---
title: When Collateral Prices Count: Recognition Clocks and Liquidation Batches
url: https://www.ml-quant.com/papers/ssrn/7665698/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-30
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7665698
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7665698
featured: 2026-10-30
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7665698
- Identifier: SSRN 7665698
- Released: 2026-10-24
- First featured: Quant Letter No. 137 (2026-10-30): https://www.ml-quant.com/issues/2026-10-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution
- Authors: Fernando Hernandez-Atienza

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