Correlations & SystemicPUMP
Individual asset analysis is insufficient for multi-asset lending. Correlations determine whether downturns cause isolated or cascading liquidations. Systemic risk emerges when aggregate correlated exposure exceeds market absorption.
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Token CorrelationPrice linkage between listed assets — correlated assets compound liquidation demand (e.g. SOL LSTs all fall with SOL). Stress correlations trend toward 1.0 in downturns.
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Protocol ConcentrationAggregate exposure analysis. SOL+LSTs combined exposure under -30% shock. If one stablecoin is 60% of debt, its depeg affects 60% of loans.
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Stress ScenariosModeled scenarios for protocol resilience — KRAF Dashboard models -10/-20/-30/-40/-60% shocks plus idiosyncratic single-asset events.
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