA: Set market ceiling to 0. * yv-FraxBP-DOLA: Set market ceiling to 0. * cvxFXS: Set market ceiling to 0. 2. Pause all four markets These actions ensure no new supply (or loans) can be created in these markets, effectively retiring them.
# Increase Daily Borrow Limits to 2,000,000 DOLA for Select FiRM LP Markets Forum Link: https://forum.inverse.finance/t/increase-daily-borrow-limits-to-2-000-000-dola-for-select-firm-lp-markets/527 ### **Summary** This proposal seeks to increase the **daily borrow limits** for the same FiRM LP markets recently targeted for market ceiling adjustments. The current daily borrow limit of **1,000,000 DOLA** per market will be increased to **2,000,000 DOLA** to address growing borrower demand and further support FiRM’s operational efficiency. ### **Markets and Addresses** |**Market**|**Address**| | --- | --- | |yv-DOLA-scrvUSD|0x5bb8f6aAcFF2971B42F9fE6945D24726A2541CF2| |DOLA-scrvUSD|0x2fed508aAc87c0e6f0b647Fe83164A7AA6eb2FC9| |yv-DOLA-sUSDe|0x4E264618dC015219CD83dbc53B31251D73c2db1a| |DOLA-sUSDe |0xb427fC22561f3963B04202F9bb5BCEbd76c14A99| |yv-DOLA-sUSDS|0x4A33baFA8a31E4ec9649f65646022cAD1957808b| |DOLA-sUSDS |0xD68d3a44d46dd50BFeBa8Cca544717B76e7C4b29| |scrvUSD-sDOLA|0x63D27fC9d463Ed727676367D3F818999962737E8| |yv-scrvUSD-sDOLA|0xb8bc1E9c0a2d445bc39d2A745F47619E954dD565| ### **Background** FiRM LP markets have shown consistent growth in borrower participation and utilization rates, as highlighted in the [**Revised Risk Assessment of Stable LP Markets (December 2024)**](https://docs.google.com/document/d/1rQeGZgSiK3tf21JzVbn7qncW-cLwhNhjjQYVT7pUYgs/preview?tab=t.0#heading=h.usvk0t9pbkoo). The recent increase in market ceilings to **50,000,000 DOLA** has created a strong foundation to scale these markets further. The current daily borrow limit of **1,000,000 DOLA** per market now presents a bottleneck to borrower activity. Borrowers seeking larger amounts frequently encounter delays or limitations, reducing market efficiency and flexibility. Increasing the daily borrow limits to **2,000,000 DOLA** aligns with borrower demand and eliminates operational friction, enabling sustained growth and improved capital utilization. This proposal builds on the governance-approved update to the **borrow controller**, which introduced a rolling 24-hour limit. This update ensures equitable access to borrowing capacity while addressing risks of double borrowing and market monopolization. ### **Rationale** 1. **Increased Borrower Demand:** Borrowers in these markets continue to push against the current daily borrow limits, demonstrating sustained and growing interest. Raising the limits will ensure FiRM can meet this demand effectively. 2. **Improved User Experience and Operational Efficiency:** Higher daily borrow limits reduce delays and enable borrowers to access larger loans without needing to split transactions across days. 3. **Alignment with Growth Strategy:** Raising the daily borrow limits complements the recent increase in market ceilings, allowing FiRM to maximize utilization and strengthen its competitive position. ### **Risk Assessment** The [**Revised Risk Assessment of Stable LP Markets (December 2024)**](https://docs.google.com/document/d/1rQeGZgSiK3tf21JzVbn7qncW-cLwhNhjjQYVT7pUYgs/preview?tab=t.0#heading=h.usvk0t9pbkoo) supports the proposed increase in daily borrow limits based on the following: * **Collateral and Liquidity Health:** The underlying pools for these markets demonstrate sufficient liquidity to handle higher borrowing volumes without causing instability. * **Low Liquidation Risk:** The stablecoin-paired nature of these LP markets ensures minimal price volatility, reducing the likelihood of liquidations. * **Risk Mitigation Measures:** * **Borrow Controller Update:** The recently implemented rolling 24-hour limit ensures controlled and equitable borrowing. * **Continuous Monitoring:** The RWG will actively monitor liquidity, utilization rates, and collateral health to adjust parameters as needed. ### **On-Chain Actions** 1. **Increase Daily Borrow Limit** to **2,000,000 DOLA** for the following FiRM markets: * yv-DOLA-scrvUSD * DOLA-scrvUSD * yv-DOLA-sUSDe * DOLA-sUSDe * yv-DOLA-sUSDS * DOLA-sUSDS * yv-scrvUSD-sDOLA * scrvUSD-sDOLA
# Proposal to Increase FiRM Staked CVX Market Parameters Forum Post: https://forum.inverse.finance/t/proposal-to-increase-firm-staked-cvx-market-parameters/525 ### Summary: This proposal seeks to adjust the FiRM Staked CVX market parameters by increasing: * The market ceiling from 2,000,000 to 3,000,000 DOLA. * The daily borrow limit from 250,000 to 500,000 DOLA. These adjustments are supported by consistent growth in collateral integrity as measured by the Risk Working Group’s (RWG) in-house frameworks, increased market usage, and rising borrow demand for the CVX market. --- ### Supporting Evidence: The RWG monitors FiRM collateral asset integrity through a detailed [Observer Checklist](https://forum.inverse.finance/t/behind-the-scenes-risk-observer-checklist/379). This tool enables the RWG to analyze long-term trends, assess asset stability, and refine [parameters](https://forum.inverse.finance/t/behind-the-scenes-collateral-parameterization/376) using advanced simulations of price impact and liquidation scenarios. #### Key Observation Metrics from Q4 2024: * Curve CVX-ETH LP TVL: * September Average: $7.7M * December Average: $14.2M * Binance CVX/USDT 2% Depth: * September Average: $45.8K * December Average: $95.5K The growth of the Curve CVX-ETH TVL and centralized exchange depth, alongside improved price impact simulations demonstrates strong growth in the Convex and Curve ecosystems. #### Collateral Asset Scoring from Q4 2024 This framework evaluates the relative “risk” of any asset, using wETH as a benchmark using the following factors: 1. Market Capitalization Score (MCS): * September 2024: 5.59 * January 2025: 9.34 (significant improvement) 2. Trading Volume Score (TVS): * September 2024: 3.37 * January 2025: 3.10 (slight decrease) 3. Price Volatility Score (PVS): * September 2024: 3.36 * January 2025: 2.81 (increased volatility) 4. Trading Distribution Score (TDS): * September 2024: 6.28 * January 2025: 6.82 (increased decentralization) #### Staked CVX FiRM Market Performance: The CVX market has proven resilient, ranking as the second most liquidated market on FiRM (after CRV), accounting for 21.2% of total liquidations. Liquidations Summary: * Total Liquidations: 41 * Total Repaid Debt: 722,256.71 DOLA * Total Liquidator Rewards: 294,528.46 DOLA * Largest Single Liquidation: 71,700.00 DOLA * Largest Liquidator Reward: 36,056.29 DOLA --- ### Conclusion: The proposed increase to the CVX market ceiling and daily borrow limit aligns with observed growth in CVX collateral metrics and market demand. By implementing these changes, FiRM can better accommodate borrower needs while maintaining collateral safety and market integrity. --- ### On-Chain Actions: 1. Set Staked CVX market ceiling to 3,000,000 DOLA. 2. Set Staked CVX daily borrow limit to 500,000 DOLA.
# Follow Up to "Reimbursement for four users affected by a ALE UI Bug" Proposal Forum Link: https://forum.inverse.finance/t/reimbursement-for-four-users-affected-by-a-ale-ui-bug/520 ### Summary This proposal seeks to correct an error in the reimbursement amount allocated to address 0x75E70dB620d5491f69526E22355236f65B46834E in the [original reimbursement proposal](https://www.inverse.finance/governance/proposals/mills/257). The on-chain action will issue the remaining DOLA balance owed to this address. In the original reimbursement proposal, a lesser amount of DOLA was allocated to address 0x75E70dB620d5491f69526E22355236f65B46834E due to an oversight. The approved amount did not fully match the documented losses incurred by this address during the ALE UI bug incident. To uphold the DAO's commitment to fairness and accuracy, this proposal aims to rectify the discrepancy by sending the remaining DOLA balance. ### On-Chain Actions 1. Transfer 17,100.00 DOLA to 0x75E70dB620d5491f69526E22355236f65B46834E
# Proposal to Add sDOLA/scrvUSD Convex LP Market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-sdola-scrvusd-convex-lp-market-to-firm/517 ### Summary This proposal seeks to integrate the sDOLA/scrvUSD Liquidity Pool Token (LPT) from Curve Finance as a collateral asset on FiRM, Inverse Finance’s fixed-rate lending protocol. The sDOLA/scrvUSD LP offers unique advantages due to its stable composition and inclusion of two yield-bearing stablecoins, providing a new opportunity for capital-efficient lending. This market will leverage a fork of the current ALE LP Helper to convert between sDOLA and DOLA for single-sided additions to the pool. The integration aligns with FiRM’s strategic goals of diversifying supported collateral and increasing sDOLA’s utility. ### Background scrvUSD is yield-bearing crvUSD, a decentralized stablecoin native to the Curve Finance ecosystem designed with advanced stabilization mechanisms to maintain its peg to the USD. Utilizing Peg Keeper contracts, oracles, and a dynamic monetary policy, crvUSD ensures stability and resilience. Peg Keepers actively mint or burn crvUSD tokens to balance liquidity pools and keep the price near $1. Additionally, the protocol adjusts interest rates on crvUSD loans to dynamically influence supply and demand. The recent introduction of scrvUSD, developed in collaboration with Yearn Finance and powered by its V3 vault infrastructure, expands crvUSD’s utility by providing a low-risk, yield-bearing alternative. sDOLA, a tokenized representation of staked DOLA, increases the utility of DOLA by allowing holders to earn yield while participating in liquidity strategies. By integrating sDOLA/scrvUSD LP as collateral, FiRM enables liquidity providers to leverage their positions, deepening DOLA’s ecosystem and fostering protocol efficiency. ### Risk Assessment As this is a derivative market of the DOLA/scrvUSD LP market, no new risk assessment is required. The RWG confirms that the [existing risk work](https://docs.google.com/document/d/1baBOoS41_S0XN_T9x1ofclckxxZga8Th8uFYCG4Ktl0/edit?usp=sharing) for the DOLA/scrvUSD market, including oracle and price feed considerations, is applicable here. The ALE mechanism will include a conversion of sDOLA to DOLA, ensuring compatibility with existing processes. ### On-Chain Actions * Add sDOLA/scrvUSD LP Convex Market to DBR contract * Set borrowController of Market to new FiRM BorrowController * Set market supply ceiling to 10,000,000 DOLA * Set daily limit in BorrowController to 1,000,000 DOLA * Set Collateral Factor to 90% * Set Liquidation Factor to 100% * Set Liquidation Incentive to 5% * Approve sDOLA/scrvUSD LP Convex market on the DBR Helper * Set Minimum Debt Amount in BorrowController to 3,000 DOLA * Set stalenessThreshold for sDOLA/scrvUSD Convex LP market to 86460 * Set FiRM Oracle price feed for sDOLA/scrvUSD Convex LP to the deployed DOLA/scrvUSD custom LP tokenPriceFeed contract * Add sDOLA/scrvUSD LP Convex Market to ALE * Add DOLA/scrvUSD LP Convex Market to new CurveDolaLPHelper
# Unpause the INV Market and Increase the Market Ceiling Forum Thread: https://forum.inverse.finance/t/unpause-the-inv-market-and-increase-the-market-ceiling/516 #### Summary This proposal seeks to unpause the INV market on FiRM and increase its market ceiling from 420k to 500k. The RWG previously enacted its guardian role to pause any new loans occurring in the INV market [on September 10, 2024](https://etherscan.io/tx/0xb14f24beaa079d5c0e60133d4f163252cc347922bce489fb1386dc767ec5eea0), citing poor market conditions and the need for ongoing assessment. Improved market sentiment and asset health indicators observed over a long period now support reactivating the market with an increased ceiling. --- #### Background On September 10, 2024, the RWG paused the INV market to mitigate potential risks stemming from adverse market conditions. At the time: * While liquidity levels were still sufficient to ensure market safety, allowing the facilitation of liquidations in the event of a very high gas or cascading environment was increasingly at risk according to our models. * Important to note that Borrow supply was near its limit, and any expansions to the market required governance approval at the time of pause in any case. The pause had no impact on open positions and thus required no immediate action; rather it allowed for closer monitoring and ensured no new borrow positions could be opened. #### Analysis The RWG's models now indicate that: 1. Liquidity Levels Have Improved: Market Liquidity had greatly improved allowing for healthy liquidation support. Repayments during this period have brought the market debt down to $380k from $415k, offering room for increased debt. ### Liquidity TVL |[Curve](https://curve.fi/#/ethereum/pools?search=inv)|9/10/2024|12/7/2024| | --- | --- | --- | |TricryptoINV|$800,822|$1,250,000| |TriDBR|$1,010,000|$2,090,000| 2. Asset Health Indicators Have Strengthened: Asset scoring metrics reflecting market cap, trading volume, and price volatility, taken from Inverse.Watch show a marked improvement across multiple categories since the market's pause. Asset Score |Inverse.Watch|9/10/2024|12/7/2024| | --- | --- | --- | |MCS|0.41|0.58| |TVS|0.15|0.13| |PVS|4.23|5.19| |TDS|6.83|7.28| 3. Market Sentiment is Favorable: The conditions that necessitated the market pause no longer apply, and expanding the market ceiling aligns with current data. #### Motivation Reactivating and expanding the INV market aligns with Inverse Finance's goals to enhance protocol utility and respond to evolving market conditions. By doing so, we aim to: 1. Provide greater borrowing opportunities for users. 