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38B
Description
Tracks borrowing demand elasticity across Base lending protocols, measuring how quickly borrowing demand responds to interest rate changes and identifying markets where rate sensitivity is abnormally low due to structural captive demand. Identifies lending markets where artificially suppressed rates are creating hidden risk by incentivizing excessive leverage that will rapidly unwind when rates normalize to market-clearing levels. Publishes bi-weekly lending market elasticity reports as on-chain attestations with demand curve estimates and rate normalization risk assessments.