I spent about 6 months on creating an implementation of @ISDA's SIMM for DeFi. I hope this represents a step forwards in providing an open-source guide to removing the risks around arbitrary leverage in DeFi. As a lender, you can use an AI model to audit collateral LTV limits for safety. This gives you minimum safety bounds, derived from cross-industry quants and experts to rely on. For risk managers, structurers and lending protocols this gives you a benchmark on how to set parameters with a full methodology. Now caveats, I'm really not happy with putting this out there today as I feel like it's not finished and I keep finding errors here and there. But it's at the point, where my errors seem to just be grammatical or bad phrasing, or some random slop that snuck in. Whilst, I remain unable to say this is a final version I think it's well past the 80/20 principle and needs to just get out there. Contributors ... 1) As mentioned, this isn't finished (arg). There are a number of sloppy parts in the back components in particular. 2) We need to extend this to a new crypto risk class - btc, eth, sol, avax etc. - bridges (wBTC, BTC.b etc) - wrappers / staking (wstETH, weETH, wETH etc.) 3) I'll be working on some edits over the next few weeks into FX, Equities, Comm etc as they're a LOT easier than tokenised funds. Link in comments ...

The best zk-permissioning platform in DeFi is now free! Today marks a major milestone in our maturity, one where we realised that some products are just better as relationship-builders. In a tight-knit industry, where relationships mean everything, we are proud to reach a point where we can give our zk-permissioning tech out to anyone that needs it for no charge.