RISK MONITOR

Rust PolkaVM regime engine telemetry and collateral policy behavior.

X:0 Y:0

Volatility

EWMA daily volatility

0.00%

Computed via Rust risk engine state transitions

EWMA Formula

σ²ₜ = λ·σ²ₜ₋₁ + (1−λ)·r²ₜ

λ = 0.94

σ = √σ² × 100

X:1 Y:0

Current Regime

Threshold-classified risk bucket

EWMA Volatility

0.00%

Required Ratio

130%

Dynamic collateral limits based on market volatility

X:2 Y:0

Collateral Ratio

LOW regime → 130%

130%

Range: 130% to 220%

Regime Map

LOW → 130%

MEDIUM → 150%

HIGH → 180%

EXTREME → 220%

X:0 Y:1

Volatility Over Time

EWMA area chart with regime boundaries

X:1 Y:1

DOT Price + Ratio Overlay

Dual-axis view of market and policy response

X:0 Y:2

RUST / POLKAVM

On-Chain Risk Engine

Cross-VM computation — Solidity invokes Rust in a single atomic transaction

Model

EWMA variance estimator

Decay factor (λ)

0.94 per price update

Regime T1 → LOW

σ < 3.16% → 130% ratio

Regime T2 → MEDIUM

σ < 6.32% → 150% ratio

Regime T3 → HIGH

σ < 9.49% → 180% ratio

Regime T4 → EXTREME

σ ≥ 9.49% → 220% ratio

Liquidation threshold

Health factor < 1.2

Oracle max age

1 800 s (30 min)