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DeFi Vault Risk Management 

Comprehensively value and assess the risk of your automated strategy contracts. 

Use case

What is a DeFi Crypto Vault?

Not to be confused with custody vaults for cryptoassets, DeFi vaults are smart contracts that pool deposits and package complex yield-generating assets and instruments into simpler, fund- or ETF-like products.

Designed for automated management, these vaults aim to deliver convenient risk-adjusted returns by wrapping underlying exposures and strategy positions like LP tokens, staked derivatives and vaults shares into a single deposit, reducing time, gas, and operational costs.

  • Monitor and manage the risk of your assets stored on-chain 
    Evaluate the contents of your vault across assets and instruments.

  • Build and test your strategies with confidence
    Backtest vault compositions, allocations, and rebalancing rules against high-quality historical data. 

  • Verify performance with independent NAVs and auditable valuations 
    Leverage independent vault NAVs and publish verified valuations using multi-venue, on- and off-chain data to deliver a fully auditable trail.


How we help

DeFi fund and vault operators use our institutional-grade pricing and risk metrics to guide their crypto vault allocation and management strategy. Supporting comprehensive backtesting, ongoing risk management, and insight-led rebalancing decisions, our market leading data eliminates the threat of blind spots or anomalies impacting effective risk assessment.  

  • Execute Strategy Backtesting

    Execute strategy backtesting

    Test your crypto vault strategies against accurate historical market data before deploying capital. Analyze how your vault would have performed through market events and volatility spikes to validate your approach, avoid costly mistakes, and optimize for risk-adjusted returns.

  • Conduct ongoing risk management

  • Optimize rebalancing and strategy

Solution

Assess the risk and performance of your crypto vault

Evaluate all assets and instruments in your vault with a single call, powered by trusted market-leading data. With Kaiko Risk and Performance you have the institutional-grade valuation and risk analytics needed to rebalance confidently, tune parameters, and make data‑led allocation decisions with precision.


See Kaiko Risk & Performance

Leverage regulated NAV Calculation for independent analysis

As a registered benchmark provider, Kaiko offers independent calculation agent services for DeFi vault strategies. We compute real-time valuations and publish daily NAVs using multi-venue data for total accuracy and validity. If required, these values can be instantly written to the chain to give relevant stakeholders a verifiable audit trail.

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Develop a branded index for your crypto vault

Anchor your DeFi vault strategy with a branded index, built by Kaiko. We deliver across the full index lifecycle, covering methodology design, constituent selection, rebalancing and real-time daily fixings, to turn your vault strategy into a transparent, rules-based benchmark. 

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Want to speak to an expert?

Learn more about how Kaiko can help you accurately value and assess the risk of your DeFi vault strategy.

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