[Gauntlet] LLTV & Max LTV Revisions on Euler Arbitrum Theo

Simple Summary

Gauntlet has conducted a review of current Loan-to-Value (LTV) parameters across Euler Arbitrum Theo. Based on market comparisons and internal modeling, we recommend modest upward adjustments to maintain competitiveness while ensuring risk controls remain robust.

Recommendations

Note: We increase Max LTV and LLTV by the same amount in all recommendations. Thus, we only show LLTV. Max LTV will simply be 1% less than this value both before and after.

LLTV

Collateral / Debt thBILL USDC USDT
USDC 91%->92% - -
USDT0 91%->92% - -
thBILL - 91%->92% 91%->92%
PT-thBILL-19FEB2026 - 91%->92% 91%->92%

Rationale

  • Competitiveness: LTVs closer to market norms will encourage usage of Euler while keeping a conservative risk buffer.
  • Parameter Calibration: Increases align with on-chain liquidity and volatility metrics while maintaining effective liquidation support.

Next Steps

  • We welcome community feedback