Risk & Market Making

How exposure is measured and what the vault does when it exceeds limits.

Exposure

Exposure(m) = YES Liability − NO Liability

For a single market: how much the vault owes if YES wins, minus how much it owes if NO wins. Zero means the outcome does not matter to the vault.

Net Exposure = Σ ( qi × Δi )

Across many markets: each position size qi weighted by its sensitivity Δi to the outcome, summed into one number.

YES Liability = 300,000
NO Liability  = 250,000
Exposure      = +50,000

The vault loses 50,000 more if YES resolves than if NO does. Market making aims to keep this number small, not to bet on a side.

Risk limits

| Exposure(m) | > RiskLimit(m)  →  de-risk

Each market has a limit. Once exposure breaches it, the vault stops adding risk and starts reducing it.

Reduce Quotes
Reprice
Hedge
Stop Taking New Risk

PLP is market-making and risk-management capital, not a counterparty trying to beat users. It profits from spread and inventory management, and it is designed to stop rather than double down when exposure grows.

Risk engine inputs (future design)

  • External prediction market prices
  • External market depth
  • PolyWin internal orders
  • Current PLP exposure
  • Time remaining until market close
  • Realised and implied volatility
These inputs describe the intended design of the quoting and hedging engine. Parameters are not published.