2. Optimize INV token utilization while maintaining market safety. 3. Leverage improved liquidity and sentiment to increase market participation. #### On-Chain Actions 1. Unpause the INV market on FiRM 2. Set INV Market Ceiling to 500,000
addMarket(address)# Proposal to Add DOLA/scrvUSD Yearn LP Market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-dola-scrvusd-yearn-lp-market-to-firm/515 ### Summary This proposal seeks to integrate the DOLA/scrvUSD Liquidity Pool Token (LPT) from Curve Finance as a collateral asset on FiRM, Inverse Finance’s fixed-rate lending protocol. The DOLA/scrvUSD LP offers unique advantages due to its stable composition, providing a unique opportunity for capital efficient lending by offering stable liquidity positions that include DOLA as collateral.We plan to deploy two distinct markets; one that adheres to the convex strategy and a market which, utilizing the same underlying LPT, aligns with Yearn’s autocompound strategy. This proposal pertains to the Yearn-aligned crvUSD/DOLA LP market on FiRM. ### Background scrvUSD is yield-bearing crvUSD, a decentralized stablecoin native to the Curve Finance ecosystem designed with advanced stabilization mechanisms to maintain its peg to the USD. Utilizing Peg Keeper contracts, oracles, and a dynamic monetary policy, crvUSD ensures stability and resilience. Peg Keepers actively mint or burn crvUSD tokens to balance liquidity pools and keep the price near $1. Additionally, the protocol adjusts interest rates on crvUSD loans to dynamically influence supply and demand. The recent introduction of scrvUSD, developed in collaboration with Yearn Finance and powered by its V3 vault infrastructure, expands crvUSD's utility by providing a low-risk, yield-bearing alternative. By depositing crvUSD into the scrvUSD vault, users earn autocompounding interest derived from crvUSD borrowers’ interest payments. By leveraging the DOLA/scrvUSD LP as collateral, FiRM offers its users the opportunity to capitalize on stable liquidity positions while bolstering our ecosystem’s efficiency and DOLA liquidity depth. This addition would enable liquidity providers to leverage their positions. Providing stable liquidity positions that include DOLA as collateral allows for cost-efficient lending on behalf of Inverse Finance. Typically, borrowers sell DOLA to buy other assets, impacting DOLA liquidity. Conversely, a borrower collateralizing with a DOLA LP position is likely to add the other stablecoin/s to the liquidity pool initially to obtain the LPT. They may then loop the borrowed DOLA into the LP position repeatedly to increase their reward, benefiting DOLA liquidity as it does not remove other stablecoins. This results in a 150% improvement in lending capital efficiency, as only 1 DOLA needs to be contracted by our [AMM Feds](https://docs.inverse.finance/inverse-finance/inverse-finance/product-guide/dola-feds) for each DOLA added to the liquidity position, compared to 2.5 DOLAs for DOLA sold. ### Risk Assessment [Complete Risk Assessment - DOLA/scrvUSD LP Collateral on FiRM](https://docs.google.com/document/d/1baBOoS41_S0XN_T9x1ofclckxxZga8Th8uFYCG4Ktl0/edit?usp=sharing) The RWG conducted a risk assessment linked above which explores the integration of the DOLA/scrvUSD LPT as collateral on FiRM. This report, summarized below, was compiled as an addendum to a previously issued report exploring the unique characteristics of crvUSD, the DOLA/crvUSD LP, and the broader market context. 1. Governance: Curve Finance is governed by the Curve DAO, with decisions made by veCRV token holders. While the DAO ensures decentralized governance, an emergency multisig can temporarily pause pools and liquidity gauges if necessary. 2. Security: Curve has a strong security track record, underpinned by multiple audits conducted by reputable firms. The smart contracts governing crvUSD, Yearn’s V3 Vaults, and the DOLA/scrvUSD LP have all been rigorously tested and are subject to ongoing security reviews. Additionally, both Yearn and Curve maintain an active bug bounty program, incentivizing the identification and reporting of vulnerabilities. 3. Regulatory Risks: As with any stablecoin, regulatory scrutiny is a significant consideration. Both DOLA and crvUSD are subject to global regulatory scrutiny, especially regarding stablecoin issuance and trading. While Curve isn’t misaligned with current regulations, any changes could affect its viability. 4. Collateral & Liquidity: Our analysis of crvUSD liquidity demonstrates that it is both deep and decentralized. A snapshot from December shows that the total TVL for crvUSD liquidity pools was > $30MM. Furthermore, crvUSD DEX liquidity and peg stability is supported by the Curve Lend markets totalling $68.77MM debt / backstop support, protecting against downward peg movement. Continuous monitoring of the pool’s TVL and performance will be necessary to mitigate risks tied to market operations. 5. Competitive Edge: The integration of DOLA/scrvUSD LP as a collateral option on FiRM distinguishes it from competitors. While other platforms like FraxLend have introduced liquidity pool tokens as collateral, FiRM offers distinct advantages, including a fixed interest rate of unlimited duration and the ability to leverage up/down through ALE. 6. Oracle and Price Feed Considerations: FiRM will implement a pessimistic LP token oracle for accurate valuation of the DOLA/scrvUSD LP. This process uses Chainlink price feeds for crvUSD and the virtual price from the Curve pool’s smart contract and ensures a conservative and reliable estimate of the LP token's USD value. Real-time monitoring will further support price accuracy and integrity. 7. Liquidation Mechanisms: The liquidation factor and incentive are optimized to encourage active liquidator participation. Arbitrage opportunities with other DOLA, scrvUSD or crvUSD LPs will ensure that large liquidations do not lead to a liquidation cascade. The liquidation process will pull vault tokens, convert them to LP tokens, and then allow liquidators to realize value through balanced withdrawals, ensuring efficient liquidation routes. The DeFi landscape is dynamic, and the RWG is committed to continuous monitoring of the DOLA/scrvUSD LP’s performance as collateral. Regular updates to risk models, market parameters, and liquidity metrics will be made to study any changing conditions. This proactive approach will ensure that FiRM remains a resilient and adaptable platform, capable of managing new risks as they emerge. ### On-Chain Actions 1. Add DOLA/scrvUSD LP Yearn Market to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set market supply ceiling to 10,000,000 DOLA 4. Set daily limit in BorrowController to 1,000,000 DOLA 5. Set Collateral Factor to 90% 6. Set Liquidation Factor to 100% 7. Set Liquidation Incentive to 5% 8. Approve DOLA/scrvUSD LP Yearn market on the DBR Helper 9. Set Minimum Debt Amount in BorrowController to 3,000 DOLA 10. Set stalenessThreshold for DOLA/scrvUSD Yearn LP market to 86460 11. Set FiRM Oracle price feed for DOLA/scrvUSD Yearn LP to the deployed DOLA/scrvUSD custom LP tokenPriceFeed contract 12. Add DOLA/scrvUSD LP Yearn Market to ALE 13. Add DOLA/scrvUSD LP Yearn Market to CurveDolaLPHelper
# Transition Liquidator Grant Program Rewards from DBR to DOLA Forum Post: https://forum.inverse.finance/t/transition-liquidator-grant-program-rewards-from-dbr-to-dola/510 ### Summary This proposal aims to adjust the reward structure of the Liquidator Grant Program by setting the DBR allowance to zero and issuing a new DOLA allowance. All rewards under the program will now be denominated and distributed in DOLA in place of DBR. --- ### Motivation * **Stability of Rewards**: DOLA offers a stable value, ensuring liquidators receive rewards with consistent purchasing power, unlike DBR, which may fluctuate in value. * **Alignment with Treasury Management**: Denominating rewards in DOLA aligns with broader treasury practices and simplifies accounting. * **Liquidity Considerations**: Transitioning to DOLA increases liquidity and usability for liquidators, making the program more appealing. --- ### Specification 1. **DBR Allowance Update:** * Reduce the current DBR allowance for the Liquidator Grant Program to zero. 2. **DOLA Allowance Creation:** * Issue a new DOLA allowance of $5,000 to fund the program, equivalent to the previous DBR allocation. 3. **Reward Distribution:** * Adjust the reward tiers: * Standard Liquidations: Up to $250 in DOLA. * Exotic Collaterals: Up to $500 in DOLA. 4. **Program Operation:** * No changes to the program’s operational structure or reward eligibility criteria. ### On-Chain Actions * Set Risk Working Group’s DBR Allowance to “0” * Set Risk Working Group’s DOLA Allowance to “5000”
# Proposal to Update Price Feeds for DOLA/crvUSD LP Markets on FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-update-price-feeds-for-dola-crvusd-lp-markets-on-firm/495 ### Summary This proposal seeks to update the price feeds for the DOLA/crvUSD Convex LP and the DOLA/crvUSD Yearn LP markets on FiRM to a newly deployed, more secure price feed contracts. These updates address potential black swans related to price staleness and ensure accurate and reliable pricing for our collateral assets. ### Background In September 2024, we successfully integrated the DOLA/crvUSD Liquidity Pool Token (LPT) from Curve Finance as a collateral asset on FiRM, our fixed-rate lending protocol. This integration included two distinct markets: 1. DOLA/crvUSD Convex LP Market 2. DOLA/crvUSD Yearn LP Market These markets allow users to leverage their stable liquidity positions, enhancing capital efficiency and strengthening our partnership with Curve Finance, Convex, and Yearn. During a recent review, our development team identified shortcomings in the existing price feed contracts related to staleness checks. Specifically, the staleness checks could fail in rare scenarios where crvUSD is priced over peg for a sustained period of time. To address these concerns, we developed new price feed contracts that remove the staleness checks and ensure the lowest price is always used. This approach further mitigates the risk of price manipulation and enhances the security of the protocol. ### Price Feed 1. DOLA/crvUSD Convex LP Price Feed * Contract Address:[ 0x4eF6BA5Ef7ddB259AD98CD86E1A282884CBE0C0F](https://etherscan.io/address/0x4eF6BA5Ef7ddB259AD98CD86E1A282884CBE0C0F) * Functionality: Calculates the minimum USD price of the LP token by always selecting the lower of the two asset prices (DOLA or crvUSD), without considering staleness. 