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Risk Framework

Risk Framework v2.2

The Vector Risk Framework — deterministic scoring for DeFi yield vaults.

The Vector Risk Framework is a deterministic scoring system that decomposes vault risk into three independent vectors. Every input is on-chain or from public records. Same inputs, same score. No editorial discretion, no manual overrides, no pay-to-play.

Composite Formula

Score = 0.4 × Asset + 0.4 × Platform & Strategy + 0.2 × Governance
VectorWeightMeasures
Asset Composition40%Token quality, oracle reliability
Platform & Strategy40%Protocol maturity, audit coverage, strategy complexity
Governance Controls20%Timelocks, immutability, exit windows

Design Principles

  • Deterministic — pure function of observable inputs. No analyst judgement, no manual overrides on the base model.
  • Conservative — missing data triggers worst-case assumption. No audit = score zero. Unknown strategy = neutral Core score (7).
  • Version-specific — audits match the exact deployed version. An audit of V2 does not cover V3. New deployments start fresh on Lindy.
  • Continuous — scores recomputed every 30 minutes. No quarterly reviews.

Worked Example

Aave V3 USDC on Ethereum (simple lending):

ComponentScoreNotes
Asset (USDC, Prime tier)10.0Prime stablecoin, Chainlink oracle (10)
Lindy score9.7Live since Jan 2023 (~3 years)
Audit density9.014 audits across 8 firms
Strategy complexity10.0Simple lending
Platform base9.57(9.7 + 9.0 + 10.0) / 3
Dependenciesnone
Platform final9.57No adjustments
Governance9.07-day timelock

Composite: 0.4 × 10.0 + 0.4 × 9.57 + 0.2 × 9.0 = 9.63Prime

Score Interpretation

RangeTierProfile
8.0 – 10.0PrimeMature code, multiple audits, simple strategy, timelocked governance
5.0 – 7.9CoreAudited with shorter track record, moderate complexity, or permissive governance
0.0 – 4.9EdgeUnaudited, <6 months live, complex aggregation, or recent incident

See Tiers & Disqualifications for hard override rules.

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