Onboard wETH (LayerZero OFT) to Bonzo Lend

  • Submission Date: October 28, 2025

  • Implementation Date: Upon approval (est. October 30, 2025)

  • Bonzo Finance Voting Interface: Change Memo

  • Related Memos / Discussion: None

  • Historical Risk Parameter Updates: Link

  • Re7 Analysis: Link

    • Addendum: Analysis performed prior to the addition of liquidity to the HBAR/WETH SaucerSwap v2 pool; at current liquidity depth / width, recommended supply cap is 220-230 WETH.

Simple Summary

This memo proposes listing wETH (LayerZero OFT) on Bonzo Lend with conservative, liquidity-aware risk parameters derived from Re7’s analysis of local Hedera DEX depth and liquidation feasibility, plus alignment to industry norms (Aave/Compound) where appropriate.

Primary levers:

  • Supply & Borrow Caps

  • Loan-to-Value (LTV)

  • Liquidation Threshold (LT)

  • Liquidation Bonus (LB)

  • Reserve Factor (RF)

  • Close Factor (CF)

  • Interest Rate Model

Motivation

User demand & composability: ETH exposure is a cornerstone collateral across DeFi; adding wETH enables safer leverage, hedging, and cross-asset strategies on Hedera.

Liquidity-constrained venue: SaucerSwap’s HBAR/WETH depth and USDC/WETH depth is meaningful but not yet comparable to mainnet venues; parameters must assume shallow local unwind paths and favor liquidation success over peak capital efficiency.

Industry anchors: Mature markets (e.g., Aave v3) run WETH with LTV ≈ 80%, LT ≈ 82.5–85%, LB ≈ 5%, RF ≈ 15% (varies by instance). Bonzo’s initial settings intentionally underrun these to reflect Hedera-side liquidity and bridge risk.

Bridge/OFT considerations: LayerZero OFT tokens add messaging & DVN assumptions; listing starts with tighter caps and explicit monitoring.

Method (Re7)

Re7 modeled DEX price impact vs. liquidation profitability, linking caps to swaps that keep price impact below the liquidation bonus; they present conservative/realistic/capital-efficient supply-cap bands and a recommended parameter set tailored to today’s Hedera liquidity.

Addendum: Analysis performed prior to the addition of liquidity to the HBAR/WETH SaucerSwap v2 pool; at current liquidity depth / width, recommended supply cap is 220-230 WETH.

Specification (Initial Listing — Phase 1)

Asset: wETH (LayerZero OFT on Hedera)

Parameter
Recommended
Rationale

Enable Borrow

Yes

Standard for blue-chip collateral; limits via caps.

Enable Collateral

Yes

ETH-class collateral w/ conservative LTV/LT.

Supply Cap

225 wETH

Within Re7 “realistic” 35–40 wETH band; sized to ensure profitable liquidations under local DEX depth.

Borrow Cap

112 wETH

50% of Supply Cap to limit borrow-driven sell pressure in shallow markets.

LTV

70%

Below Aave’s typical ~80% to reflect Hedera liquidity/bridge risk.

Liquidation Threshold (LT)

75%

5% gap vs LTV gives reaction time and supports higher LB; wider than some mainnet settings.

Liquidation Bonus (LB)

7%

Above mainnet norms (~5%) to ensure liquidation profitability in shallower liquidity.

Reserve Factor (RF)

20%

Above Aave’s common 15% to accrue extra safety reserves in low-liquidity conditions.

Close Factor (CF)

50%

Industry-standard to prevent full wipes and smooth execution.

Interest Rate Model (Variable)

Base 0%

Uopt 80%

Slope1 3.3%

Slope2 85%

Uses well-understood WETH curves observed across Aave v3 markets (0% base; 80% kink; low Slope1 to target Uopt; high Slope2 to protect tail liquidity).

Note on cap sizing: Analysis report was performed prior to the addition of liquidity to the HBAR/WETH SaucerSwap v2 pool; at current liquidity depth / width, recommended supply cap from Re7 is 220-230 WETH; 225 wETH is selected to balance utility with liquidation success given a 7% LB.

Impact & Rationale

Why these levels now

  • Liquidation feasibility first: With LT 75%, LB 7%, CF 50%, worst-case unwinds remain profitable for liquidators under modeled price impact bands, reducing bad-debt risk if markets gap.

  • Conservative vs. Aave: Aave’s WETH often sits around LTV ≈ 80/LT ≈ 82.5 with LB ≈ 5%; Bonzo starts at 70/75/10 to account for Hedera liquidity and OFT bridge risks, then ratchets up as liquidity deepens.

  • IR curve choice: 0% base, Uopt 80%, and modest Slope1 (3.3%) encourage healthy utilization without inducing rate spikes; Slope2 85% sharply disincentivizes >80% utilization, preserving on-chain liquidity for liquidations.

Bridge/OFT risk notes

  • Listing an OFT-bridged wETH introduces messaging/DVN trust assumptions; therefore, caps and RF are higher than mainnet peers, and monitoring (below) is mandated.

Monitoring, Triggers & Next Steps

Operational monitoring (weekly and on 10% price moves)

  • Dex Depth Check: Track SaucerSwap WETH/HBAR active liquidity and effective swap impact bands; revisit caps if active liquidity falls materially.

  • Utilization & Rates: If wETH utilization persistently >85% or <30% for 3+ days, consider Slope1/Uopt nudges (industry precedent).

  • Bridge/DVN Health: Track LayerZero incident advisories and DVN composition changes; pause increases or reduce caps on adverse signals.

  • DEX liquidity deterioration: 14-day average active WETH liquidity down >40% versus today’s baseline.

  • Volatility shock: 24h WETH/HBAR move >20% or repeated >10% shocks over 72h (per Re7 tail analysis).

  • Bridge risk elevation: Verified DVN/endpoint incident or materially increased trust assumptions.

Phase-up plan (subject to passing all guardrails for ≥2 consecutive weeks)

  • Step 1: Supply Cap 50 wETH, Borrow Cap 30 wETH (unchanged LTV/LT/LB/RF/CF).

  • Step 2: If local depth materially increases (or Bonzo LP boosts are deployed), consider LTV 75%, LT 80%, LB 6% (approaching mainnet norms), with independent memo and stress test.

Implementation

  • Configure wETH (LayerZero OFT) with the Phase 1 parameters above.

  • Announce listing + parameters in Bonzo docs / interface.

  • Begin monitoring loop (weekly + on 10% price moves).

  • Prepare follow-up memo for any cap increases or LTV/LT/LB adjustments post-stabilization period (≥2 weeks).

Appendix — Parameter Sources & Industry References

  • Re7 Labs: WETH Risk Parameters for Bonzo Lend (Oct 2024) — liquidity analysis, cap bands, and recommended settings.

  • Aave references (comparables / norms): parameters & governance threads on LTV/LT/LB/RF/IR curves (1, 2, 3, 4)

  • Close factor conventions & liquidation literature.

  • LayerZero OFT / DVN risk background.

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