ALPS RISK Framework

Multi-Layered Protection

Layer 1: Position-Level Risk

• Delta Monitoring: Continuous delta calculation with 0.01 precision

• Liquidation Protection: Dynamic margin management

• Correlation Limits: Maximum 70% correlation between positions

Layer 2: Portfolio-Level Risk

• Value at Risk (VaR): 1% daily VaR limit

• Maximum Drawdown: 5% maximum portfolio drawdown

• Concentration Limits: No more than 30% in single asset

Layer 3: Protocol-Level Risk

• Smart Contract Audits: Continuous security monitoring

• Oracle Manipulation: Multiple price feed validation

• Bridge Security: Trusted bridge protocols only