BTC– – ETH– – SOL– – KRP VaR 1D– BTC funding– Stablecoins– Updated –

Weekly risk brief

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VaR 1D, historical
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VaR 7D, historical
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Breaches, 365d
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Max drawdown
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BTC 7d
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ETH 7d
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SOL 7d
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BTC vol 30d
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Portfolio risk

Daily returns vs VaR 99%
HistoricalEWMABreachSource: Coinbase; Kintechs calculations
Drawdown from peak
365 daysSource: Coinbase; Kintechs calculations

Liquidity and concentration

BTC market sell slippage
ConsolidatedCoinbaseKrakenOKXBinanceSource: Coinbase, Kraken, OKX, Binance; Kintechs calculations
Reported CEX reserves by exchange
Share of reported reservesSource: DefiLlama; Kintechs calculations

Archive

One brief per ISO week, written from that week's data.