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Lending

Lending protocols form the backbone of the decentralized money market, allowing users to lend or borrow digital assets without intermediaries. Using smart contracts, platforms like Aave and Morpho automate interest rates based on supply and demand while requiring over-collateralization for security. The 2026 lending landscape features advanced permissionless vaults and institutional-grade credit lines. This tag covers the evolution of capital efficiency, liquidations, and the integration of diverse collateral types, including LSTs and tokenized RWAs.

15683 Articles
Created: 2026/02/02 18:52
Updated: 2026/02/02 18:52
The Truth About Crypto in 2025: Learn Why New Platforms Are Focusing More on Staking and Less on Trading

The Truth About Crypto in 2025: Learn Why New Platforms Are Focusing More on Staking and Less on Trading

The post The Truth About Crypto in 2025: Learn Why New Platforms Are Focusing More on Staking and Less on Trading appeared first on Coinpedia Fintech News The next market cycle is set to reshape how investors approach crypto exposure. Volatility has increased across major assets, liquidity has become more uneven, and ETF-driven concentration has limited upside in large-cap trades. Analysts following these shifts argue that 2025 will reward strategies built around transparent, revenue-backed yield rather than the constant search for short-term …

Author: CoinPedia

2025/11/20

Best Crypto Presales To Watch As Bitwise’s XRP ETF ‘Historic Moment’ Lands Today

Best Crypto Presales To Watch As Bitwise’s XRP ETF ‘Historic Moment’ Lands Today

What to Know: Bitwise’s XRP ETF has launched on NYSE Arca with a 0.34% fee waived on the first $500M, positioning XRP as an institution-ready asset. XRP dropped more than 9% into the launch before recovering, with higher volumes and futures open interest indicating renewed speculative and hedging activity. Best Wallet Token, Bitcoin Hyper, and Ionix Chain map onto themes supported by ETF flows: self-custody, Bitcoin scalability, and AI-native infrastructure. These projects provide presale access and strong utility narratives but still come with early-stage risks tied to execution, exchange listings, and long-term adoption. Bitwise’s spot XRP ETF is finally live on NYSE Arca under the ticker ‘XRP’, and the issuer is calling it a ‘historic moment’. The $15B asset manager has set a 0.34% management fee and is waiving it for the first month on the first $500M of assets, an aggressive move to capture early institutional flow. The market reaction has already been spicy. XRP dumped more than 9% to around $2 on classic ‘sell the news’ flows, then bounced back to about $2.12 as volumes jumped and futures open interest ticked higher. That’s the ETF era in a nutshell: institutions get a cleaner wrapper, traders get more volatility to play with. This matters beyond XRP. Spot ETFs helped normalize exposure to $BTC and $ETH; now one of the biggest payments tokens is getting the same treatment. As capital moves from blue chips into higher-beta plays, altcoins and the best crypto presales tend to ride the second wave of risk-on sentiment. Three presales line up neatly with this shift: a wallet super-app built for self-custody, a Bitcoin Layer-2 turning ‘digital gold’ into active collateral, and an AI-native Layer-1 chasing the next infrastructure trade. Here’s how Best Wallet Token, Bitcoin Hyper, and Ionix Chain fit into the post-ETF landscape. 1. Best Wallet Token ($BEST): Wallet Super-App For The Post-ETF Onboarding Wave If XRP ETFs succeed, a fresh wave of non-crypto natives will end up holding digital assets for the first time. Those users eventually graduate from brokerage accounts into self-custody, and that’s exactly where Best Wallet Token tries to position itself. Best Wallet is a live, non-custodial, multi-chain wallet with fiat on/off-ramps, portfolio tracking, and cross-chain swaps routed through hundreds of DEXs and bridges. It already counts hundreds of thousands of users, supports major chains like Bitcoin, Ethereum, Solana, and BNB Chain, and is rolling out a debit card, analytics suite, advanced order types, and a staking aggregator. The idea is simple: one app that feels like a trading terminal, not a barebones wallet. Best Wallet Token ($BEST) is the access key to that stack. Holders get reduced swap and on-ramp fees, boosted