Protocol Global Config

Credit Line Parameters

Parameter
Description

MAX_LTV

Sets the maximum loan-to-value ratio allowed for credit lines. Validates that credit/vv ≤ maxLTV to ensure borrowers maintain sufficient collateral.

MAX_VV

Sets the maximum value that can be verified for a single credit line. Prevents excessive single-position exposure by capping the verified value

MAX_CREDIT_LINE

Sets the maximum credit amount that can be extended to a merchant. Controls the upper bound of credit exposure per merchant.

MIN_CREDIT_LINE

Sets the minimum credit amount that can be extended to a merchant. Controls the lower bound of credit exposure per merchant to prevent non-collectible dust.

MAX_DRP

Sets the maximum default risk premium rate that can be charged. Caps the risk premium to prevent excessive costs

Market Control Parameters

Parameter
Description

IS_PAUSED

Controls whether the market is active or paused. Emergency circuit breaker to halt all market operations

MAX_ON_CREDIT

Sets the maximum percentage of total supply that can be deployed into the MorphoCredit pool. Controls overall market utilization.

DEBT_CAP

Sets the absolute maximum total debt allowed across market. Hard cap on total protocol debt to manage systemic risk.

Market Timing Parameters

Parameter
Description

GRACE_PERIOD

Duration after payment cycle end before delinquency begins. Gives merchants time to make payments after cycle end.

DELINQUENCY_PERIOD

Duration of delinquency before default status. Time window for merchants to catch up on payments whilst paying penalty.

CYCLE_DURATION

Duration of each payment cycle. Defines the regular payment schedule for merchants.

MIN_BORROW

Minimum outstanding loan balance to prevent dust positions. Ensures meaningful amounts to enforce collectibility.

IRP

Penalty rate per second for delinquent merchants. Additional interest charged during delinquency period.

Interest Rate Model (IRM) Parameters

Parameter
Description

CURVE_STEEPNESS

Controls how steeply interest rates change with utilization. Higher values create more aggressive rate adjustments.

ADJUSTMENT_SPEED

Speed at which rates adjust toward target based on utilization error. Controls how quickly rates respond to market conditions.

TARGET_UTILIZATION

Optimal utilization rate where interest rates are at baseline. Reference point for rate adjustments.

INITIAL_RATE_AT_TARGET

Baseline interest rate when utilization equals target. Starting point for rate calculations.

MIN_RATE_AT_TARGET

Floor for the rate at target utilization. Prevents rates from going too low.

MAX_RATE_AT_TARGET

Ceiling for the rate at target utilization. Prevents rates from going too high.

USD3 & sUSD3 Tranche Parameters

Parameter
Description

TRANCHE_RATIO

Maximum subordination ratio for sUSD3 deposits. Controls how much of the total debt can be subordinated to sUSD3 holders.

TRANCHE_SHARE_VARIANT

Determines the performance fee structure for sUSD3. Configures how profits are shared between USD3 and sUSD3 holders.

MIN_SUSD3_BACKING_RATIO

Minimum percentage of debt that must be backed by sUSD3 assets. Ensures sufficient backing for subordinated debt

SUSD3_LOCK_DURATION

Minimum time sUSD3 must be locked before withdrawal. Prevents rapid withdrawal and ensures commitment

SUSD3_COOLDOWN_PERIOD

Waiting period after lock expires before withdrawal window opens. Additional time buffer before withdrawals are allowed

USD3_COMMITMENT_TIME

Time period for USD3 commitment before deployment. Ensures commitment before funds are deployed

SUSD3_WITHDRAWAL_WINDOW

Duration of the withdrawal window after cooldown. Time limit for completing withdrawals.

USD3_SUPPLY_CAP

Maximum total supply of USD3 tokens. Controls overall protocol size and risk exposure.

Markdown Parameters

Parameters
Description

FULL_MARKDOWN_DURATION

Time required for 100% markdown of defaulted positions. Controls how quickly defaulted positions are written down

Parameter Relationships and Usage

These parameters work together to create a comprehensive risk management system:

  1. Credit Risk Management: MAX_LTV, MAX_VV, MAX_CREDIT_LINE, MIN_CREDIT_LINE, and MAX_DRP control individual borrower risk

  2. Market Risk Management: DEBT_CAP, MAX_ON_CREDIT, and USD3_SUPPLY_CAP control overall protocol exposure

  3. Interest Rate Management: The IRM parameters create an adaptive interest rate system that responds to utilization

  4. Tranche Management: The USD3/sUSD3 parameters control the subordination structure and withdrawal mechanics

  5. Default Management: GRACE_PERIOD, DELINQUENCY_PERIOD, and FULL_MARKDOWN_DURATION control the default and recovery process

  6. Backing Requirements: MIN_SUSD3_BACKING_RATIO ensures sufficient backing for subordinated debt

All parameters are stored in a single mapping and can be updated by the protocol owner through the setConfig function, providing flexibility for protocol evolution while maintaining security through proper access controls.

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