2. DOLA/crvUSD Yearn LP Price Feed * Contract Address:[ 0x11D3E00F3dF84a7bB805B9FCEF44DD479E071975](https://etherscan.io/address/0x11D3E00F3dF84a7bB805B9FCEF44DD479E071975) * Functionality: Extends the Convex LP price feed by incorporating the conversion from Yearn Vault tokens to the underlying LP tokens. ### On-Chain Action 1. Set FiRM Oracle Price Feed for DOLA/crvUSD Convex LP to newly deployed feed 2. Set FiRM Oracle Price Feed for DOLA/crvUSD Yearn LP to newly deployed feed
# Proposal to Add DOLA/FRAXpyUSD Yearn LP Market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-dola-fraxpyusd-yearn-lp-market-to-firm/475 ### Summary Following the early success of our [first LPT collateral market](https://www.inverse.finance/governance/proposals/mills/215), this proposal seeks to integrate the DOLA/FRAXpyUSD Liquidity Pool Token (LPT) from Curve Finance as a collateral asset on FiRM, Inverse Finance’s fixed-rate lending protocol. The DOLA/FRAXpyUSD LP offers unique advantages due to its stable composition, making it an excellent candidate for capital-efficient lending through stable liquidity positions that include DOLA as collateral. We plan to deploy two distinct FRAXpyUSD/DOLA LP markets; one that adheres to the convex strategy and the market which, utilizing the same underlying LPT, aligns with Yearn’s autocompound strategy. The two markets will help us gauge demand for each strategy and potentially help prioritize future LP market deployments. This proposal pertains to the Yearn-aligned DOLA/FRAXpyUSD LP market on FiRM. This integration will not only provide users with a new exotic collateral option but also strengthen the overall stability and utility of FiRM. The DOLA/FRAXpyUSD LP is uniquely positioned to offer low-slippage, stable swaps, and its addition as collateral will further solidify Inverse’s partnership with Curve, Frax, and the pyUSD ecosystem, as well as FiRM’s reputation as a leading platform for innovative and reliable DeFi solutions. ### Background The DOLA/FRAXpyUSD LP, hosted on Curve Finance, represents a strategic collaboration between Inverse Finance, Frax Finance, and the pyUSD ecosystem; enabling efficient, low-slippage trading between DOLA, FRAX, and pyUSD, while offering liquidity providers the opportunity to earn competitive yields. As of September 19, 2024, the pool holds $11.7MM TVL, 7MM of which is being provided by Inverse Finance’s FRAXpyUSD Fed. The FRAXpyUSD Fed, [deployed in April 2024](https://www.inverse.finance/governance/proposals/mills/180), has played a key role in stabilizing the DOLA peg. Both FRAX, through the [approval of the sFRAX market](https://www.inverse.finance/governance/proposals/mills/191), and pyUSD, through the approval of the FRAXpyUSD Fed, had been thoroughly assessed by Inverse Finance's RWG prior to this latest proposal. When FiRM borrowers leverage up their LP positions using ALE, single-sided DOLA is pumped into the liquidity pool via the flashminter, creating an arbitrage opportunity due to the pool imbalance. The 200 A Parameter of the Curve pool allows the pool to level off as FRAX and/or pyUSD is added by arbitragers. This approach enhances DOLA liquidity without removing other stablecoins from the pool. As a result, lending capital efficiency is significantly improved. For example, typically for every 1 DOLA lent out and sold, the [AMM Feds](https://docs.inverse.finance/inverse-finance/inverse-finance/product-guide/dola-feds) need to contract 2.5 DOLAs to counteract the impact on liquidity. In contrast, when 1 DOLA is lent out and added to a DOLA liquidity position, only 1 DOLA needs to be contracted, resulting in a 150% increase in lending capital efficiency. ### Risk Assessment [Complete Risk Assessment - DOLA/FRAXpyUSD LP Collateral on FiRM](https://docs.google.com/document/d/1lZClX_phiIS0oO51YJx5jLAwNmyzq9EtHJ3cmJWUqAA/edit?usp=sharing) The RWG conducted a risk assessment (linked above) which explored the integration of the DOLA/FRAXpyUSD LPT as collateral on FiRM. This assessment combines both quantitative and qualitative analysis, covering governance, security, liquidity, and competitive factors, and considering the unique characteristics of FRAXpyUSD, the DOLA/FRAXpyUSD LP, and the broader market context. These are summarized below: 1. Governance: Frax Finance operates under an increasingly-decentralized governance model, controlled by veFXS token holders who vote on protocol parameters and integrations through on-chain mechanisms. This governance structure has proven resilient, with multiple risk management tools and a strong track record in handling liquidity, market changes, and external integrations. pyUSD, on the other hand, is issued by Paxos, a fully regulated entity overseen by the NYDFS. Paxos ensures that pyUSD is fully backed by reserves held in cash and U.S. Treasuries, providing a high level of security and reliability. Paxos operates under a fully centralized paradigm, but its strict regulatory compliance and reserve transparency ensure that pyUSD remains stable and trustworthy. 2. Security: Security is paramount for both Frax Finance and Paxos. Frax Finance has undergone multiple independent security audits by reputable firms such as Trail of Bits, and it also runs one of the largest bug bounty programs in DeFi, offering significant rewards for any vulnerabilities found. Paxos conducts regular internal audits and reserve attestations, ensuring the security of its assets. Paxos also maintains rigorous operational oversight to prevent unauthorized minting or freezing of pyUSD. At the same time, the Curve-related smart contracts governing the DOLA/FRAXpyUSD LP have been rigorously tested and are subject to ongoing security reviews and bug bounty programs. Overall, despite these measures, the LPT and the FRAXpyUSD component of the LP carries inherent risks users must be aware of. 3. Regulatory Risks: As with any stablecoin, regulatory scrutiny is a significant consideration. DOLA, FRAX and pyUSD are subject to global regulatory scrutiny, especially regarding stablecoin issuance and trading. While Paxos, as a regulated entity, is aligned with current regulations, any changes could affect pyUSD’s viability. At the same time, while Frax’s increasing integration with RWAs could attract more regulatory attention in the future. 4. Collateral & Liquidity: The DOLA/FRAXpyUSD LP is backed by three robust stablecoins, each offering deep on-chain liquidity or, in the case of pyUSD, a reliable redemption mechanism. As of September 19, 2024, the LP holds $11.7MM in TVL, with Inverse Finance’s FRAXpyUSD Fed contributing $7MM. On-chain liquidity for FRAX is particularly strong, with the stablecoin integrated into multiple DeFi protocols, ensuring its ability to maintain peg stability across markets. Additionally, pyUSD’s full backing by U.S. Treasuries and cash ensures high liquidity, making the LP well-suited for use as collateral. 5. Competitive Edge: The integration of DOLA/FRAXpyUSD LP as a collateral option on FiRM distinguishes it from competitors. While other platforms like FraxLend have introduced liquidity pool tokens as collateral, FiRM offers distinct advantages, including a fixed interest rate of unlimited duration and the ability to leverage up/down through ALE. This stable pair LP is not currently available on other lending platforms. 6. Oracle and Price Feed Considerations: FiRM will implement a pessimistic LP token oracle for accurate valuation of the DOLA/FRAXpyUSD LP. This process uses Chainlink price feeds for both FRAX and pyUSD and the virtual price from the Curve pool’s smart contract. First, the Chainlink price feed is pulled for FRAXpyUSD to get its USD value. Then, the lowest price between DOLA (fixed at $1), FRAX and pyUSD is selected. The LP token value is calculated by multiplying this lowest price by the virtual price from the Curve pool's smart contract. Since we assume DOLA price to be $1 always in FiRM, essentially we use the lower between FRAX and pyUSD price * virtual_price when either FRAX or pyUSD USD price is under 1, and when it is over 1 we just use the virtual_price, ensuring a conservative and reliable estimate of the LP token's USD value. Real-time monitoring will further support price accuracy and integrity. 7. Liquidation Mechanisms: The liquidation factor and incentive are optimized to encourage active liquidator participation. Arbitrage opportunities with other DOLA, FRAX and/or pyUSD LPs will ensure that large liquidations do not lead to a liquidation cascade. The liquidation process will pull vault tokens, convert them to LP tokens, and then allow liquidators to realize value through balanced withdrawals, ensuring efficient liquidation routes. The DeFi landscape is dynamic, and the RWG is committed to continuous monitoring of the DOLA/FRAXpyUSD LP’s performance as collateral. Regular updates to risk models, market parameters, and liquidity metrics will be made to study any changing conditions. This proactive approach will ensure that FiRM remains a resilient and adaptable platform, capable of managing new risks as they emerge. ### On-Chain Actions 1. Add DOLA/FRAXpyUSD LP Yearn Market to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set market supply ceiling to 10,000,000 DOLA 4. Set daily limit in BorrowController to 250,000 DOLA 5. Set Collateral Factor to 90% 6. Set Liquidation Factor to 100% 7. Set Liquidation Incentive to 5% 8. Approve DOLA/FRAXpyUSD LP Yearn market on the DBR Helper 9. Set Minimum Debt Amount in BorrowController to 3,000 DOLA 10. Set stalenessThreshold for DOLA/FRAXpyUSD Yearn LP market to 86460 11. Set FiRM Oracle price feed for DOLA/FRAXpyUSD Yearn LP to the deployed DOLA/FRAXpyUSD custom LP tokenPriceFeed contract 12. Add DOLA/FRAXpyUSD LP Yearn Market to ALE 13. Add DOLA/FRAXpyUSD LP Yearn Market to CurveDolaLPHelper
# Proposal to reallocate unspent SecOps funds to our Bug Bounty Program https://forum.inverse.finance/t/proposal-to-reallocate-unspent-secops-funds-to-our-bug-bounty-program/473 --- ### Overview At the start of Season 2, the RWG was granted a budget to further develop SecOps at Inverse Finance, shared below. The RWG continues to serve the DAO;, solidifying its role in maintaining the security and operational integrity of Inverse Finance. The RWG has: * Continued to develop a robust risk framework that has guided our decision-making * Provided key input in the smart contract review process that has driven meaningful change * Approved and facilitated the onboarding of additional markets to FiRM further expanding our offerings while not compromising on security. * Monitored a growing list of live markets, DOLA health, and other DAO KPIs to drive policy changes that reflect real-time market conditions and risks. * Maintained the bug bounty program to ensure it remains an effective tool for incentivizing responsible disclosure and mitigating risks before they escalate Come October, we anticipate 20 live FiRM markets, a **45% increase** from the start of Season 2 (or **60%** when including the three unpaused CRV markets). Additionally, the scope of our bug bounty program has expanded by **25 contracts**, reflecting a **40% increase**. --- ### Current Budget Allocations | **Budget Item** | **Department** | **Requested $INV** | **Requested $DOLA** | **Remaining Budget** | |-----------------------------------|----------------|--------------------|---------------------|----------------------| | 3rd Party Audit(s) | Sec Ops | 0 | 26,000 | 26,000 | | Chainalysis Proactive CIR | Sec Ops | 0 | 30,000 | 30,000 | | Bug Bounty Program | Sec Ops | 0 | 10,000 | 0 | *Total unspent budget: $56,000* --- ### Proposal We propose reallocating the **$30,000** originally assigned to the Chainalysis Proactive CIR program to **increase the maximum bounty available in the ImmuneFi Bug Bounty program** from **$50,000** to **$80,000**. The remaining **$26,000** from the unused 3rd Party Audit budget will be revoked with the execution of this proposal by resetting the sec-ops DOLA allowance to $30,000. --- ### Justification - **Increased Bug Bounty Scope**: Over the last several months, the bug bounty program’s scope has expanded by **25 contracts** (roughly a **40% increase**). A corresponding increase in the maximum bounty will better align incentives with the scale and complexity of the contracts currently in scope. - **Unused Chainalysis Proactive CIR Budget**: The allocated **$30,000** for Chainalysis Proactive CIR has not been utilized, providing an opportunity to redirect these funds to enhance the effectiveness of our bug bounty program. While we've maintained our relationship with the Chainalysis team and continue to explore an integration with their CIR program (now operated by ZeroShadow), we are of the opinion that reallocating the budget at this time will better serve our immediate objectives. --- ### Conclusion Reallocating the unspent $30,000 from the Chainalysis Proactive CIR budget towards increasing the ImmuneFi Bug Bounty program’s maximum bounty to **$80,000** ensures the RWG makes the best use of available resources. This reallocation strengthens our security framework and aligns the expanding contract scope with our security needs.