staking yields, governance rights, and early ‘Stage 0’ access to new token launches inside the wallet’s launchpad. The presale has raised over $17.23M so far, with the current stage pricing $BEST at about $0.025975 and staking yields around 76% APY for early participants. To buy $BEST and start staking, check out our guide. Our $BEST price prediction suggests that, if the roadmap lands and exchange listings arrive in a supportive market, $BEST could potentially reach up to roughly $0.05106175 in 2026. From today’s presale level, that implies a 96% upside scenario. If ETF flows pull more people into crypto, full-stack self-custody tools should be one of the structural winners. Check out Best Wallet Token. 2. Bitcoin Hyper ($HYPER): BTC Layer-2 Turning ‘Digital Gold’ Into DeFi Collateral While XRP steals today’s headlines, Bitcoin is still the main liquidity engine in this market. The problem: as a base layer, it’s slow, expensive, and terrible for DeFi. Bitcoin Hyper ($HYPER) is trying to fix that without touching Bitcoin’s core security model. Bitcoin Hyper builds a high-throughput Layer-2 using the Solana Virtual Machine. Users bridge $BTC into the network via a canonical bridge; wrapped $BTC then moves on a fast chain with near-instant finality and sub-cent fees, while settlement still anchors back to Bitcoin. That opens the door for $BTC-denominated DeFi, NFTs, gaming, and even meme coins, all while remaining ‘Bitcoin-native’. The HYPER presale has already crossed roughly $28M raised at a token price of $0.013305, with staking rewards at 41% APY. There’s no private VC round in front, and on-chain data shows multiple six-figure whale tickets (including a $500K buy and a $379K purchase), which is why this sale keeps popping up on presale trackers. Learn how to buy $HYPER to get in early. From a valuation angle, our $HYPER price prediction put a potential 2026 high around $0.08625. Measured from the current sale level, that’s roughly 546% upside in the optimistic case. The thesis is clean: if ETFs push more capital into $BTC, a working $BTC Layer-2 that actually lets that capital do something could be in the slipstream. Research Bitcoin Hyper today. 3. Ionix Chain ($IONX) — Quantum AI Layer-1 With Built-In Revenue Sharing Where XRP ETFs reflect TradFi edging into crypto, Ionix Chain ($IONX) represents the opposite direction: crypto infrastructure leaning into AI. Ionix pitches itself as the first AI-native Layer-1 blockchain using a proprietary Quantum AI Consensus to hit up to 500,000 TPS with sub-second finality and gas fees near $0.0005. Under the hood it combines Proof-of-Stake with a DAG-style architecture, plus sharding, to stay scalable as usage grows. The network is designed for AI-heavy workloads: adaptive smart contracts that optimize in real time, on-chain ML computation, and cross-chain bridges into ecosystems like Ethereum and Solana. In other words, it’s built for the part of the market where AI and DeFi start blending, exactly the type of narrative that tends to catch fire when risk appetite returns after big events like the XRP ETF launch. Tokenomics are tailored to keep holders plugged in. $IONX stakers can currently earn around 12% APY in the presale, while the protocol plans to distribute 15% of daily gas fees back to token holders and add up to 5% loyalty airdrops for early participants. The presale has already raised more than $1.57M, with the current stage pricing IONX at about $0.050. If the mainnet lands by 2026, major CEX/DEX listings go ahead around the planned $2 listing band, and the AI-chain narrative actually converts to real usage, Ionix could launch hard and climb fast. The XRP ETF launch marks another step in crypto’s institutionalization, with Bitwise offering fee-waived exposure to XRP just as traders lean back into risk. That backdrop sets the scene for selectively hunting upside further out the curve. Best Wallet Token targets the self-custody and tools layer, Bitcoin Hyper extends Bitcoin into high-speed DeFi, and Ionix Chain bets on AI-driven infrastructure, three very different ways to play the same shift in capital and narrative. This article is informational only and not financial advice. Crypto presales are high-risk; never invest money you cannot afford to lose. Authored by Aaron Walker for NewsBTC – https://www.newsbtc.com/news/best-crypto-presales-bitwise-xrp-etf-launch-best-wallet-hyper-ionix

