[Cozy] Safety Module Pilot

[Cozy] Safety Module Pilot

Introduction

Euler vaults currently socialize bad debt to lenders. This means that if there’s ever bad debt incurred by the vaults, all lenders in the vaults share those losses pro rata.

A flag that turns off bad debt socialization (CFG_DONT_SOCIALIZE_BAD_DEBT) exists, but turning this off risks bank runs, where lenders rush to withdraw assets without penalty at the expense of other lenders in the vault.

The Cozy Safety Module provides a solution that allows vaults to disable bad debt socialization while protecting lenders from losses due to bad debt, thereby minimizing the risk of bank runs. Disabling bad debt socialization also enables benefits such as safer rehypothecation of lent assets in external protocols—meaning lenders can use their deposited assets as collateral elsewhere—and unblocks use cases like using vault shares in Balancer LP pools.

By adopting the Cozy Safety Module, Euler can enhance lender protections and create new opportunities for yield generation. This modular and trustless approach aligns perfectly with the Euler ecosystem’s design and principles.

This is good for Euler because:

  • Risk averse lenders will now have protection against bad debt
  • Risk seeking lenders will now have an additional source of yield
  • Vault managers can attract more lenders by offering enhanced protection and new opportunities to earn yield.

Safety modules position the protocol to win the billions of idle, safety-seeking capital currently parked in other protocols.

Proposal

We propose a pilot incentivizing safety modules for the Euler Prime USDC Vault and the Euler Prime WETH Vault.

  • Lenders who want protection don’t have to do anything; they will have bad debt protection by default.
  • Lenders who want to earn extra yield can stake their vault shares and earn the EUL incentives provided to the safety module.

The lenders who elect to stake are backing the vault from bad debt. If there is bad debt incurred, vault shares will be drawn pro-rata from the vault and burned to repay the bad debt.

How does it work

The Cozy Safety Module is a system that allows vaults to collect assets reserved for paying off the debt in the vault. Vault shares collected by the safety module are automatically burned to pay off the bad debt in the vault. Incentives can be added to a rewards manager that compensates suppliers of vault shares in the safety module. After initial setup, all aspects of the safety module can be orchestrated without any human intervention.

Contracts

Contracts are currently being audited by yaudit. The Euler team will also review all contracts, core and helper.

Roll-out

In this pilot, we will incentivize the safety modules of the Euler Prime USDC and WETH Vaults for six months, with incentive adjustments every two months. To start, we will target 5% of vault shares staked into the safety module. We ballpark this to about 1500 EUL per month per vault.

These incentives drive sticky deposits to the Euler USDC Prime Vault. Bad debt protection attracts safety-seeking capital that want to park their capital. And incentives for staking attract yield-seeking capital that must first be deposited into the vault and then staked (and time-locked) in the safety module. The incentives in this pilot do not leave the Euler ecosystem.

Future phases will fine-tune the incentives, look to incentivize safety modules for more vaults, and more deeply integrate the safety modules into the Euler app UX. We will also look to fund safety modules directly with Euler protocol fees, acting as a first line of defense for vaults.

FAQ

What’s the long term plan for monetization?

There is no current plan for monetization. At scale, a management or performance fee on staked assets could be charged.

What is the unstaking delay for vault shares?

The pilot will launch with a 7 day unstaking period.

Next steps

  • Gather community feedback
  • With community support, launch the pilot
1 Like

Thank you @tony for the thoughtful submission of this proposal.

After thorough review, Objective Labs believes the proposed mechanism is well-suited for Euler Prime’s competitive positioning in monolithic markets, particularly as it aims to rival Aave. The proposed mechanism allows users to stake vault shares as a first line of defense against bad debt, with delayed withdrawals and additional yield as a risk premium. This mirrors successful mechanisms like Aave’s Umbrella model. We see significant potential in enabling users to voluntarily act as a junior tranche, earning a risk premium while enhancing the protocol’s resilience. Furthermore we recognize that turning off bad debt socialization improves the vault shares’ composability within DeFi, for example the creation of Balancer boosted pools.

Objective Labs supports the proposed roll-out plan for the Cozy Safety Module pilot targeting the Euler Prime USDC and WETH Vaults. The six-month pilot, with adjustments every two months, provides a reasonable timeframe to evaluate the mechanism’s effectiveness. Targeting 5% of vault shares staked is a reasonable goal.

Based on our observations we expect that market participants will settle at different risk premia CSM for USDC and WETH. In part because USDC naturally demands a higher competitive rate than ETH but also because USDC vault has significantly more exposure to uncorrelated borrows compared to ETH (which is mostly used for LST/LRT looping). Because of these reasons we recommend the total incentive budget be split 70/30 in favor of USDC.

We agree that the incentives should attract both safety-seeking and yield-seeking capital, supporting TVL growth by driving deposits into the vaults. The plan to refine incentives, expand to additional vaults, and integrate with Euler’s UX and protocol fees in future phases is practical and aligns with Euler Prime’s goal of enhancing lender protections and protocol stability. We support moving forward with this pilot and encourage community feedback to ensure its success.