# Proposal to Add DOLA/crvUSD Convex LP Market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-dola-crvusd-convex-lp-market-to-firm/455 ### Summary This proposal seeks to integrate the DOLA/crvUSD Liquidity Pool Token (LPT) from Curve Finance as a collateral asset on FiRM, Inverse Finance’s fixed-rate lending protocol. The DOLA/crvUSD LP offers unique advantages due to its stable composition, providing a unique opportunity for capital efficient lending by offering stable liquidity positions that include DOLA as collateral. We plan to deploy two distinct crvUSD/DOLA LP markets; one that adheres to the convex strategy and the market which, utilizing the same underlying LPT, aligns with Yearn’s autocompound strategy. The two markets will help us gauge demand for each strategy and potentially help prioritize future LP market deployments. This proposal pertains to the Convex-aligned crvUSD/DOLA LP market on FiRM. This integration will not only provide users with a new exotic collateral option but also strengthen the overall stability and utility of FiRM. The DOLA/crvUSD LP is uniquely positioned to offer low-slippage, stable swaps, and its addition as collateral will further solidify Inverse’s partnership with Curve, as well as FiRM’s reputation as a leading platform for innovative and reliable DeFi solutions. ### Background crvUSD is a decentralized stablecoin native to the Curve Finance ecosystem, designed to maintain its peg to the US dollar through several stabilization mechanisms. These include Peg Keepers, oracles, and a dynamic monetary policy. The Peg Keeper contracts actively monitor the price of crvUSD in liquidity pools, minting or burning tokens as needed to keep the price near $1. The protocol's monetary policy adjusts interest rates on crvUSD loans to influence supply and demand, further supporting the peg. This system, combined with the ability to earn rewards by providing liquidity to Curve pools, makes crvUSD an attractive stablecoin with built-in risk management features like soft liquidations and oracle manipulation prevention. Furthermore, these innovations are supported by Curve DAO's transparent governance, ensuring crvUSD remains a robust and reliable stablecoin in the evolving DeFi landscape. The DOLA/crvUSD LP on Curve Finance represents a pivotal integration between Inverse and Curve Finance; facilitating efficient, low-slippage swaps between DOLA and crvUSD, rewarding liquidity providers who stake their assets in the LP, and, with this proposal, providing users with a new way to leverage their liquidity positions without needing to sell their LP tokens. As of September 5th, 2024, the LP holds $1.2MM in TVL. When FiRM borrowers leverage up their LP positions using ALE, single-sided DOLA is pumped into the liquidity pool via the flashminter, creating an arbitrage opportunity due to the pool imbalance. The 200 A Parameter of the Curve pool allows the pool to level off as crvUSD is added by arbitragers. This approach enhances DOLA liquidity without removing other stablecoins from the pool. As a result, lending capital efficiency is significantly improved. For example, typically for every 1 DOLA lent out and sold, the [AMM Feds](https://docs.inverse.finance/inverse-finance/inverse-finance/product-guide/dola-feds) need to contract 2.5 DOLAs to counteract the impact on liquidity. In contrast, when 1 DOLA is lent out and added to a DOLA liquidity position, only 1 DOLA needs to be contracted, resulting in a 150% increase in lending capital efficiency. ### Risk Assessment [Complete Risk Assessment - DOLA/crvUSD LP Collateral on FiRM](https://docs.google.com/document/d/1IfBc7TFIHrpaKV5gSCHV_YB_rRwiygp81r7cI4h179M/preview#heading=h.oni9x89fborj) The RWG conducted a risk assessment, which explores the integration of the DOLA/crvUSD LPT as collateral on FiRM. This assessment combines both quantitative and qualitative analysis, summarized below, considering the unique characteristics of crvUSD, the DOLA/crvUSD LP, and the broader market context. 1. Governance: Curve Finance is governed by the Curve DAO, with decisions made by veCRV token holders. While the DAO ensures decentralized governance, an emergency multisig can temporarily pause pools and liquidity gauges if necessary. 2. Security: Curve has a strong security track record, underpinned by multiple audits conducted by reputable firms. The smart contracts governing the DOLA/crvUSD LP have been rigorously tested and are subject to ongoing security reviews. Additionally, Curve maintains an active bug bounty program, incentivizing the identification and reporting of vulnerabilities. The Peg Keeper mechanisms that support crvUSD are designed to mitigate risks associated with liquidation and price stability. Despite these measures, the crvUSD component of the LP carries inherent risks associated with its algorithmic stabilization, particularly during extreme market volatility. 3. Regulatory Risks: As with any stablecoin, regulatory scrutiny is a significant consideration. Both DOLA and crvUSD are subject to global regulatory scrutiny, especially regarding stablecoin issuance and trading. While Curve is aligned with current regulations, any changes could affect its viability, particularly concerning its reliance on stablecoins like USDC, USDT, and USDe. 4. Collateral & Liquidity: The DOLA/crvUSD LP demonstrates limited liquidity, normally a crucial factor for its use as collateral. However, the market’s design is such that crvUSD liquidity is what’s pertinent to the collateral’s viability as well as parameter setting. Our analysis of crvUSD liquidity demonstrates that it is both deep and decentralized. A snapshot from August shows that the total TVL for crvUSD liquidity pools was $33.27 million, with the top 10 addresses holding just 36.68% of the total, and 22 unique addresses making up 50% of the pool. Additionally, there were 89 addresses holding more than $100,000 and 150 addresses above $10,000, highlighting the broad distribution of liquidity across a large number of participants. Furthermore, crvUSD DEX liquidity and peg stability is supported by the crvUSD markets totalling $71.4M debt / backstop support, protecting against downward peg movement. Continuous monitoring of the pool’s TVL and performance will be necessary to mitigate risks tied to market operations. 5. Competitive Edge: The integration of DOLA/crvUSD LP as a collateral option on FiRM distinguishes it from competitors. While other platforms like FraxLend have introduced liquidity pool tokens as collateral, FiRM offers distinct advantages, including a fixed interest rate of unlimited duration and the ability to leverage up/down through ALE. This stable pair LP is not currently available on other lending platforms. 6. Oracle and Price Feed Considerations: FiRM will implement a pessimistic LP token oracle for accurate valuation of the DOLA/crvUSD LP. This process uses Chainlink price feeds for crvUSD and the virtual price from the Curve pool’s smart contract. First, the Chainlink price feed is pulled for crvUSD to get its USD value. Then, the lowest price between DOLA (fixed at $1) and crvUSD is selected. The LP token value is calculated by multiplying this lowest price by the virtual price from the Curve pool's smart contract. Since we assume DOLA price to be $1 always in FiRM, essentially we use crvUSD price * virtual_price when crvUSD USD price is under 1, and when it is over 1 we just use the virtual_price, ensuring a conservative and reliable estimate of the LP token's USD value. Real-time monitoring will further support price accuracy and integrity. 7. Liquidation Mechanisms: The liquidation factor and incentive are optimized to encourage active liquidator participation. Arbitrage opportunities with other DOLA or crvUSD LPs will ensure that large liquidations do not lead to a liquidation cascade. The liquidation process will pull vault tokens, convert them to LP tokens, and then allow liquidators to realize value through balanced withdrawals, ensuring efficient liquidation routes. The DeFi landscape is dynamic, and the RWG is committed to continuous monitoring of the DOLA/crvUSD LP’s performance as collateral. Regular updates to risk models, market parameters, and liquidity metrics will be made to study any changing conditions. This proactive approach will ensure that FiRM remains a resilient and adaptable platform, capable of managing new risks as they emerge. ### On-Chain Actions 1. Add DOLA/crvUSD LP Convex Market to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set market supply ceiling to 10,000,000 DOLA 4. Set daily limit in BorrowController to 250,000 DOLA 5. Set Collateral Factor to 90% 6. Set Liquidation Factor to 100% 7. Set Liquidation Incentive to 5% 8. Approve DOLA/crvUSD LP Convex market on the DBR Helper 9. Set Minimum Debt Amount in BorrowController to 3,000 DOLA 10. Set stalenessThreshold for DOLA/crvUSD Convex LP market to 86400 11. Set FiRM Oracle price feed for DOLA/crvUSD Convex LP to the deployed DOLA/crvUSD custom LP tokenPriceFeed contract 12. Add DOLA/crvUSD LP Convex Market to ALE 13. Add DOLA/crvUSD LP Convex Market to CurveDolaLPHelper
# Proposal to Unpause COMP Market on FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-unpause-comp-market-on-firm/442 #### Summary This proposal seeks to unpause the COMP market on FiRM. Recent positive developments in Compound Finance’s governance have reinforced the stability of COMP as a collateral asset, justifying the reactivation of the market. #### Background Compound Finance’s governance experienced an existential threat over the last several days akin to a [DAO soap opera](https://rekt.news/the-humpy-dance/). This had initially led the Inverse Finance Risk Working Group (RWG) to [pause FiRM's COMP market](https://etherscan.io/tx/0xeb1d402ac7cb8a7df4c035b6de374f4ca951e4656ff697e8d8b03485ee7a023f). This decision was necessary to prevent new borrows under the current market parameters and allow for a reassessment of COMP's risk profile. At no time were COMP liquidity levels stress tested and our protocol at risk of incurring bad debt. A breakdown in governance integrity was triggered following the passing of [Proposal 289](https://compound.finance/governance/proposals/289), which was set to transfer approximately $25 million in COMP from the Compound treasury to the GoldenBoys multisig controlled by Humpy. Humpy, a prominent figure in DeFi known for exploiting incentive designs to amass governance tokens, used his substantial voting power to pass a proposal which was poised to strengthen his influence over the DAO, raising concerns about the integrity and decentralization of Compound's governance. The Compound Finance DAO responded to these challenges with [Proposal 290](https://compound.finance/governance/proposals/290), which aimed to enable a community multisig as the Timelock Admin, and [Proposal 291](https://compound.finance/governance/proposals/291), authored by Gauntlet which sought to completely off-board COMP as collateral on their lending protocol. These delayed proposals were not to pass in time to prevent the transfer of COMP to the GoldenBoys multisig but stood to secure the protocol and prevent future malicious attempts to drain the treasury in the aftermath of Proposal 289. However, a positive development occurred when AlphaGrowth posted a new proposal titled "[Stake Compound Product](https://www.comp.xyz/t/alphagrowth-stake-compound-product/5478)" to the Compound Forum, which addressed Humpy's interests and led to the cancellation of Proposals 289, 290, and 291. The "Stake Compound Product" proposal, backed by major delegates in the Compound community, offered a staking product that aligned with Humpy's interests in return for the immediate cancellation of Proposal 289. The proposal aims to stream 30% of the current and net new market reserves generated per year to staked COMP holders, thus promoting a sustainable, positive feedback loop within the Compound ecosystem. Following this, Proposals 289, 290, and 291 were rescinded, demonstrating the power of tokenholder activism and on-chain governance. This resolution leaves COMP in a stronger position than before, justifying the unpausing of the COMP FiRM market. We also plan to explore the launch of an sCOMP market in the future. #### Plan To address the updated risk profile of COMP and leverage the positive developments in its governance, we propose the following action: * Unpause the COMP market and maintain the current parameters. By unpausing the COMP market and maintaining the existing parameters, we hope to continue our partnership with Compound Finance by offering fixed-rate loans to COMP holders whilst allowing them to retain their voting rights.