Author: NewsBTC

2025/11/20

XRP News: Ripple Explores Staking for XRPL as DeFi Demand Grows

XRP News: Ripple Explores Staking for XRPL as DeFi Demand Grows

The post XRP News: Ripple Explores Staking for XRPL as DeFi Demand Grows appeared first on Coinpedia Fintech News Ripple is now exploring whether staking, a feature used in many major blockchains, could eventually be introduced to the XRP Ledger (XRPL). The idea came into focus after RippleX engineering head J. Ayo Akinyele explained how staking might strengthen network security and give XRP more real-world utility as global DeFi activity grows. Ripple says nothing …

Author: CoinPedia

2025/11/20

Abstraction layers are the upgrade DeFi needs

Abstraction layers are the upgrade DeFi needs

The post Abstraction layers are the upgrade DeFi needs appeared on BitcoinEthereumNews.com. Disclosure: The views and opinions expressed here belong solely to the author and do not represent the views and opinions of crypto.news’ editorial. Decentralized finance, or DeFi, has both a financially expensive and time-costly bug, but it doesn’t exist in the code. It resides in market structure, the marooned liquidity that lingers across L1s, L2s, appchains, and bridges. Each is attributed with its own fee market, user experience, and MEV profile.  Summary Fragmentation drains efficiency: Liquidity scattered across L1s, L2s, and bridges imposes slippage, idle capital, and operational risk — acting as a hidden tax on DeFi. Abstraction is the solution: Smart accounts and intent-based routing can unify liquidity, automate execution, and deliver a single portfolio view — eliminating the need for manual cross-chain management. Verifiability builds trust: Institutional adoption depends on transparent, auditable execution layers that prove route choices and outcomes, turning abstraction into both an efficiency gain and a compliance advantage. Every hop imposes slippage, operational risk, and idle buffers, and capital that should be compounding instead sits in transit as users get forced to play air-traffic controller across wallets, custodians, and bridges. Sorry to break the illusion here, but the fix won’t come from another bridge. Where it will come from is abstraction, smart account rails, and intent routers that make the chain gently fade into the background.  In a mature design, a trader expresses what should happen, such as a hedge or rebalance, and the execution layer determines where and how across networks. This guarantees the best execution route possible and keeps settlement assurance neatly tucked away under the hood so the UX remains flawlessly smooth. This abstraction layer is the answer to DeFi’s liquidity problem, and DeFi will only truly earn institutional flow once users hold one portfolio view and one source of truth, while…

Author: BitcoinEthereumNews

2025/11/20

Japan’s MetaPlanet to Raise $150M for Bitcoin Expansion

Japan’s MetaPlanet to Raise $150M for Bitcoin Expansion

The post Japan’s MetaPlanet to Raise $150M for Bitcoin Expansion appeared first on Coinpedia Fintech News Metaplanet, a Tokyo-listed company, is issuing $150 million in Class B perpetual preferred shares to expand its Bitcoin holdings further. Offering a fixed annual dividend of 4.9%, the funds raised will support continued Bitcoin acquisitions as part of Metaplanet’s aggressive growth strategy. Currently holding over 30,000 BTC, Metaplanet aims to strengthen its position as one …

