Dynamic Margin & Risk Management

Key Features of Superpositions Dynamic Margin:

At the core of Superposition’s portfolio margining systems sits Concordia's risk engine, which is an FHS VaR (Filtered historical simulation value at risk model) based on the Bank of England's pioneering research in dynamic VaR models that pushes the boundaries of what's possible in this space. Below, we will explore just how it’s doing that.

The Superposition Dynamic Margin has two main risk components:

  1. Market Risk (Powered By Concordia)

Future Roadmap Implementations

  • Diversification Risk

  • Concentration Risk

  • Event Risk

  1. Protocol Risk Management

  • Liquidity Caps

  • Emergency Freeze

  • Rebalancing (Liquidations)

Future Roadmap Considerations

  • Volume-Based Protocol Throttling

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