CDP (Collateralized Debt Position)

A Collateralized Debt Position (CDP) is a smart contract-based loan facility where users deposit crypto assets as collateral and receive a minted stablecoin or borrowed asset in return, governed by a collateralization ratio enforced on-chain. CDPs are the foundational mechanism behind DAI and many other decentralized stablecoins.


How CDPs Work

  1. Open a vault — A user interacts with a CDP protocol (e.g., MakerDAO) and selects a collateral asset.
  2. Deposit collateral — The user locks ETH, WBTC, stablecoins, or other approved assets into the vault smart contract.
  3. Generate stablecoin — The user mints (borrows) the protocol’s stablecoin (e.g., DAI) up to the permitted amount based on the collateral’s value and the vault’s loan-to-value ratio.
  4. Use freely — The minted stablecoin is real — it can be used in DeFi, converted to cash, or reinvested.
  5. Repay to reclaim — To recover collateral, the user repays the minted stablecoin plus a stability fee (interest). The repaid stablecoin is burned.

Collateralization Ratios

CDPs require overcollateralization — you must lock more value than you borrow:

Parameter Meaning Example
Collateralization Ratio Collateral value / debt value 200% = $200 ETH for $100 DAI
Minimum Ratio (Liquidation Threshold) Below this triggers liquidation 150% for ETH vaults
Liquidation Penalty Fee applied at liquidation 13% in MakerDAO

If your collateral’s value falls and your ratio breaches the minimum threshold, your vault is liquidated: the protocol seizes and auctions your collateral to repay the debt.


Why CDPs Instead of Just Borrowing?

CDPs specifically create new stablecoin supply rather than borrowing existing tokens from a pool:

  • MakerDAO vault → DAI is minted when opened; burned when closed. DAI supply is entirely backed by CDP collateral.
  • Aave / Compound → You borrow tokens that other users deposited. Supply is fixed by deposits.

This distinction makes CDP-based stablecoins endogenous to the protocol — their supply expands and contracts with demand. Lending protocols are exogenous — supply is limited by what depositors provide.


CDP-Based Protocols

Protocol Stablecoin Notable Feature
MakerDAO DAI Pioneer; multi-collateral; governance via MKR
Liquity LUSD 0% interest; algorithmic stability; ETH only
Liquity V2 BOLD User-set interest rates; multiple collateral types
Raft R ETH LST collateral; ultra-low fees
Gravita GRAI Multi-LST collateral; Liquity fork
PRISMA mkUSD CurveLP + LST collateral; CRV/CVX ecosystem integration

Risks

Liquidation Risk

MakerDAO’s Black Thursday (March 2022)

Stability Fee (Interest)


History

  • 2014 — Rune Christensen begins developing MakerDAO, conceptualizing on-chain CDPs.
  • 2017 — Single-Collateral DAI (SAI) launches — ETH-only CDPs backed by the Maker protocol.
  • 2019 — Multi-Collateral DAI — CDPs renamed “Vaults” and opened to multiple collateral types.
  • March 2020 — Black Thursday — ETH crashes, liquidation system fails. MakerDAO emergency governance.
  • 2021 — Liquity launches with zero-interest CDPs using pure algorithmic stability, demonstrating CDP design without governance.
  • 2022–2024 — CDP proliferation — Dozens of protocols build on Liquity’s model for LST collateral during the liquid staking boom.

Common Misconceptions

“A CDP is just a loan.”

CDPs create new stablecoin supply — they don’t borrow from depositors. The minted token must be burned upon repayment; it’s destroyed from circulation.

“You can borrow more than your collateral is worth.”

No. CDPs are always overcollateralized by design. Undercollateralized (unsecured) CDP lending doesn’t exist in trust-minimized DeFi, though protocol tweaks like credit delegation exist for known counterparties.

“All stablecoins are made via CDPs.”

Fiat-backed stablecoins (USDC, USDT) are backed by real-world assets held by companies. Only overcollateralized, decentralized stablecoins (DAI, LUSD) use the CDP model.