Author: CoinPedia

2025/11/20

Stablecoins Face Growth Cap Under GENIUS Act, Economist Issues Warning

Stablecoins Face Growth Cap Under GENIUS Act, Economist Issues Warning

The post Stablecoins Face Growth Cap Under GENIUS Act, Economist Issues Warning appeared on BitcoinEthereumNews.com. Key Insights: Stablecoins cannot compete with interest-bearing bank accounts under the GENIUS Act’s prohibition on yield payments, according to Berenberg economist Atakan Bakiskan. Migration from bank deposits to Treasury-backed stablecoins could reduce banks’ capacity to lend or purchase government debt, raising systemic concerns. Tokenized deposits and money-market funds emerged as yield-bearing alternatives that operate outside the GENIUS Act’s interest ban restrictions. Berenberg economist Atakan Bakiskan argued that stablecoins face structural limitations that prevent significant growth, despite new federal regulations designed to legitimize the sector. Bakiskan stated that stablecoins were unlikely to absorb substantial US government debt or compete effectively with bank deposits. The economist pointed to the GENIUS Act’s prohibition on interest payments as the primary constraint. The GENIUS Act bars payment stablecoin issuers from offering any form of interest or yield to holders, preventing these digital assets from matching returns available through traditional bank accounts. Bakiskan explained that, because the GENIUS Act bars issuers from paying interest, stablecoins can’t match the returns of interest-bearing bank accounts, reducing their appeal. The economist added that if deposits migrated into stablecoins backed by Treasury securities, banks could face reduced capacity to lend or purchase government debt. The GENIUS Act, signed into law on July 18, established the first federal regulatory framework for payment stablecoins. The legislation requires permitted payment stablecoin issuers to maintain reserves backing outstanding coins on a one-to-one basis, consisting solely of specified assets, including US dollars and short-term Treasuries. Regulatory Intent Behind Interest Ban The interest prohibition reflected deliberate regulatory design aimed at preventing stablecoins from functioning as high-yield deposit substitutes. Regulators explicitly recognized that payment products differed from banking products, leading to the ban on yield or interest offerings. Banking groups warned that large-scale deposit flight into stablecoins could raise funding costs and shrink balance sheets available for…

Author: BitcoinEthereumNews

2025/11/20

Tom Russo praises Berkshire’s Alphabet investment as a ‘winner,’ but issues sharp warnings

Tom Russo praises Berkshire’s Alphabet investment as a ‘winner,’ but issues sharp warnings

Warren Buffett’s surprise move into Alphabet has stirred up the markets, and Tom is spelling out why the bet looks like a straight-up win.

Author: Cryptopolitan

2025/11/20

Top Reasons Why Avalanche (AVAX) Price is Primed to Reach $50 in 2025

Top Reasons Why Avalanche (AVAX) Price is Primed to Reach $50 in 2025

The post Top Reasons Why Avalanche (AVAX) Price is Primed to Reach $50 in 2025 appeared first on Coinpedia Fintech News Avalanche is quietly entering a new phase of network expansion as data shows accelerating activity across subnets, rising capital inflows into DeFi, and renewed institutional interest in Avalanche’s real-world asset (RWA) infrastructure. While AVAX price action has strengthened in recent days, the deeper story lies beneath the surface—developer momentum and network-level growth are building the …

Author: CoinPedia

2025/11/20

The bumpy road to 2026: Tightening, turmoil, and the prelude to the next round of liquidity stimulus

The bumpy road to 2026: Tightening, turmoil, and the prelude to the next round of liquidity stimulus

