Soft Liquidation

Soft liquidation is a lending protocol mechanism that progressively converts a borrower’s collateral into the borrowed stablecoin across a price range, rather than liquidating the entire position at a single threshold price. It was pioneered by Curve Finance in their crvUSD stablecoin and LLAMMA AMM system.

Instead of: “price hits $X → full liquidation,” soft liquidation works as: “price drops through a band → gradual conversion over the range.”


The Problem with Hard Liquidations

In traditional DeFi lending (Aave, Compound), liquidation is binary:

  1. Collateral value drops below a threshold (e.g., health factor < 1)
  2. A liquidator bot triggers a full (or large partial) liquidation
  3. Borrower loses a significant chunk of collateral instantly
  4. The sudden sell pressure from liquidators can cascade — driving the price down further and triggering more liquidations

This creates volatility cascades and can be catastrophic for borrowers milliseconds from the threshold.


How Soft Liquidation Works (LLAMMA)

Curve’s LLAMMA (Lending-Liquidating AMM Algorithm) replaces the liquidation threshold with a price band:

“`

N bands (e.g., 10)

|—–|—–|—–|—–|—–|

Price ↓ | ETH | ETH | mix | crvUSD | crvUSD |

above at below

band band band

“`

As the collateral price (e.g., ETH) falls:

  • In the upper band: 100% collateral (ETH)
  • Entering the band: ETH is gradually sold for crvUSD
  • Through the band: Mix of ETH and crvUSD
  • Below the band: 100% crvUSD (fully converted)

If price recovers (de-liquidation), the process reverses — crvUSD converts back to ETH.


Key Properties

Property Hard Liquidation Soft Liquidation (LLAMMA)
Trigger Single threshold Price band (gradual)
Speed Instant Progressive
Loss Discrete jump + penalty Spread across band
Reversibility No Yes — de-liquidation if price recovers
Cascade risk High Lower
Complexity Low High

Soft Liquidation Loss

Soft liquidation is not loss-free. Because the AMM is converting between assets at market prices, the borrower experiences:

  1. Arbitrage loss — the AMM sells ETH slightly inefficiently as arbitrageurs rebalance
  2. Fee accumulation — AMM fees apply to each conversion

The loss is typically much smaller than a hard liquidation penalty (5–10% in traditional protocols) but is non-zero and accumulates if the position stays in the band for a long time.


Adoption

Soft liquidation was introduced in crvUSD (launched 2023). The core concept has influenced other teams:

  • Morpho’s Adaptive Oracles share philosophical DNA
  • Aave GHO and others have studied band-based liquidations
  • Llamalend (Curve’s isolated markets) extends LLAMMA to general lending

Sources

  • Curve Finance: crvUSD and LLAMMA whitepaper
  • Michael Egorov (Curve founder): LLAMMA technical explanation
  • DeFiLlama analytics: crvUSD liquidation data