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Research topic

DeFi & Collateral

Stablecoins as DeFi collateral, yield and composability.

Cryptocurrencies and Decentralized Finance (DeFi)

Igor Makarov, Antoinette Schoar · 2022 · Working paper · Brookings Papers on Economic Activity (NBER WP 30006)

Survey of crypto and DeFi market structure, including the central role of stablecoins as settlement assets.

Key findings
  • Stablecoins are the primary settlement and collateral asset across crypto and DeFi.
  • DeFi remains highly interconnected and reliant on a few large stablecoins.

Leverage and Stablecoin Pegs

Gary B. Gorton, Chase P. Ross, Sharon Y. Ross · 2022 · Working paper · NBER Working Paper 30796

Analyses how leverage and secondary-market liquidity determine whether a stablecoin holds its peg.

Key findings
  • A stablecoin holds its peg when arbitrageurs can profitably trade it back to par; deep liquidity is key.
  • Leverage built on stablecoins can amplify depeg dynamics.

DeFi risks and the decentralisation illusion

Sirio Aramonte, Wenqian Huang, Andreas Schrimpf · 2021 · Report · BIS Quarterly Review, December 2021

BIS analysis arguing DeFi retains points of centralisation and carries familiar financial risks.

Key findings
  • DeFi exhibits a 'decentralisation illusion': governance and infrastructure remain concentrated.
  • Stablecoins are a key channel linking DeFi to the traditional financial system.