Author: arndxt Compiled by: Tim, PANews My stance has changed significantly over the past few months: Extreme pessimism can actually lead to a bullish outlook (excessive pessimism often sets the stage for a market rebound). The pessimism has escalated to the point of concern that the macro-financial markets are becoming increasingly fragile. I believe that macroeconomic fluctuations are not caused by a single factor, but rather by five mutually reinforcing positive feedback loops: 1. The risk of policy missteps is rising as the Federal Reserve tightens financial conditions amid uncertainty in economic data and clear signs of a slowdown. 2. The AI industry and tech giants are shifting from "cash abundance" to "leveraged growth," which shifts the nature of risk from pure stock price fluctuations to the more familiar debt cycle dilemma. 3. Private credit and loan valuations are beginning to diverge. Potential signs of pressure based on model-driven valuations are emerging, a worrying early sign. 4. The K-shaped economy is becoming increasingly entrenched, gradually escalating into a political issue. For a growing number of people, social consensus is no longer credible, and this problem will ultimately be reflected in national policy. 5. Market concentration has become a systemic weakness. When approximately 40% of the index is actually controlled by a few geopolitically and leverage-sensitive monopolistic enterprises, it transcends the simple growth narrative and becomes a target of national security and policy regulation. The basic assumption is that policymakers will likely repeat the same mistakes: reinject liquidity into the financial system to support the economy by maintaining asset prices until the next political cycle. However, unlike standard support strategies, this policy path is more fraught with difficulties: it relies more on credit and is accompanied by more political instability. 1. Macroeconomic Stance For most of the current cycle, a cautiously bearish stance is reasonable. Inflation is high but has begun to slow. The policy remains generally accommodative. Risky assets are overvalued, but they are often supported by liquidity during pullbacks. Today, several factors have changed: US government shutdown: We experienced a prolonged government shutdown, which disrupted the release of key macroeconomic data and affected its confidence level. Statistical uncertainty: Senior officials themselves have acknowledged that the federal statistics agency is facing difficulties, meaning that positions involving trillions of dollars are affected. Hawkish Shift and Weak Economy: Against the backdrop of the current situation, the Federal Reserve has shifted to a more hawkish policy tone in terms of both interest rate expectations and balance sheet, while tightening financial conditions despite deteriorating forward indicators. In other words, the current macroeconomic environment is tightening amid ambiguity and new pressures, rather than moving away from these risks. This constitutes a very different risk profile. 2. Tightening of policies implemented amidst uncertainty The core issue is not merely the tightening of policies, but rather the specific areas and methods of this tightening: Data Fog: Following the government shutdown, the release of key data (inflation, employment) became delayed, distorted, or questionable. The Federal Reserve's official "dashboard" became unreliable precisely at the most critical moment. Interest Rate Expectations: Although forward-looking indicators suggest that inflation will continue to slow in early next year, market expectations for the probability of a near-term rate cut have been revised downward due to the recent hawkish comments from Federal Reserve officials. Balance Sheet: Even if policy rates remain unchanged, the Federal Reserve's continued balance sheet reduction during quantitative tightening and its tendency to shift more long-term bonds to the private sector will essentially have a contractionary effect on financial conditions. Historically, the Federal Reserve's policy mistakes have often stemmed from poor timing: whether tightening or loosening policy, it has often acted too slowly. We may repeat history: tightening policies when growth slows and data is unclear, rather than preemptively easing them. 3. AI and large-cap tech stocks have shifted to leverage-driven growth. The second structural shift lies in the fundamental changes of AI companies and large technology companies: Over the past decade, the core “Seven Sisters of US stocks” have essentially played the role of equity assets similar to bonds: they have dominant advantages, huge free cash flow, large-scale stock buyback programs, and controllable net leverage levels. Over the past two or three years, this free cash flow has been massively reinvested in AI capital expenditures: data centers, chips, and infrastructure. We are now entering a new phase where incremental capital expenditures for AI are increasingly being funded through debt issuance, rather than solely through internally generated cash flow. Influence: Credit spreads and credit default swaps (CDS) are beginning to fluctuate. Credit spreads for companies like Oracle are widening as leverage increases due to financing AI infrastructure. Stock volatility is no longer the only risk. In some sectors that were once considered "invincible," we are beginning to see signs of the classic credit cycle. Market structure amplifies this risk. These companies, which are overweighted in major indices, are shifting from "cash cows" to "leveraged growth" companies, altering the overall risk structure of the indices. This does not mean the AI "bubble" is over. If the returns are real and sustainable, then debt-financed capital expenditures are justified. But this does mean that the margin of error is smaller, especially in the context of rising interest rates and tightening policies. 