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Overview

Circular includes a multi-dimensional credit rating system that assigns letter grades to individual lending markets and managed vaults. Ratings provide a familiar scale for assessing risk at a glance, similar to traditional fixed-income credit ratings. Each rating is computed from multiple independent risk dimensions, then combined into a single composite grade.

Grade Scale

Grades can carry +/- modifiers (e.g., AA+, BBB-) for finer differentiation within each band.

Scoring Dimensions

Ratings are computed across four independent dimensions, each capturing a different aspect of risk. Market Risk evaluates how stable and predictable a market’s behavior is over time. Markets with volatile utilization, erratic APY, or shallow liquidity are scored lower. Collateral Quality assesses the underlying collateral token’s maturity, trading liquidity, and historical price stability. Established tokens with deep on-chain liquidity score higher than newer or thinly-traded assets. Oracle Reliability measures the trustworthiness of the price feeds that a market depends on. Markets using well-known oracle providers with fresh, redundant data feeds receive higher scores. Stale or single-source oracles are penalized. Concentration Risk examines how depositor capital is distributed within a market. Markets dominated by a small number of large depositors are more vulnerable to sudden withdrawal shocks and score lower.

Token Tiers

Collateral tokens are classified into tiers based on market maturity and liquidity depth. This classification feeds into the Collateral Quality dimension.

Vault Ratings

Vault ratings aggregate the ratings of underlying markets, weighted by the vault’s capital allocation to each market. Vaults with concentrated allocations or significant leverage exposure receive penalties. This means a vault allocated to a single high-rated market may score lower than one diversified across several markets of comparable quality.

Tools