Maximizing the Time Value of Cryptocurrency in Smart Contracts with Decentralized Money Markets

Shao Ku Tien, Yu Ting Wang, Yun Zhan Cai, Meng Hsun Tsai

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

8 Scopus citations

Abstract

Smart contracts on the Ethereum blockchain can be utilized as secure places to store cryptocurrency if they are designed carefully. However, while cryptocurrency is kept in smart contracts, such as being paid to a blockchain service, no extra profit is generated. The time value of cryptocurrency serves only as collateral, which is an issue of capital inefficiency. Therefore, we propose to maximize the time value of cryptocurrency in smart contracts by supplying it to decentralized money markets of Compound to earn supply interest. Furthermore, by utilizing the interest generated, we can mitigate the liquidity risk of Compound and thus do not diminish the flexibility of the original service much. Experiments are conducted to testify the proposed method, and the implementation cost is estimated to be 2.1 US dollars. We also discuss the potential systemic risk in the decentralized finance system.

Original languageEnglish
Title of host publicationProceedings - 2020 IEEE International Conference on Blockchain, Blockchain 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages503-508
Number of pages6
ISBN (Electronic)9780738104959
DOIs
StatePublished - Nov 2020
Event3rd IEEE International Conference on Blockchain, Blockchain 2020 - Virtual, Rhodes Island, Greece
Duration: 2 Nov 20206 Nov 2020

Publication series

NameProceedings - 2020 IEEE International Conference on Blockchain, Blockchain 2020

Conference

Conference3rd IEEE International Conference on Blockchain, Blockchain 2020
Country/TerritoryGreece
CityVirtual, Rhodes Island
Period2/11/206/11/20

Keywords

  • Blockchain
  • Cryptocurrency
  • Decentralized Finance
  • Smart Contracts
  • Time Value

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