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fix(morpho): raise risk-1 and risk-3 vault thresholds - #458
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November 3, 2026 14:30
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Risk-1 Morpho vaults currently alert above a weighted risk score of 1.15, even though a permitted 70% risk-1 / 30% risk-2 portfolio scores 1.30.
Raise the shared risk-1 ceiling to 1.30 and the risk-3 ceiling from 3.45 to 3.50 for V1 and V2 vaults. Update the protocol README to match and explain how the risk-1 ceiling relates to the separate per-market allocation limits.
Validation:
uv run --locked --extra dev pytest -q tests/test_morpho_markets.py tests/test_monitoring_config.py: 36 passed, 3 subtests passed.prek run --all-files: Ruff lint, formatting, and type checks passed.