# Proposal to increase st-yETH market’s Collateral Factor and Daily Borrow Limit https://forum.inverse.finance/t/proposal-to-increase-st-yeth-market-s-collateral-factor-and-daily-borrow-limit/429 ### Summary This proposal seeks to increase the collateral factor parameter of FiRM’s st-yETH market from 70 to 75% and the daily borrow limit from 100,000 to 200,000 DOLA. . ### Background As part of our ongoing efforts to enhance FiRM attractiveness as a lending platform, the Risk Working Group periodically advises on proposed adjustments to market parameters. These adjustments, which may include changes to daily borrow limits, liquidation factors, and market supply ceilings, are meticulously evaluated by the RWG. The goal is to strike a balance between attracting new users and maintaining the platform's stability and security. The st-yETH market, first [introduced in May](https://www.inverse.finance/governance/proposals/mills/188), warrants a reevaluation of its parameters to align with the latest market conditions and risk profiles. Since inception, the st-yETH market has yet to undergo a parameter adjustment via governance proposal, having completed its soft launch timeline requirement. Recently, ALE was [successfully integrated](https://forum.inverse.finance/t/ale-erc4626-integration-for-sfrax-and-st-yeth-markets-on-firm/426) into the market. As of June 17th, 2024, the market has two borrowers, with $70k in deposits and $36k in borrows. Users of the market have, on average, a borrow limit of 74.92%. There have been [0 liquidations](https://www.inverse.finance/transparency/liquidations) in the st-yETH market since inception. All in all, there is insufficient data to draw conclusions from the market and to compare it with our predicted user behavior outlined in the original [st-yETH risk assessment](https://docs.google.com/document/d/1QAe9RbRZ039k3zdC6hY95YSn85CBuBBpGpfV1JEw8Mc/preview) document. ### Risk Assessment In order to realize its full potential, the st-yETH market is prime for expansion and the collateral factor and daily borrow limit are the relevant parameters needing to be assessed. The collateral factor for st-yETH must reflect its volatility and the diversification of underlying assets. A balanced collateral factor ensures that the lending protocol remains adequately collateralized, even during market downturns. This factor should be set by analyzing the historical price stability, on-chain liquidity, and risk profile of the underlying asset. The daily borrow limit should be set to balance user demand with the protocol's capacity to sustain withdrawals without affecting the underlying yield strategies adversely. Analyzing daily transaction volumes and liquidity patterns can inform a prudent borrow limit. In the case of yETH, the depth in the yETH/ETH Curve liquidity pool has shown a significant increase of 20% during the soft launch period. This enhancement in liquidity depth is indicative of greater market confidence and robustness, providing a stronger buffer against price volatility and slippage, which are crucial for maintaining collateral stability in lending operations. The backing of yETH remains a well-diversified basket of LSTs. The protocol allows for proportional withdrawals from yETH into the constituent LSTs or for withdrawals focused on any single one of them. Furthermore, the RWG maintains close contact with the Yearn core contributors team as well as yETH admirers. This ongoing communication helps ensure that our risk assessments are informed by the most current insights and developments, facilitating timely updates to our models and strategies. The interaction between the various market parameter settings are complex and often non-linear. Our in-house models provide valuable insights into these dynamics, enabling us to fine-tune the parameters for optimal performance. When modeling for parameter values, we value above all else that current settings are generally favorable for liquidators. This is crucial as active liquidator participation is essential for the health of the protocol. At the same time, analysis should also suggest that parameters we decide on are such that liquidation cascades are extremely unlikely given present-day on-chain liquidity and competitive markets. Parameter Recommendations: * The RWG approves an increase in the collateral factor of the st-yETH market from 70% to 75%. * The RWG approves an increase in the daily borrow limit of the st-yETH market from 100,000 to 200,000 DOLA. * Supply ceiling, liquidation factor, liquidation incentive, and minimum debt amounts are recommended to remain unchanged due to their effectiveness in managing risks and maintaining market equilibrium. The recommended changes are designed to have no adverse impact on the protocol’s ability to conduct profitable liquidations or increase the risk of liquidation cascades, as per the findings from the FiRM collateral parameter modeling. ### Conclusion As always, a meticulous approach toward parameter settings is crucial to ensure stability and risk mitigation in the protocol. The RWG utilizes both quantitative and qualitative measures to come up with market parameter recommendations. These changes are designed to optimize the market's performance on FiRM, balancing growth opportunities with risk mitigation, and underlining our commitment to market stability and user security. ### On-Chain Actions * Set FiRM’s st-yETH market’s Collateral Factor to 75% * Set FiRM’s st-yETH market’s Daily Borrow Limit to 200,000 DOLA
# Proposal to increase sFRAX market's Collateral Factor and Daily Borrow Limit Forum Link: https://forum.inverse.finance/t/proposal-to-increase-sfrax-markets-collateral-factor-and-daily-borrow-limit/428 ### Summary This proposal seeks to increase the collateral factor and daily borrow limit parameters of FiRM’s sFRAX market to 90% and 500,000 DOLA respectively. ### Background As part of our ongoing efforts to enhance FiRM attractiveness as a lending platform, the Risk Working Group periodically advises on proposed adjustments to market parameters. These adjustments, which may include changes to daily borrow limits, liquidation factors, and market supply ceilings, are meticulously evaluated by the RWG. The goal is to strike a balance between attracting new users and maintaining the platform's stability and security. The sFRAX market, first [introduced in May](https://www.inverse.finance/governance/proposals/mills/191), warrants a reevaluation of its parameters to align with the latest market conditions and risk profiles. Since inception, the sFRAX market has yet to undergo a parameter adjustment via governance proposal, having completed its soft launch timeline requirement. As of June 10th, 2024, the market has one sole borrower, with $9.14k in deposits and $3.14k in borrows. This user has a borrow limit of 42.27%. There have been [0 liquidations](https://www.inverse.finance/transparency/liquidations) in the sFRAX market since inception. All in all, there is insufficient data to draw conclusions from the market and to compare it with our predicted user behavior outlined in the original [sFRAX risk assessment](https://docs.google.com/document/d/1A1HtJpWu1Xu3z7YVC2OTwR3nGz5jke_cpyc-AognDng/edit?usp=sharing) document. ### Risk Assessment In order to realize its full potential, the sFRAX market is prime for expansion and the collateral factor and daily borrow limit are the relevant parameters needing to be assessed. The collateral factor for sFRAX must reflect its volatility and the diversification of underlying assets. A balanced collateral factor ensures that the lending protocol remains adequately collateralized, even during market downturns. This factor should be set by analyzing the historical price stability, on-chain liquidity, and risk profile of FRAX, as well as Frax Finance’s assets and liabilities.The daily borrow limit should be set to balance user demand with the protocol's capacity to sustain withdrawals without affecting the underlying yield strategies adversely. Analyzing daily transaction volumes and liquidity patterns can inform a prudent borrow limit. The interaction between the various market parameter settings are complex and often non-linear. Our in-house models provide valuable insights into these dynamics, enabling us to fine-tune the parameters for optimal performance. When modeling for parameter values, we value above all else that current settings are generally favorable for liquidators. This is crucial as active liquidator participation is essential for the health of the protocol. At the same time, analysis should also suggest that parameters we decide on are such that liquidation cascades are extremely unlikely given present-day on-chain liquidity and competitive markets. Parameter Recommendations: * The RWG approves an increase in the collateral factor of the sFRAX market from 80% to 90%. * The RWG approves an increase in the daily borrow limit from 250,000 DOLA to 500,000 DOLA. * Supply ceiling, liquidation factor, liquidation incentive, and minimum debt amounts are recommended to remain unchanged due to their effectiveness in managing risks and maintaining market equilibrium. ### Conclusion As always, a meticulous approach toward parameter settings is crucial to ensure stability and risk mitigation in the protocol. The RWG utilizes both quantitative and qualitative measures to come up with market parameter recommendations. These changes are designed to optimize the market's performance on FiRM, balancing growth opportunities with risk mitigation, and underlining our commitment to market stability and user security. ### On-Chain Actions * Set FiRM’s sFRAX market’s Collateral Factor to 90% * Set FiRM’s sFRAX market’s Daily Borrow Limit to 500,000 DOLA
# ALE ERC4626 Integration for sFRAX and st-yETH Markets on FiRM # ALE ERC4626 Integration for sFRAX and st-yETH Markets on FiRM Forum Post: https://forum.inverse.finance/t/ale-integration-for-sfrax-and-st-yeth-markets-on-firm/426 ### Proposal Summary: The proposal aims to integrate the Accelerated Leverage Engine (ALE) into the sFRAX and st-yETH Markets on FiRM. This integration will allow users to leverage or deleverage their positions in a more efficient and cost-effective manner by performing multiple actions in a single transaction. The ALE enables flash minting of DOLA to facilitate the purchase or sale of collateral, thereby streamlining the borrowing and repayment processes while minimizing the risk of undesirable liquidations. ### Background: Currently, leveraging or deleveraging positions in the sFRAX and st-yETH markets on FiRM requires multiple transactions, leading to a suboptimal user experience and increased costs. Additionally, there is a risk of undesirable liquidations associated with performing individual transactions. ### Solution: By integrating the ALE ERC4626 Helper into the sFRAX and st-yETH markets, users will be able to execute multiple actions, including borrowing and repaying DOLA, buying and selling collateral, and managing additional DOLA debt, all within a single transaction. This integration will significantly enhance the efficiency and usability of these markets. ### On-Chain Actions: #### 1 - Set sFrax Market on the ALE #### 2 - Set styEth Market on the ALE #### 3 - Set sFrax Market on the ERC4626 Helper #### 4 - Set styEth Market on the ERC4626 Helper
# Proposal to add sFRAX market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-sfrax-market-to-firm/341 #### Summary This proposal seeks to add the sFRAX market to FiRM, Inverse Finance’s fixed-rate lending protocol. Yield-bearing stablecoins, such as sFRAX, represent an emerging strategy for a growing number of DeFi users. sFRAX adheres to a compliant ERC4626 token standard, enabling integration into various protocols, bridges, cross-chain applications, and more. Integrating sFRAX into FiRM will enable users to borrow leveraging a high collateral factor while concurrently receiving sFRAX interest, currently yielding appealing 14.5% APY. #### Background sFRAX is an ERC4626 staking vault which, on a weekly basis, circulates a portion of the Frax protocol revenue denominated in FRAX, generated from governance approved AMOs/strategies and/or RWA strategies from off-chain sources, to stakers. Representing pro-rata deposits within the vault, sFRAX can be seamlessly withdrawn anytime. The sFRAX vault APY is based on a utilization function that can be set by the frxGov governance module and aims to at least match the interest on reserve balances (IORB) rate of the U.S. Federal Reserve, AKA the “risk-free rate” of the US Dollar. However, the yield can be much higher. The commitment of the sFRAX vault is to pursue this rate, although it does not guarantee adherence. The integration of sFRAX presents a significant market opportunity for both FiRM and Inverse Finance. It allows us to tap into the growing user base and liquidity of Frax Finance, which has exhibited substantial on-chain liquidity and stability. Furthermore, no competitors have integrated sFRAX into their lending markets, presenting a first-mover advantage for FiRM and potentially attracting a new user base seeking to earn stable yields on their holdings. #### Risk Assessment A comprehensive risk assessment was conducted by the Risk Working Group (RWG) to evaluate