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risk_11.md

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Introductions

  • Rich, Steven

Recap

  • A16z Crypto partnership details, follow-up and going forward
  • Touched on correlation risk, debt ceiling, liquidation penalty

Is it the responsibility of the risk team to incentivize lesser used collateral type (to maintain balance in the portfolio)?

  • Policy tools: Utilize the stability fee to incentivize use
  • Need to ensure that the liquidity is available for accurate price discovery in the market
  • Expected shortfall and economic capital

What is tail risk?

  • Comes from statistics, more than 5 or 6 deviations (sigma) from the mean.
  • Congruent to a black swan: Very unlikely to happen but the value at risk of loss isn’t limited (or easily calculated)
  • ‘If a black swan is going to happen, how much should we expect to lose?’

How do we generate these models? Looking at past occurrences?

  • The normal curve is highly accepted and gives a good framework for high frequency events
  • Similar to insurance, looking at the rate at which a catastrophic event might occur
  • Determining the ‘rainy day’ funds that we need to have set aside for an event like that

What does MKR governance look like?

  • MKR tokens should exist in two forms:
    • Constantly involved in the voting protocol
    • If you’re not voting then you’re part of the liquidity protocol - holding in your wallet (in expectation of trading) on the secondary market
  • The remaining in the liquidity group sets an implicit price for each vote cast because those who abstained did not see a reason to vote right now. Someone may purchase your tokens and vote in their preference.
  • A form of good apathy - a decision is being made to vote or not
  • Competing forces for holders: force to vote and force to liquidate

As a cohesive whole the goal should be stability and trustworthiness of the ecosystem. Anything done to jeopardize that would be contrary to that goal would be bad for everyone in the ecosystem. What are the incentives to maintain stability and what does the ultimate governance solution look like?

  • Equity financing - 1 share = 1 vote or more consumer co-op structure
  • Equity is at risk of plutocracy and information cartels
  • Consumer co-op route will have a tough time attracting funds to maintain and grow business operations
  • A hybrid model will be ideal to fit to the organization
  • All incentives must preserve the stability of the coin, using rigor and removing subjectivity

What does the governance structure look like for MakerDAO?

  • Granularity has generally determined the structure for governance
  • In public/sovereign governance these structures range from Communism to Capitalism and everything in between
  • Our objectives for blockchain governance are quite different from governance of people geographically collected
  • ‘Will MakerDAO governance affect Ethereum governance?'

Does MakerDAO also run the risk of being susceptible to dominant parties in the ecosystem?

  • Natural growth of the blockchain economy at large will likely determine how this plays out
  • If MakerDAO facilitates ALL growth of the blockchain then it could become a dominant player in determining trajectory. Becomes a single point of failure. Our goal is not to facilitate all the growth however, it should be uniformly shared with all parties in the ecosystem.

Do we foresee a conflict of interest between Dai rewards, locking up Ether in a CDP and the Proof of Stake rewards expected as ETH moves to PoS?

  • It’s hard to know. Similar to 'will our governance affect their governance?'
  • The exposure to this risk/conflict is reduced in MCD
  • Both have the goal of reducing the velocity of ETH

If we can port to many decentralized networks, the benefits compound.

With the launch of Blockstream’s Liquid side chain, is Maker looking at migrating to a Bitcoin based chain?

  • There are plenty of risks of moving to other networks.
  • The community and ecosystem are a huge driver of where the growth continues
  • Sending your pawn (piece) out to clear the fog of war
  • It’s unlikely that there will only be one surviving stablecoin. We can embrace others entering the space as we grow and learn together