defirisk.co
rubric v1.7.0

Liquidity depth per major asset

Sky Lending (formerly MakerDAO)'s assessment for RD-F-065 — scored yellow on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.

Evidence summary #

ETH, stETH, wBTC have deep secondary DEX/CEX liquidity sufficient for liquidation absorption. RWA collateral (~23.5% of total) has near-zero on-chain liquidation liquidity — off-chain legal wind-down required. RWA illiquidity is material.

Detail #

CoinLaw MakerDAO statistics 2026 (coinlaw.io) citing on-chain data: RWA ~23.5% of collateral, PSM/stablecoins ~32.9%, crypto (ETH/stETH/wBTC) ~43.6%. ETH and stETH have hundreds of millions USD in DEX liquidity at 2% price impact on Uniswap and Curve. WBTC has CEX and DEX depth. PSM provides 1:1 USDC conversion depth up to debt ceiling. However, RWA positions (real-world asset vaults, tokenized T-bills, etc.) cannot be liquidated on-chain — they require governance wind-down and off-chain legal processes that could take months in a stress scenario.

Sources #

Methodology #

Measure on-chain liquidity depth for protocol-held assets at 2% and 5% price impact in USD.

See the full factor methodology and distribution across all protocols →

rubric_version v1.7.0 protocol sky-lending factor RD-F-065 score yellow collected_at 2026-04-28 00:43:18