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Tom Dunleavy

@dunleavy89

Head of Venture @ Varys Capital | Ex: Sr. Analyst @ Messari | CFA/CAIA | NFA | TG: dunleavy89 for dms

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Tom Dunleavy@dunleavy89·3d

What should DeFi Rates really be?

Tom argues the $292M KelpDAO exploit and subsequent $13B TVL drain exposed severe DeFi mispricing: deposits earning 5% on major protocols like Aave accept BB-rated pricing for technically worse-than-CCC risk. Using TradFi credit frameworks, DeFi's 1.5-2.0% forward probability of default with 90% loss given default requires a fair yield floor of 12.55-13%, not 5.5%, because exploits cascade in minutes rather than quarters and composability failures create unauditable contagion that deposits absorb without protocol failure.