Gauntlet's BASE Recommendations (2023-10-05)

Summary

We have reviewed Gauntlet’s recommendations for Base markets and are in favor of applying the suggested changes.

  • Suggested IR parameters are indeed exactly in line with our past recommendations.
  • Suggested Collateral factors for USDC and WETH provide sufficient buffer to protect the protocol against bad debt given a worst case asset price and liquidity drawdown scenario.

We don’t recommend further changes at the moment, as borrow and supply caps utilization is well within reasonable margin for all markets. USDbC DEX liquidity levels have been stable since caps were updated by Gauntlet on October 3rd.

Analysis

DEX liquidity levels for all assets remain strong across the board. USDbC is still slightly more liquid than native USDC. We expect liquidity to shift towards the native token over time.

USDC Slippage


USDbC Slippage


WETH Slippage


cbETH Slippage


DAI Slippage


Next steps

  • Monitor USDbC and native USDC liquidity levels. Borrow and supply caps might need to be updated if signicant liquidity shift occurs.
  • Run preliminary collateral onboarding analysis for up and coming assets on Base (stETH, COMP, BAL, RPL, rETH, …)