4. Early fault lines appear in the credit and private equity markets. Beneath the calm surface of the public markets, private lending is already showing signs of pressure: The same loan was valued at significantly different rates by different management agencies (for example, one quoted 70 cents per dollar, while another quoted about 90 cents per dollar). This divergence is a classic precursor to the debate between model-based pricing and market-based pricing. This pattern is strikingly similar to the following: 2007: Non-performing assets continued to rise and credit spreads gradually widened, while the stock index remained relatively stable. 2008: Markets that were once considered cash equivalents (such as auction interest rate securities) suddenly failed. Also note: The Federal Reserve's reserves have begun to decline. There is a growing awareness within the government that some form of balance sheet expansion may be necessary to prevent liquidity mechanism problems. This does not necessarily lead to a crisis. But it is consistent with the current state of the system: credit is quietly tightening, and policy remains confined within a "data-dependent" framework rather than taking preemptive action. The signal that "reserve funds are no longer sufficient" first appeared in the repurchase market. In this radar chart, the "percentage of repurchase transactions that reach or exceed the IORB rate" is the clearest signal, indicating that we are quietly exiting a truly adequate reserve system. In the third quarter of 2018 and early 2019, this pressure was still manageable: ample reserves kept the interest rates on most secured financing transactions stable below the interest rate on reserves (IORB). By September 2019, just before the repo market crisis erupted, this yield curve had deviated significantly: more and more repo transactions were being executed at levels equal to or higher than the reserve balance rate, which was a typical sign of a shortage of collateral and reserves. Now let's compare June and October 2025: The light blue line (June) remains safely within the range, but the red line for October 2025 extends outward to near the 2019 trend, indicating that the proportion of repurchase transactions approaching the bottom of the policy rate is rising. In other words, dealers and banks are pushing up overnight funding quotes as banks' reserves become less abundant. Combined with other indicators (increased intraday overdrafts, increased Federal Reserve purchases of funds by US depository institutions, and a slight increase in deferred payments), these signs collectively convey a clear signal. 5. The K-shaped economy is becoming a political variable. In my view, the economic polarization we have been calling "K-shaped" has now become a political variable. Household expectations are polarized. Long-term financial outlooks (such as five-year projections) show a significant gap: some groups expect stability or improvement, while others expect a sharp deterioration. Real-world stress indicators are flashing red: Delinquency rates are rising among subprime auto loan borrowers. The timing of home purchases is being delayed, and the average age of first-time homebuyers is approaching retirement age. Youth unemployment rates are gradually rising in several markets. For a growing number of people, the current system is not only "unfair," but has also become dysfunctional. They have neither accumulated assets nor are they facing stagnant wage growth, making it virtually impossible for them to participate in the wealth distribution resulting from inflation. The widely accepted social consensus—"work hard, strive for progress, accumulate wealth and security"—is gradually crumbling. In this environment, political behavior began to change: Voters no longer choose the "best manager" in the current system. They are increasingly inclined to support extreme candidates on the left or right because the potential losses seem limited to them: "The situation can't get much worse." The formulation of future tax, wealth redistribution, regulatory, and monetary support policies will all unfold within this broader context. This is by no means a neutral event for the market. 