Quantitative Methodology for Morpho Markets, Gil Santos, RedStone | ETHSofia 2025

Sun, Nov 2, 2025, 12:00 AM

Explore Redstone's quantitative risk assessment methodology for lending markets, and its application in Morpho Markets and Vaults. Learn how the simulation framework and statistical models are used to calculate probability of loss and Risk Ratings. Gil Santos is a Lead Quantitative Engineer at Redstone, responsible for implementing and maintaining Risk Ratings. He specializes in model development and deployment across traditional finance and DeFi, having built risk models and data systems for BNP Paribas, Credora, and other fintech companies spanning DeFi lending protocols, direct lending, personal credit, and asset-backed financing. This video was recorded during the ETHSofia Conference and Workshops - September 24-25th, 2025. ETHSofia is Bulgaria’s premier crypto event exploring Ethereum technology and blockchain innovation. In 2025, it’s set to unite builders, founders, researchers, investors, and crypto enthusiasts to collaboratively shape the future of Web3. For more information visit our website. Links in our channel.