the implications of integrating sFRAX into FiRM and led to recommendations for market deployment parameters, presented below. The risk assessment document can be accessed [here](https://docs.google.com/document/d/1A1HtJpWu1Xu3z7YVC2OTwR3nGz5jke_cpyc-AognDng/preview). Key considerations include: * **Governance**: Frax employs a decentralized model through its Frax Governance (frxGov) module, overseeing protocol proposals, AMO management, protocol parameters, Real World Assets (RWA) strategies, and FXB (Frax bonds) management. The sFRAX vault APY is based on a utilization function that can be set by the frxGov governance module. Decision-making is significantly community-driven, involving on-chain voting and Snapshot temperature checks. * **Security**: A holistic bug bounty program and multiple audits (including from reputable firms like Trail of Bits and Certik, as well as independent auditors) underscore Frax’s commitment to security. The protocol has managed repercussions from a recent Curve Finance exploit effectively, demonstrating resilience. * **Regulatory Risks**: The involvement of FinresPBC as a custodian handling real-world assets and traditional financial mechanisms within a DeFi framework could attract regulatory attention. * **Collateral & Liquidity**: FRAX showcases substantial on-chain liquidity, ensuring low slippage in larger transactions. The protocol benefits from Chainlink oracles, and maintains a focus of >=100% Collateralization Ratio (CR) to stabilize the FRAX USD peg. * **Competitive Edge**: No competitors have yet integrated sFRAX into their lending markets, though an initial proposal has successfully passed through Aave’s snapshot voting. The Total Asset Score (TAS) of 8.97/10, derived from a meticulous evaluation, indicates the asset's strength and low-risk profile. #### Conclusion The integration of sFRAX into FiRM aligns with our objective of expanding our offerings and showcasing FiRM’s unique features. Overall, the RWG believes the strong governance and security measures in place by Frax Finance, alongside the promising market opportunity, make sFRAX a compelling addition to FiRM. #### On-Chain Actions 1. Add sFRAX Market to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set FiRM Oracle price feed for sFRAX to the deployed sFRAX PriceFeed contract 4. Set market supply ceiling to 5,000,000 DOLA 5. Set daily limit in BorrowController to 250,000 DOLA 6. Set Liquidation Factor to 50% 7. Set Collateral Factor to 80% 8. Set Liquidation Incentive to 5% 9. Set MinimumDebt in BorrowController to 3000 DOLA 10. Approve sFRAX market on the DBR Helper 11. Set stalenessThreshold for sFRAX market to 3660
# Proposal to add st-yETH Market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-st-yeth-market-to-firm/416 ## Summary: This proposal seeks to add the st-yETH market to FiRM, Inverse Finance’s fixed-rate lending protocol. Staked yield-bearing tokens, such as st-yETH, represent an innovative approach to maximizing returns in DeFi. By integrating st-yETH into FiRM, we can offer users the opportunity to leverage their Ethereum holdings to access fixed-rate lending, further expanding the utility and accessibility of our platform. ## Background: ETH Liquid Staking Derivatives (LSDs) represents a sizable and still growing segment of DeFi, with [13.05MM ETH](https://defillama.com/lsd) or ~$39.2B in TVL. Lido is market leader in this category, and FiRM already has a live [wstETH market](https://www.inverse.finance/governance/proposals/mills/160) that has shown strong demand since launch. Inverse Finance and Yearn Finance, a long-time partner, have been exploring collaborative opportunities centered around Yearn’s yETH. yETH is a user-governed liquidity pool token consisting of various Ethereum LSTs. Each of the 8 LSTs in the yETH pool is priced according to the amount of beacon chain ETH it represents. Users deposit their LSTs into the pool and receive yETH tokens pegged 1:1 with beacon chain ETH. Users can also stake their yETH tokens to mint st-yETH, accrue yield, and participate in yETH governance. The yETH protocol is governed by its users who [vote every epoch](https://yeth.yearn.fi/vote?action=weight) on yETH composition (up to 10% of the weight is redistributed every epoch with weight limit per LST set to 33%), accepting new LSTs into yETH, as well as governance proposals and parameter configurations. All yields generated by yETH go to Staked yETH (st-yETH) holders, making yETH an ideal token for liquidity providing in stableswap pools like those on Curve, and st-yETH an ideal collateral option on lending protocols such as FiRM. By bundling LSTs, st-yETH aims to generate the best risk-adjusted yield from ETH staking. ## Risk Assessment: Inverse Finance’s RWG produced a risk assessment on yETH and the potential of st-yETH as collateral within Inverse Finance's FiRM protocol. This can be accessed [here](https://docs.google.com/document/d/1QAe9RbRZ039k3zdC6hY95YSn85CBuBBpGpfV1JEw8Mc/preview). The assessment covers various aspects including governance structure, security measures, collateral analysis, oracles, token statistics, utility, and competitive analysis. Key points highlighted in the assessment include: * Governance Structure: st-yETH holders vote on the backing of yETH, adding and removing assets, as well as changing the exposure to each one. * Security: Yearn has robust security frameworks, multiple audits from reputable firms, and an active bug bounty program on the ImmuneFi platform. * Collateral Analysis: yETH showcases decent on-chain liquidity, stable price pegging mechanisms, and has undergone audits to ensure security. * Oracles: We utilizes Curve’s stableswap pool to price yETH against ETH, then using the ETH chainlink price feed, providing a reliable mechanism for real-time valuation. * Escrow Design: It has been clarified that Yearn Finance plans to transition from snapshot to on-chain voting for yETH governance, though an exact timeline has not been confirmed. Therefore, for the upcoming deployment, the voting power associated with st-yETH within FiRM will be inactive. * Token Statistics: yETH has $17M TVL (5,770 ETH) and is primarily staked or deposited in liquidity pools. * Utility & Use Case: While yETH itself doesn't earn yield, it is used for providing liquidity in pools like Curve, and staking yETH into st-yETH allows users to earn yield from underlying LST. Based on the assessment, st-yETH is considered a solid collateral option for FiRM, with appropriate risk mitigation measures in place. Parameter recommendations are provided to ensure stability and risk management within the protocol. ## Conclusion: The addition of the st-yETH market to FiRM represents a strategic move to expand our platform's offerings, aligns with our goal of diversifying collateral backing for DOLA, and caters to the growing number of LST users. By providing access to fixed-rate lending against st-yETH, we empower users to build on top of their DeFi strategies while contributing to the stability and growth of DOLA. ## On-Chain Actions: 1. Add st-yETH Market to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set FiRM Oracle price feed for st-yETH to the deployed st-yETH PriceFeed contract 4. Set market supply ceiling to 2,000,000 DOLA 5. Set daily limit in BorrowController to 100,000 DOLA 6. Set Liquidation Factor to 48% 7. Set Collateral Factor to 70% 8. Set Liquidation Incentive to 10% 9. Set MinimumDebt in BorrowController to 3000 DOLA 10. Approve st-yETH market on the DBR Helper 11. Set stalenessThreshold for st-yETH market to 3660
# Proposal to Adjust Parameters of EMA Oracle Price Feeds Forum Link: https://forum.inverse.finance/t/proposal-to-adjust-parameters-of-ema-oracle-price-feeds/381 #### Summary This housekeeping proposal seeks to remove the “lower bound” parameter and RWG guardian role for FiRM markets using EMA oracle price feeds. #### Background The lower bound parameters of the cvxFXS, crvCVX, st-yCRV market price feeds were launched as a precaution against downwards manipulation attacks on the newly introduced Curve EMA oracles. This launch configuration stops the feed results from reporting at exchange rates below “0.5” FXS per cvxFXS, CRV per cvxCRV and CRV per yCRV. A guardian role to manage the lower bound parameter was introduced with the specified price feeds and assigned to the RWG. #### Overview These lower bound parameters can now be reduced to “0” as the Curve EMA oracle now has Lindyness and the markets move away from their guarded launch. Furthermore, the guardian keys will be burned as they’re no longer needed. Inverse DAO governance will retain sole permission to assign these roles and adjust the lower bound parameter if required going forward. Note: cvxCRV contract requires no guardian role changes as the key is already assigned to the zero address. #### Contracts this proposal aims to interact with: * ConvexFraxSharePriceFeed - 0x7a1e123e41458aabaB8068BFed6010D8f9480898 * ConvexCurvePriceFeed - 0x0266445Ea652F8467cbaA344Fcf531FF8f3d6462 * StyCRVPriceFeed - 0xfc63C9c8Ba44AE89C01265453Ed4F427C80cBd4E #### On-Chain Actions: * setMinFxsPerCvxFxsRatio “0” * setGuardian “0x0000000000000000000000000000000000000000” * setMinCrvPerCvxCrvRatio “0” * setminCrvPeryCrv “0” * setGuardian “0x0000000000000000000000000000000000000000”
# Set up the Accelerated Leverage Engine Forum Link: https://forum.inverse.finance/t/set-up-the-accelerated-leverage-engine/339 ## Summary The ALE allows to leverage a user’s deposit by flash minting the required amount of DOLA to buy extra collateral and then borrowing from his escrow to repay and burn the minted amount. It’s also designed for deleveraging by flash minting the required DOLA to repay debt, withdrawing collateral on user’s behalf and selling it for DOLA in order to burn the minted amount. Minting and burning DOLA occurs in the same transaction and thus the DOLA total supply is unchanged. This proposal aims to set up the Accelerated Leverage Engine (ALE) and enable it to be used by FiRM users when borrowing and repaying on approved markets. ## Background Currently when a FiRM user wants to leverage his position, is required to perform multiple transactions which turns out to be poor and costly UX: borrow DOLA, buy collateral, deposit it into the market. Same when deleveraging: withdraw part of collateral, sell for DOLA, repay debt. Plus there’s an associated risk when performing individual transactions that could lead to undesirable liquidations. ## Solution Enabling the Accelerated Leverage Engine as DOLA minter allows to perform multiple actions in the same transaction (including buy and sell DBRs if needed and extra Dola debt borrowing/repaying). The ALE can also support collateral which cannot be bought on the open market by buying/staking or unstaking/selling the underlying asset (ex: st-yCRV/yCRV) ## On-Chain Actions * Whitelist the ALE contract as DOLA minter * Allow the ALE contract for the borrow controller * Set markets to be allowed to use the ALE
setMinDebt(address,uint256)# Proposal to Introduce Minimum Debt Amounts and Adjust Liquidation Factor in FiRM Markets Forum Link: https://forum.inverse.finance/t/proposal-to-introduce-minimum-debt-amounts-and-adjust-liquidation-factor-in-firm-markets/332 **Summary:** This proposal aims to implement market-specific minimum debt amounts and adjust liquidation factors in FiRM markets to enhance the protocol's security and user experience. The proposal outlines the rationale behind this feature, its benefits, and the methodology used by the RWG to drive the recommendation. **Background:** In lending protocols like FiRM, the management of borrow positions is a critical aspect of ensuring the system's stability and security. Borrow positions are created when users borrow assets against their collateral, and these positions must remain liquidatable to protect the interests of both borrowers and lenders. Presently on FiRM, users have the flexibility to establish debts of any size. While this flexibility empowers users, it introduces potential challenges related to the profitability of liquidations, especially in scenarios with high gas prices. **Solution:** A mechanism that would guarantee the profitability of liquidations, even in high gas environments, would address these concerns. Enter Market-Specific Minimum Debt Amounts. Each market can now independently set a minimum debt threshold, providing a clear safeguard against unprofitable liquidations and low-value debts. The proposed solution is a shift in responsibility of maintaining a healthy debt size from the borrowController to the Market contracts. When a user initiates a borrow transaction, the market will now check that the borrow amount, when added to their existing debt, exceeds the minimum debt threshold specific to that market. Inverse Finance’s RWG has conducted a [comprehensive analysis](https://docs.google.com/document/d/155ABJBLGriUCqxA2yRlx7917x2_5CUvTW5jIoGHQlvU/preview#heading=h.1b2q2v2si8l7) to determine minimum market-specific minimum debt amounts that guarantee a profitable liquidation, assuming the liquidation occurs with an assumed Gas Price (in GWEI), and at a given price of ETH. This involved simulations to estimate the gas spent by liquidators and converting it into a cost of liquidation in USD. From there, a subsequent analysis was conducted assuming a fixed minimum debt amount (either 2000 or 3000 DOLA for each market) in order to determine a minimum viable liquidation factor for each market that still satisfies our need for smooth liquidations. This provided a data-driven foundation for determining new Liquidation Factors for each FiRM market. **Findings:** * Minimum debt amounts of 2000 or 3000 DOLA is recommended, depending on the individual market and its estimated cost of liquidation. * The resulting new Liquidation Factors are on average lower than what’s presently set. five of the ten markets would see reductions, leading to a better user experience for users of said markets. The remaining 5 (CRV, cvxCRV, st-yCRV, DAI, and INV) would see increases, and be further secured as a result. However, given borrowing in CRV, cvxCRV, and st-yCRV markets is paused, the RWG would opt to leave parameters for these unchanged. The RWG also recommends changes to the liquidation factor of the INV market be postponed until INV has deeper on-chain liquidity. **On-Chain Actions:** * Set MinimumDebt for wETH, stETH, CRV, st-yCRV, and INV markets to 2000 DOLA * Set MinimumDebt for gOHM, cvxCRV, cvxFXS, DAI, and CVX markets to 3000 DOLA * Set Liquidation Factor for wETH Market to 28.5% * Set Liquidation Factor for stETH Market to 35.8% * Set Liquidation Factor for gOHM Market to 32.6% * Set Liquidation Factor for cvxFXS Market to 37.1% * Set Liquidation Factor for DAI Market to 57.7% * Set Liquidation Factor for CVX Market to 36.5%
