A lending protocol that generates revenue through facilitating swaps and interest rate differentials, generating revenue on the spread. Lending pools have an algorithmically derived interest rate model, which is based on the current supply and demand of each asset. To ensure protocol safety from adverse events, we adopted a risk mitigated approach that requires borrowers to over-collateralization for optimal liquidity within protocol & unhealthy accounts are subject to automated liquidations. The money markets will only supply the most liquid assets available to further ensure the stability of the protocol. The founding team (TEN.finance) has over 50 years of combined experience on Wall Street, traditional brokerages, and e-commerce, truly understanding the needs of the consumer and the macroeconomics of how to benefit the entire ecosystem for the better of the users.
