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We assess the market risk of the DeFi lending protocols using a multi-assetagent-based model to simulate ensembles of users subject to price-drivenliquidation risk. Our multi-asset methodology shows that the protocol'ssystemic risk is small under stress and that enough collateral is alwayspresent to underwrite active loans. Our simulations use a wide variety ofhistorical data to model market volatility and run the agent-based simulationto show that even if all the assets like ETH, BTC and MATIC increase theirhourly volatility by more than ten times, the protocol carries less than 0.1\%default risk given suggested protocol parameter values for liquidationloan-to-value ratio and liquidation incentives.

A multi-asset, agent-based approach applied to DeFi lending protocol modelling