# Proposal to Revise CRV and cvxCRV FiRM Market Parameters Forum Link: https://forum.inverse.finance/t/proposal-to-revise-crv-and-cvxcrv-firm-market-parameters/244 ### Background Since its inception, FiRM has been operating in a "guarded mode," with limited amounts of DOLA available to borrow in the active markets. Periodically, the RWG proposes parameter adjustments to existing markets to create a more attractive platform. Proposed changes might include adjustments in collateral factors, daily borrow limits, liquidation factors, and market supply ceilings, evaluated by the RWG to attract new users whilst still maintaining stability and security of the platform. ### Risk Assessment Parameter recommendations for new markets and changes to existing markets on FiRM are the end result of RWG “Risk Assessments”. Refer to this document [here](https://docs.google.com/document/d/1vaw7OGB8HRGa4L0K9HSnhzorOnCQXOdRNiKB1T0hJaI/edit?usp=sharing) for a summary of the latest assessment performed on the CRV and cvxCRV markets backing the recommended parameter changes presented in the Overview section below. ### Overview Based on the analysis conducted, it is concluded that increasing the market ceiling to $6,000,000 and the daily borrow limit to $500,000 for the cvxCRV market is justifiable. The analysis of slippage and price impact figures indicates sufficient liquidity and market depth to support higher borrowing limits. While cvxCRV exhibits weaknesses in DEX trading volume, price volatility, and token distribution, the strong market capitalization and token utility scores suggest a market demand for cvxCRV. At the same time, it is also concluded that increasing the market ceiling to $10,000,000 and the daily borrow limit to $1,000,000 for the CRV market is justifiable. The analysis of slippage and price impact figures indicates sufficient liquidity and market depth to support higher borrowing limits. The strong total utility score (TUS) for CRV further validates the market's confidence and demand for borrowing CRV. ### On-Chain Actions CRV Market * Set FiRMCRVMarket Daily Borrow Limit to 1,000,000 DOLA * Set FiRMCRVMarket Supply Ceiling to 10,000,000 DOLA cvxCRV Market * Set FiRMcvxCRVMarket Daily Borrow Limit to 500,000 DOLA * Set FiRMcvxCRVMarket Supply Ceiling to 6,000,000 DOLA FiRM * Set FiRM's Global Supply Ceiling to 31,000,000 DOLA
# Proposal to add cvxCRV market to FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-add-cvxcrv-market-to-firm/232 **Summary:** This proposal seeks to introduce a new cvxCRV market to FiRM, Inverse Finance’s fixed-rate lending platform. This market would be the first of its kind with no direct rivals; therefore we expect it will draw attention from both the Inverse and Convex communities, as well as small and large DeFi natives. . The proposed cvxCRV market highlights many of the defining features of FiRM, including [Personal Collateral Escrows](https://www.inverse.finance/blog/posts/en-US/maximizing-safety-with-firm-introducing-our-latest-security-features) (PCEs), the ability to accrue rewards on your collateral, and [Pessimistic Price Oracle](https://www.inverse.finance/blog/posts/en-US/maximizing-safety-with-firm-introducing-our-latest-security-features) (PPO). A comprehensive risk assessment was conducted by the Risk Working Group (RWG), and was utilized as guidance when deciding on deployment parameters for the market. **Background:** As part of the Convex ecosystem, cvxCRV plays a crucial role in representing voting power and earning potential. When users deposit their CRV tokens into Convex, these tokens are locked on the platform as veCRV. In return, users receive an equivalent amount of cvxCRV tokens. This process is one-way, meaning that the conversion from CRV to cvxCRV cannot be reversed. However, users can trade their cvxCRV tokens for CRV through existing liquidity pools. The value of cvxCRV is derived from the CRV tokens locked in Convex and the platform's ability to continuously accumulate more CRV. The Convex platform aims to secure as much CRV as possible by offering attractive yield farming opportunities and streamlining the process for users. As a result, the value of cvxCRV is closely tied to the success of Convex in its ongoing competition with other platforms in the Curve ecosystem, often referred to as the "Curve Wars." In January 2023, the Convex team introduced updates to the cvxCRV token, which included: * 2% platform fees directed to buy and lock cvxCRV on a weekly basis (estimated at 3 million cvxCRV per year). * Rewards earned by locked cvxCRV allocated to stakers. * Increased CVX emission rewards. * Adjustable reward payouts based on game theory among stakers. * And, crucially, the ability to use staked cvxCRV as collateral (with ERC-20 compatibility). These updates highlight the Convex team's commitment to enhancing the cvxCRV token's utility and value within the DeFi ecosystem. With the introduction of the ability to use cvxCRV as collateral, there is increased interest in incorporating cvxCRV into lending markets such as FiRM, where it can further demonstrate its utility and drive demand. **Risk Assessment:** The RWG conducted a thorough risk assessment on cvxCRV, which can be found [here](https://docs.google.com/document/d/12yTTzr2DcTBMYbA5NcMl97LlXYNKdGR1-kDLmQCXKV0/edit?usp=sharing), and determined that it is a suitable collateral for FiRM. The market will require a composite oracle implementation that makes use of several price feeds in order to protect from both upward and downward malicious price manipulations. Specifically, the chainlink price feed for CRV will act as a “price ceiling” for cvxCRV, as there are no scenarios aside from malicious ones where the price of cvxCRV would ever be greater than CRV. Otherwise, the price will be derived from the Exponential Moving Average (EMA) reading from the new cvxCRV/CRV liquidity pool when cvxCRV price is below 1 CRV. Together with FiRM’s PPO safety feature, we believe this makes for a robust and reliable oracle implementation. As the price oracle component of this proposal is essential for maintaining the stability and overall security of the cvxCRV market on FiRM, we’ve included it in an additional, outside audit of FiRM being [conducted by Nomoi](https://www.inverse.finance/blog/posts/en-US/nomoi-a-milestone-in-firms-security-journey). All cvxCRV market and FiRM-related smart contracts have already undergone our rigorous smart contract [safety review process](https://www.inverse.finance/blog/posts/en-US/%20Clean%20Bulking%20With%20More%20Security%20in%20Inverse%E2%80%99s%20Diet), which includes formal review from both internal and external developers. Based on the risk assessment, the following parameters are proposed for the cvxCRV market on FiRM: * Supply Ceiling: $1,000,000. This value is on the lower end of what is considered safe, given cvxCRV's current liquidity situation. * Initial Fed Supply: $500,000. This figure is derived from both the supply ceiling and daily borrow limit and is proportionally in line with other collateral assets on FiRM. * Daily Borrow Limit: $100,000. This conservative figure is considered appropriate for a new market launch and can be adjusted upward if cvxCRV's liquidity improves. * Liquidation Factor: 50%. This value ensures that the liquidation incentive matches with the Collateral Factor and is recommended due to cvxCRV's liquidity and risk factors. * FiRM Global Supply Ceiling: $5,000,000. This increase from the current $4,000,000 ceiling accounts for the addition of the cvxCRV market. * Collateral Factor: 50%. This recommendation is based on the balance between risks associated with cvxCRV and the demand for loans. Similar to other collateral on FiRM, adjustments to the collateral factor may be proposed to governance after the guarded launch period has concluded. **Proposal:** Based on the risk assessment, oracle solution, and parameter recommendations, we propose the following actions: 1. Add the cvxCRV market to the FiRM fixed-rate lending platform with the recommended parameters presented above: 2. Increase the FiRM Global Supply Ceiling to $5,000,000 to accommodate the new cvxCRV market. 3. Implement the composite oracle solution for cvxCRV pricing as described in the risk assessment. 4. Launch the cvxCRV market on FiRM in "guarded-mode" due to the current thin liquidity of cvxCRV. This mode will allow for close monitoring of the market dynamics and adjustments to parameters as needed. 5. Continuously monitor and reassess the cvxCRV market after an initial period, with potential recommendations for changes based on DOLA's liquidity picture and demand, the liquidity of cvxCRV, and evidence of MEV searchers finding and integrating the market for automated liquidations. **Conclusion:** Adding the cvxCRV market to FiRM presents an exciting opportunity to expand the platform's offerings and attract further attention from the DeFi community. By implementing the recommendations from the risk assessment and launching the market in "guarded-mode," we can ensure a safe and successful integration of cvxCRV as collateral on FiRM. This proposal represents a well-researched and carefully considered addition to the platform, and we encourage the Inverse Finance community to support its approval. **On-chain Actions:** 1. Add ConvexCurveMarket to DBR contract 2. Set borrowController of Market to FiRM BorrowController 3. Set daily limit in BorrowController to 100,000 DOLA 4. Change market supply ceiling in Fed to 500,000 DOLA 5. Set FiRM Oracle price feed for CvxCrv to the newly deployed ConvexCurvePriceFeed 6. Set unnecessary guardian role to zero address 7. Increase FiRM Fed global supply ceiling to 5,000,000 DOLA
# Proposal to increase daily borrow limit for wETH and stETH markets on FiRM Forum Link: https://forum.inverse.finance/t/proposal-to-increase-daily-borrow-limit-for-weth-and-steth-markets-on-firm/209/1 **Background** Inverse Finance’s Risk Working Group (RWG) has recently approved increasing the daily borrow limits of the wETH and stETH markets to $250k. These two markets have been active without a hiccup for long enough a period to be considered for this upgrade. Since launch, on December 16th, 2022 via [Proposal #74](https://www.inverse.finance/governance/proposals/mills/74), FiRM has been operating flawlessly in “guarded mode” with three markets and a limited amount of DOLA available to borrow. A DOLA lending supply cap is continuously monitored by the RWG and expansions or contractions are always considered in relation to DOLA circulating supply and liquidity. Each market can also count on a daily borrow limit, with wETH and stETH limits currently set at $100k per day, and gOHM at $250k. **Motivation** Each new market deployed on FiRM is introduced in a ‘safeguarded’ mode during an initial trial period. This translates to, amongst other things, launching with reduced collateral factors and ‘lower’ daily borrow limits and evaluating the progression of the market over time. Daily borrow limits serve an important role in significantly limiting any potential exploit to the protocol and potential loss of user funds.The Inverse Finance team continuously evaluates FiRM’s and DOLA’s performance and the RWG deems that increased daily borrowing limits are acceptable for the WETH and stETH markets. The increase in daily borrow limit for wETH and stETH markets on FiRM will provide several benefits to users and the protocol, including: 1. Improved borrowing capacity: The higher daily limit will allow users to borrow more DOLA at once, which will enable them to more readily take advantage of DeFi opportunities and strategies. This will ultimately exclude fewer well funded depositors. 