2026-10-08T12:27:17Z https://api.figshare.com/v2/oai

oai:figshare.com:article/34056735 2026-10-02T13:29:46Z category_25321 item_type_3 month_year_10_2026

Collateral Repricing and Forced Execution in Permissionless Lending: Replication Dataset<p></p> Wen-Ting Wang (24526874) Finance collateral repricing forced liquidation enforcement latency decentralized finance oracle pricing Aave Ethereum collateralized lending <p dir="ltr">Processed dataset supporting "Collateral Repricing and Forced Execution in Permissionless Lending" (submitted to the Journal of Banking & Finance). The data cover public WETH repricings and WETH-named liquidation events on Aave V3 (Ethereum), derived from public on-chain records via RPC calls to Ethereum full-node providers.</p><p><br></p><p dir="ltr">Contents are organized into nine processing stages, each corresponding to a stage of the paper's empirical construction: asset/price-feed identification and timing (stage 16); the long-horizon repricing and liquidation panel (stage 17); economic-magnitude, block-edge, and bootstrap inputs (stage 18); log-level liquidation value decomposition (stage 22); excluded-episode accounting (stage 23); cross-block timing distribution (stage 24); censoring-aware and borrower-level timing (stage 25); convergence diagnostics (stage 26); and the size-dependent enforcement-latency analysis underlying the paper's central result (stage 28).</p><p><br></p><p dir="ltr">All files are CSV or JSON. No proprietary or non-public data are included; all records are derived from publicly observable Ethereum blockchain state.</p><p><br></p> 2026-10-02T13:29:46Z Dataset Dataset 10.6084/m9.figshare.34056735.v1 https://figshare.com/articles/dataset/Collateral_Repricing_and_Forced_Execution_in_Permissionless_Lending_Replication_Dataset_p_p_/34056735 CC BY 4.0