Risk Dossiers
Identify, evaluate, and mitigate portfolio risks
Analyze key indicators such as volatility, counterparty risks, and liquidity exposure to derive a precise risk rating for your portfolio.
Risk Analysis Methodology
Instead of abstract scores, Treno provides concrete, traceable risk factors.
Each assessment is based on on-chain data and correlated with known vulnerabilities, market mechanisms, or protocol properties.
The result: an analysis based not on assumptions, but on verifiable correlations.
The foundation is our open Web3 Risk Framework – a modular standard for the systematic documentation and evaluation of risks in the decentralized financial system.
The framework defines categories, indicators, evaluation scales, and a responsibility model – and forms the methodological core of our Risk Dossiers.
Stablecoin Exposure & Counterparty Risk
Granular Analysis of Issuer Structure
A portfolio holds significant positions in USDC via Aave and Compound. Conventional systems often broadly classify this as "low risk".
Treno identifies specific vectors:
- Centralized issuer dependency (Counterparty Risk)
- Protocol-specific concentration risks
- Missing on-chain insurance mechanisms
- Limited exit liquidity under stress conditions
This enables precise restructuring to minimize systemic exposure.
Analysis Dimensions:
- Concentration risks in individual protocols
- Governance resistance & upgrade vectors
- Regulatory & custodial risks
- Liquidity stress tests
Operational Risk & Smart Contract Analysis
Beyond Pure Returns
A position in stETH generates 5.6% APY. However, our system flags a potential operational risk:
A recent governance update introduced an external dependency.
The signal:
→ Smart Contract interaction with unaudited library.
This depth of detail allows for a well-founded risk assessment even before an event occurs.
Extended Audit Parameters:
- Dependency graphs & upgrade history
- Oracle manipulation vectors
- Governance emergency rights (Multisig)
- Slippage tolerances at protocol level
Consolidated Portfolio Risk View
Cross-Chain Aggregation for Fund Structures
For managing complex multi-wallet and multi-chain portfolios, Treno provides a consolidated risk matrix.
This aggregates protocol concentrations, asset correlations, and governance exposure across all mandates.
Internal transfers are eliminated (netting) to prevent distorting double counting.
Consolidation Features:
- Cross-entity risk aggregation
- Cleaning of internal transfers
- Systemic cross-chain dependencies
- Cross-mandate concentration risks
Risk-Adjusted Allocation
Compliance-Compliant Rebalancing
The analysis shows a 72% correlation to Layer-2 ecosystems (Arbitrum, Optimism).
You define a compliance guideline: Maximum 40% correlated exposure per sector.
Based on Treno metrics, a strategic reallocation into non-correlated assets (e.g., BTC or RWA) is performed to restore portfolio compliance.
Strategic Control:
- Detection of systemic correlations
- Definition of risk limits & thresholds
- Early warning system for protocol changes
- Building resilient, diversified portfolios
Instant Risk Dossiers
Structured Data for Audit Processes
Generate instant risk analyses by entering wallet addresses or API connection.
Treno delivers a structured, multi-dimensional risk profile – categorized, justified, and directly usable for internal reporting.
The Dossier Includes:
- Risk scoring across 8 core categories
- Granular drill-down at asset level
- Validated justifications & source references
- Actionable options for risk minimization
FAQ
Most dashboards assign generic ratings without context. Treno assigns concrete, on-chain-based risk signals to each position – such as governance weaknesses, fragmented liquidity, or problematic upgrade history. The result is a traceable risk analysis based on verifiable factors.
Our engine combines data from multiple layers: raw blockchain events (positions, transactions, governance changes), protocol subgraphs (TVL, borrow rates, collateral usage), and off-chain data (audits, token metadata, entity affiliations). For stablecoins, we also assess issuer concentration and redemption mechanics. All sources are regularly updated and normalized in-house.
Yes – but with nuance. Treno flags protocols with insufficient data coverage and applies fallback rules (e.g., increased base risk for unaudited contracts or centralized ownership). You’ll see exactly why something is flagged, even if it’s new or small. No "green score" just because it hasn't been attacked yet.
Risk scores update dynamically when relevant events occur – such as smart contract upgrades, governance proposals, liquidation spikes, or large transfers. For stablecoins and large protocols, we also track regulatory signals and custodial activity. The frequency depends on your plan tier (daily or real-time with caching).
Treno aggregates wallet data and detects shared dependencies – like multiple positions tied to a single L2 rollup, oracle feed, or governance structure. These correlations are explicitly reflected in the risk score, helping you avoid hidden systemic exposures that most portfolio trackers miss.
Absolutely. The API delivers structured risk data per wallet, asset, and protocol, including underlying risk signals and metadata. You can fetch category scores, explanation tags, and historical deltas to feed your own reporting or alerting logic. Full developer docs and a Swagger interface are included.