2. Increased protocol usage: The higher daily limit will attract more users to the FiRM protocol, leading to increased usage. 3. Better alignment with market demand: The increase in daily borrow limit will better align the protocol's capabilities to respond to increasing borrowing demand in the DeFi ecosystem. This increase is an important step towards building out FiRM to be a protocol appealing to a wider audience. **On Chain** * Set FiRMstETHMarket Supply Ceiling to 1,000,000 DOLA * Set FiRMwETHMarket Supply Ceiling to 1,000,000 DOLA * Set FiRM's Global Supply Ceiling to 4,000,000 DOLA * Set FiRMstETHMarket Daily Borrow Limit to 250,000 DOLA * Set FiRMwETHMarket Daily Borrow Limit to 250,000 DOLA
# Proposal to Increase Karm’s Vesting Contract Forum Link: https://forum.inverse.finance/t/proposal-to-increase-karm-s-vesting-contract/205 # Proposal to Increase Karm’s Vesting Contract ## Motivation My full time compensation proposal has passed through governance and executed February 24th. In addition, I’m proposing my part time vesting contract be increased to reflect full time status to finalize this move. To attract, retain and align the interests of top talent with INV holders and the DAO, Inverse rewards core contributors with vested governance tokens. Previously I had been awarded two separate vesting contracts, the first as a growth contributor previous to being salaried and the second when I became salaried as part time in the Risk Working Group. This proposal aims to align my vested INV with EDO who is full time in the Risk Working Group and other full time contributors at the DAO. Contributor vesting contracts will continue being a powerful tool for INV holders ensuring aligned interest and motivation. The Inverse Finance core contributors have shown resilience and perseverance through some difficult and uncertain times over these last years. 2023 is shaping up to be a powerful year at Inverse Finance and I’m happy to be involved here. ### Proposal Actions: Current INV Vesting = 412 Increased INV Vesting = 355.35 New INV Total Vested = 767.35
# Add gOHM Market to FiRM Forum Link: https://forum.inverse.finance/t/add-gohm-market-to-firm/188 This proposal aims to add gOHM as a collateral option on FiRM, setting collateral factor to 75% and an initial daily borrow limit of $250k. **Background:** On December 16th, 2022, [Proposal #74](https://www.inverse.finance/governance/proposals/mills/74) titled: “Launch FiRM - The Fixed Rate Money Market Protocol” passed through Inverse governance. Since launch, FiRM has been operating flawlessly in “guarded mode” with a single market of wrapped Ether and a limited amount of DOLA available to borrow. WETH was chosen for the debut market as it’s considered as pristine as a collateral can get on the Ethereum blockchain. A DOLA lending supply cap is continuously monitored by the RWG and any expansion or contraction will always be considered in relation to DOLA circulating supply and liquidity. At this time, we are comfortable with onboarding a small selection of new collateral options that have passed our due diligence process, continuing with gOHM. Any decision regarding future expansions of the market will be actively managed by our Treasury and Risk Working groups. We are determined to stay true to our improved security posture and gradually add new markets to FiRM as usage grows and the DOLA ecosystem evolves. We have many exciting and innovative ideas to build on top of FiRM involving new markets, use cases for DBR, liquidation mechanisms, and more that will require extensive internal code review and external auditing. **Summary:** The due diligence conducted by Inverse Finance's Risk Working Group on gOHM by Olympus DAO has determined that gOHM is a suitable collateral for the fixed-rate lending market, FiRM. The gOHM token has demonstrated a strong track record of stability and has the necessary infrastructure in place to support its use as collateral on the platform. The Olympus DAO team has a clear understanding of the lending market and has implemented appropriate risk management measures to ensure the safety and security of user funds. This includes one of the largest active bug bounty programs currently available, $3.3M in available rewards on the ImmuneFi platform. The Risk Working Group has evaluated gOHM's technical and economic characteristics and has determined that it possesses the necessary attributes to be used as collateral on the FiRM platform. The token is liquid, is paired with other reliable tokens (wETH, USDC, AVAX, FTM, Temple) in deep LPs on different platforms (Uniswap, Sushi, Trader Joe, Spookyswap) and several chains (Ethereum, Arbitrum, Avalanche, Polygon, Fantom), thus addressing most SPOFs. gOHM also has an elegant oracle solution, making use of a Chainlink oracle for OHM and simple indexing. Furthermore, the team behind Olympus DAO has shown a strong commitment to the development and growth of the project, which has been evident in their continued activity and building throughout the second half of 2022. The team is actively engaged with the community, and they regularly update and communicate their development progress and road-map. Overall, the Risk Working Group is satisfied with its findings and a risk-assessment report summarizing this due diligence process can be found [here](https://docs.google.com/document/d/14hatSM3XxoNIxtRkoF2M_9l3WpbYkUoqV5_kn2fjkzQ/edit). The RWG is confident in the ability of gOHM to serve as a reliable and stable collateral on the FiRM platform. Based on these findings, the Risk Working Group approves gOHM as collateral on FiRM with an initial Collateral Factor (CF) of 75%. The addition of gOHM as collateral on FiRM will provide Olympus users a much needed additional option to secure loans. **On-Chain Actions:** DBR: * Call addMarket with the gOHM market address Market: * Call setBorrowController with the deployed borrowController FiRM FED * Set marketCeiling to 1,000,000 DOLA for gOHM market Oracle: * Call setFeed with gOHM address, the Frax implemented gOHM<>USD Chainlink feed, and the correct amount of decimals. Borrow Controller: * Set daily borrow limit of the gOhm market to 250,000 DOLA **Additional Actions:** * Set Liquidation Factor for all three markets (wETH, stETH, gOHM) to 7500 bps (75%)
# Q1 2023 INV Token Mint and Updated INV Market Cap Protection Strategy Forum Link: https://forum.inverse.finance/t/q1-2023-inv-token-mint-and-updated-inv-market-cap-protection-strategy/183 **Authors**: Policy Committee Working Group Members **Summary** Reduce the INV inflation rate to reflect new liquidity strategy while maintaining DAO operations at current levels: * Deployment of new liquidity management strategy that reduces reliance on new INV emissions without losing significant TVL * Temporary reduction in monthly bond emissions for Bond Protocol (formerly Olympus Pro) * Maintain current dilution protection in parity with bond emissions, resulting in reward rate below 100% **Background** [Please see the Q4 Mint proposal here.](https://www.inverse.finance/governance/proposals/mills/64) [Please see the original Inverse Plus proposal here](https://www.inverse.finance/governance/proposals/mills/6) The Inverse Finance [Treasury](https://etherscan.io/address/0x926df14a23be491164dcf93f4c468a50ef659d5b) requires additional INV tokens early in January to ensure operations and rewards continue uninterrupted. The majority of INV token emissions go towards INV Stakers (dilution protection), DOLA liquidity incentivisation and bonding. As has been established as the DAO’s common practice throughout the year of 2022 beginning with the proposal for Inverse Plus in Q1 2022, there is a DAO-approved mint of INV tokens roughly every 3 months. The Policy Committee recommends 50,000 INV tokens be minted, to cover the next 90 days of estimated INV staking rewards, liquidity bribes, and our Bonding Protocol program. However, this proposal is not a guarantee the INV token's rate of emission for the future, the next mint proposal may come sooner or later than 90 days. In order for the Policy Committee to continue supporting the Bonding Protocol program, which is currently vital for funding opex and paying down DOLA and non-DOLA bad debt, a new INV allowance of 12,000 is requested. **Moving Forward: Revised INV Staking APR & Market Cap Protection Strategy** [The INV+ proposal that passed in early February](https://www.inverse.finance/governance/proposals/mills/6) 2022 outlined new INV tokenomics where INV stakers were provided dilution protection from the inflating supply via INV rewards. In essence, how this works is when INV circulating supply inflates, the majority of the new INV tokens are directed to INV stakers. This ensures that the INV tokens emitted to other activities (incentivisation, bonding etc) will not dilute a stakers holding (maintaining ownership as a % of circulating supply). The INV+ proposal recommended that the APR to stakes would not drop below 100% during this process, which has been abided by throughout 2022. To maintain this, it often meant that INV emissions going towards stakers was significantly larger than was needed to guarantee dilution protection to stakers. This has come at a cost to INV holders who are not staked, including liquidity providers on exchanges (DEX’s and CEX’s), while also causing large downward pressure on INV tokens market price (due to this, the best way of judging value as an INV token staker is via INV’s market capitalization rather than market price). Going forward, the Policy Committee recommends that the DAO trial a move away from the 100% minimum APR to stakers. Dilution protection can be achieved for stakers with APR being lower than 100%. Gaining flexibility in this regard will allow for more users to provide liquidity (at a cheaper cost to the DAO), it will also allow the DAO to achieve higher efficiency on longer maturity bonds. With an APR of 100%+, the rational participant would require a larger discount when the maturity of the bond is longer (10+ days), as market buying and staking INV for the period would achieve a similarly high return in INV terms. With a lower APR for naked INV exposure (staking), the Policy Committee will trial focusing on these longer maturity bonds (28+ days), as logic suggests that the longer maturity bonds attract more genuine investors to the DAO rather than marketplace arbitragers seeking a quick profit. **Market Reaction: INV Inflation Measures** It is important to note that INV’s market cap has performed quite well when compared to other stablecoin DAO competitors in DeFi. Data taken on December 29th comparing market cap drop from a few competitors show: ||June 29|December 29|% Drop| | --- | --- | --- | --- | |LQTY|75.2|52.7|-29.9%| |QI|19.4|7.1|-63.4%| |ALCX|31.6|23.2|-26.6%| |FXS|333|315.6|-5.2%| |MKR|817.8|469|-42.7%| |SPELL|92.8|57.2|-38.4%| |INV|11.2|8.3|-25.9%| The median (excluding INV): -34.1% The mean (excluding INV): -34.4% With upcoming product and partnership announcements, setting up an environment that does not threaten to dampen positive momentum is beneficial to the DAO. This is as a more favourable market performance of INV token: * Allows for deeper liquidity to be incentivized using less INV, meaning larger lending capacity for FiRM * Larger revenues from bonding using less INV * Increased retention of core contributors with a vested interest, and stronger attraction in contributor recruitment process To prepare this environment, the Policy Committee is trialing a 66% reduction in monthly bond emissions, with the starting focus solely on the 28 day DOLA bond. In addition to this, the TWG is executing a new strategy that aims to significantly reduce new INV emissions during liquidity management, without losing significant TVL; this is achieved via utilizing the many tools and protocols at the TWG and Fed Chair’s disposal. These planned actions will allow 2023 to start with a significantly reduced inflation rate to the circulating supply of INV token. The situation is constantly monitored, and the intention would be to increase the INV spend again further down the line when it’s of greater benefit to the DAO. **Other Business** Claim the INV from Nour’s deprecated vester, which has now expired. The INV in this contract (3,333.34) will be sent directly to the DAO Treasury on claim. **On-Chain Actions** * Mint 50,000 INV to DAO Treasury * Set INV Staking Contract INV allowance to 40,000 (this allowance is what allows INV to flow from the treasury to INV stakers) * Set Policy Committee INV allowance to 12,000 (to facilitate Olympus Pro bonding program) * Claim Nour’s deprecated vested INV.
# Launch new INV oracle, re-enable xINV as collateral on Frontier ### Summary The following is a proposal to formally endorse the new INV price feed oracle where possible/applicable. This proposal will also include re-enabling the use of xINV as collateral on Frontier. This new solution is over a month in the making and has been a collaborative effort between several members of the DAO. The contract has thoroughly researched, scrutinized, and battle tested. At this stage, the authors are comfortable with moving this forward for DAO voting. ### On-Chain Actions + Update INV Oracle + Assign the Oracle Guardian role to the Policy Committee Multisig + unpause xINV market's use as collateral