SSRNTrading, Microstructure & Execution
When Collateral Prices Count: Recognition Clocks and Liquidation Batches
Research on decentralized lending shows that collateral revaluation rules predictably determine when and how many positions are liquidated together, with large price moves triggering batch liquidations far exceeding single-position boundaries.
Featured in No. 137 on 30 Oct 2026 · 6 days after release
- Released
- 24 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7665698
- Authors
- Fernando Hernandez-Atienza
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).