We build econometric models and vulnerability indices to track contagion risks, liquidity spirals, and the macro-financial integration of crypto-assets with traditional banking networks.
The Global Digital Asset Risk Index acts as our primary barometer, quantifying Volatility, Liquidity, Regulatory, and Systemic threats in real-time.
Analyzing the pathways through which distress in major DeFi protocols or centralized exchanges impacts tradfi counterparty balance sheets.
Monitoring reserve compositions, run risk, and the usage of prime US Treasury bills by major stablecoin issuers in the broader money markets.
Evaluating the hidden leverage in DeFi lending protocols and the fragility induced by algorithmic liquidation mechanisms.
Simulating extreme market conditions and collateral fire sales to evaluate the absorptive capacity of automated market makers and centralized order books.
Mapping interdependencies between major crypto lending protocols, stablecoin issuers, and prime brokers to predict domino effects during credit events.
Analyzing concentration risks by tracking the flow of institutional liquidity and custody dependencies across the top tier-1 digital asset exchanges.
Institutional Indexing & Research Visibility
Digital Object Identifier (DOI): 10.5281/zenodo.dcm.research.2026.11