> For the complete documentation index, see [llms.txt](https://all-access-anonymous.gitbook.io/all-access-or-aaaper/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://all-access-anonymous.gitbook.io/all-access-or-aaaper/all-about-usdaaa/collateralised-lending-pool.md).

# Collateralised Lending Pool

All-Access' collateralised lending pool features an **automated market maker (AMM**) that **dynamically adjusts** the **composition of assets** in its contract as prices fluctuate. 

To **prevent a gamma squeeze**, we've developed our custom dynamic **algorithmic weighting formula** controlled in part by a custom-designed PID controller as well as **tools** that **assess users' past financial history** to evaluate lending risk. 

By utilising a dynamic weighting and classification system, we're able to create a decentralised credit rating system to reduce the lending risk. 

The following equation is proposed for classifying the weight and viability of a loan:

<figure><img src="https://70330851-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FYncCfcJYzN317UcCRwNC%2Fuploads%2FpZWtktIPMFnquqqSVbeH%2Fimage.png?alt=media&amp;token=c994450a-a037-42f3-bf30-1b7ba7e234ea" alt=""><figcaption></figcaption></figure>

In this equation we have:

The **∗** operator as a moving average over some time period (our choice)&#x20;

**t** as a representation of current time&#x20;

**CV** as the promoter's trade volume

**FR** as a representation of the funding requirement&#x20;

**λ** as a representation of weight