There are three live bad-debt recovery conversations on this forum right now, each with a different shape:
- This thread (sDOLA-long2) — direct borrower compensation, oracle-exploit precedent, ~822k crvUSD ask, claim-contract distribution. Closest existing precedents: Vyper #521 (vested CRV grant) and the June 2024 crvUSD depeg comp.
- /t/11062 (CRV-long lender market) — secondary-market pool exit at AMM-determined discount, no direct comp. ~$700K underbacked, pool depth around $1.76K.
- /t/11021 (WFRAX market) — protocol-coordinated lend or emissions-direction model on Fraxtal, ~$95K, dormant since March.
Three different cohorts (borrowers / lenders / lenders), three different mechanisms, three different orders of magnitude ($95K / $700K / $822K), three different root causes (oracle exploit / liquidation mechanics / insolvent collateral). And each one is being discussed in isolation.
Adjacent DAOs have run multi-case revenue-linked frameworks for this kind of recurring question — Inverse’s DOLA Repayment Program (~3.5 years now) and YIP-86 (Yearn → Resupply, 34.6% of Resupply revenue) are two templates that fit a cluster of cases more cleanly than three separate treasury draws.
Sharing in case the framing helps — not as a counter-proposal to this thread.