6. High concentration becomes a systemic risk in the market and politics. The majority of the market capitalization in the US stock market is concentrated in the hands of a few companies. However, its systemic and political impact is rarely discussed. Currently, the top 10 companies account for approximately 40% of the major US stock indices. These companies have the following characteristics: • It is a core holding in pension funds, 401(k) retirement plans, and personal investment portfolios. • Reliance on artificial intelligence continues to increase • A de facto monopoly has been established in multiple digital sectors. This leads to a triple intertwined risk: Systemic market risk: When these leading companies are impacted by profitability, regulation or geopolitical factors, the risk will be rapidly transmitted to the entire market through household wealth systems. National security risks: When a nation’s wealth and productivity are excessively concentrated in a few companies that have external dependencies, these companies become a vulnerable link in the nation’s strategy. Political Risk: In an environment of K-shaped economic divergence and rising populism, these companies are highly susceptible to becoming the focus of social discontent, specifically manifested in... Facing higher tax rates, windfall profits tax, and restrictions on stock buybacks Pressure to break up driven by antitrust Subject to strict AI and data regulations In other words, these companies are not only growth engines, but also potential policy targets, and the likelihood of them becoming the latter is increasing day by day. 7. The Failure of the "Perfect Hedging" Theory Regarding Bitcoin, Gold, and the Market (So Far) Amidst a climate of intertwined risks of policy missteps, credit pressures, and political instability, one might expect Bitcoin to rise continuously as a macroeconomic hedging tool. However, the reality is quite different: Gold is exhibiting the characteristics of a traditional crisis hedging tool: steady strengthening and mild volatility, making it increasingly valuable for portfolio allocation. Bitcoin's trading logic is closer to that of beta risk assets: it is highly tied to liquidity fluctuations and is exceptionally sensitive to leverage and structured products. Experienced long-term holders are taking advantage of the current environment to sell and exit the market. The initial narratives of decentralization and monetary revolution remain theoretically compelling, but face challenges in practice: The dominant capital flows in the current market have become highly financialized: yield strategies, derivatives trading, and shorting volatility are very common. Bitcoin's actual performance is closer to the beta of tech stocks than to a neutral, stable hedging tool. I still believe there is a reasonable possibility that 2026 will be a major turning point for Bitcoin (the next policy cycle, the next round of stimulus, and a further decline in trust in traditional assets). However, investors should recognize that at this stage, Bitcoin does not offer the hedging properties that many people expect. It is also part of the liquidity system that we are concerned about. 8. Looking ahead to 2026: A feasible development framework A useful framework for thinking about the current environment is that this is a managed bubble release designed to make room for the next round of stimulus policies. The script might look like this: 2024-2025: A Period of Controlled Policy Tightening and Stress Government shutdowns and political dysfunction trigger cyclical drags. The Federal Reserve has adopted a hawkish stance in its rhetoric and balance sheet operations, thereby tightening financial conditions. Credit spreads widened moderately. Speculative sectors (artificial intelligence, long-cycle technologies, and some private lending) were the first to be impacted. Late 2025 to 2026: Liquidity recovery and the political cycle begin in tandem. With inflation expectations declining and markets adjusting, policymakers have regained room to ease policy. We expect a simultaneous rollout of interest rate cuts and fiscal measures aimed at supporting growth and the election. Given the time lag in policy implementation, the impact of inflation will only become apparent after key political events have occurred. After 2026: Financial markets face a comprehensive reassessment The specific outcome will depend on the size and form of the next round of stimulus policies, and we will face two possibilities: A new round of asset inflation will be accompanied by more political and regulatory intervention, or more intense confrontation with issues such as debt sustainability, market concentration, and social consensus. This framework is not inevitable, but it aligns with the current government's motivations: Politicians prioritize winning re-election over maintaining long-term stability. The most convenient policy tool is still to release liquidity, rather than structural reforms. To reactivate these tools, they first need to eliminate some of the current bubbles. in conclusion All signals and signs point to the same conclusion: the financial system is entering a more fragile and less forgiving phase of the cycle. In fact, history has shown that policymakers eventually resort to large-scale liquidity stimulus as a response. To move to the next stage, we need to go through a period characterized by the following: Financial conditions are tightening. Credit sensitivity has increased. Political turmoil intensified. And policy responses are becoming increasingly non-linear.

Author: PANews

2025/11/20

Utility with High ROI Potential Makes This DeFi Crypto the Best Crypto to Invest Now

Utility with High ROI Potential Makes This DeFi Crypto the Best Crypto to Invest Now

DeFi tokens are dominating market headlines again, but only a few deliver both real utility and high ROI potential. Mutuum Finance (MUTM) is positioning itself as a protocol that bridges tangible DeFi functionality with token-driven incentives.

Author: Cryptodaily

2025/11/20

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