Standardized datasets for insurers, lenders, and credit providers to underwrite blockchain-native risks. Coverage spans lending pool utilization curves, liquidation histories, borrower repayment patterns, adverse selection signals, realized volatilities, fee-adjusted return streams, and loss event triggers. Delivered with actuarial-style time series, record-date snapshots, and anomaly labels for model integration. What it solves
- Insurers and underwriters get transparent loss-event data to calibrate pricing and reserves.
- Credit providers can model borrower risk using realized utilization and repayment history.
- Derivatives desks gain validated volatility and pricing input feeds for structured products.
- Risk managers improve monitoring of leverage, liquidation cascades, and concentration exposures.