a/ltrntvlabs

Collateral Map

v0

Tokenized credit is becoming collateral across DeFi lending protocols, but risk is still monitored venue by venue. The Collateral Map tracks a curated set of tokenized credit products to surface where leverage is building, which oracles and chains they depend on, and where NAV shocks could create simultaneous liquidation pressure across protocols.

v0 monitors 16 assets with curated and estimated data. Not a complete market view.

Overview

Monitored assets
16
monitored
Protocols
9
monitored
Est. borrowed against
$418.0M
estimated
Cross-protocol
2
monitored
Assets on 2+ venues
High sensitivity
3
monitored
Elevated shock exposure

Watchlist

Exposure

Estimated borrowed-against by asset

Borrowed and collateral by protocol

NAV Shock Simulator

Directional screening tool. Estimates are based on available parameters and may not reflect actual liquidation behavior.

NAV shock
Est. borrowed against

$11.5M

Collateral value

$24.9M

Sensitivity

Baseline

Estimated debt at risk

$0

Protocols

Morpho

This model is a directional screening tool. It estimates sensitivity based on available collateral parameters, estimated borrowed-against exposure, and NAV shock assumptions. It is not a liquidation prediction engine.

Dependency Map

Select an asset to trace its dependency chain from credit strategy through token wrapper, oracle, chain, lending protocol, and liquidation engine.

Methodology

The Collateral Map extends the altrntv assessment framework into ongoing observation of tokenized credit collateral across DeFi lending venues. It is not a ratings product, not investment advice, and not a prediction of liquidation outcomes. It is a risk visibility layer built on curated data.

What the monitor tracks

  • Where tokenized credit products are accepted as collateral
  • Estimated borrowed-against exposure per asset and protocol
  • Oracle and NAV dependencies for collateral pricing
  • Liquidation parameters and sensitivity to NAV shocks
  • Cross-protocol exposure concentration
  • Chain and bridge dependencies

What it does not track yet

  • Real-time on-chain positions or wallet-level exposure
  • Automated oracle feed monitoring
  • Protocol governance proposal tracking
  • Cross-chain bridge health monitoring
  • Borrower-level credit risk assessment
  • Secondary market liquidity depth

Why protocol-level risk is incomplete

Each lending protocol manages its own risk parameters. But when the same tokenized credit product is used as collateral across multiple venues, a single NAV decline can create liquidation pressure on all of them simultaneously. No individual protocol risk manager sees the aggregate picture. The Collateral Map surfaces that cross-protocol exposure.

Core risk dimensions

Structure
Economics
Liquidity
Operations
Distribution
Leverage
Oracle / NAV
Protocol
Chain / Bridge
Concentration

The first five dimensions are the altrntv assessment framework, applied during pre-deployment product assessment. The remaining five extend that framework into post-deployment collateral observation: where the product goes after it enters DeFi.

Watchlist categories

Low observed leverage
Minimal or no observed borrowing against this collateral
Emerging collateral use
Early-stage adoption as DeFi collateral; limited exposure data
Cross-protocol exposure
Used as collateral on multiple lending venues; aggregate risk applies
High liquidation sensitivity
Demonstrated or estimated sensitivity to NAV shocks at observed leverage levels
Insufficient transparency
Limited data availability for meaningful risk assessment

Data confidence labels

Verified
Confirmed from on-chain data or official protocol documentation
Manual
Manually sourced and cross-referenced; not auto-updated
Estimated
Derived from available data with stated assumptions
Placeholder
Illustrative value for demonstration; not confirmed

Data freshness

Morpho data is updated daily via API. Aave Horizon and Flux Finance figures are estimated from periodic manual review and may lag by up to a week. Assets without an active lending adapter are updated on a best-effort basis. All values carry a data confidence label indicating their source and reliability.

Future live integrations

Morpho market data and vault parameters
Aave reserves and collateral configurations
Kamino lending market data
Drift collateral and margin parameters
Oracle feeds from Chainlink and RedStone
Bridge activity from Wormhole and CCIP
RWA.xyz sector baselines
Protocol-specific APIs and subgraphs

The Collateral Map is a risk observation tool, not a rating, recommendation, or prediction of liquidation outcomes. v0 uses curated and estimated data across a limited set of assets. It does not represent complete market coverage. Estimated figures are directional and may differ from real-time on-chain state. Nothing here constitutes investment advice.

Last data review: May 2026. Data updates are reviewed before publication.