In What Market Conditions Is ADL Most Likely to Occur?

ADL is most likely to occur during periods of extreme, rapid market volatility, especially sharp price crashes or spikes, where a large number of highly leveraged positions are liquidated simultaneously. This creates a high volume of deficit liquidations that quickly overwhelm the insurance fund's capacity, forcing the system to resort to auto-deleveraging.

What Are ‘Cascading Liquidations’ and How Do They Relate to Flash Crashes?
What Market Conditions Are Most Likely to Cause a Liquidation Deficit?
Is ADL Risk Higher during High Volatility Events?
What Is the Relationship between ADL and Market Manipulation?
When Does ADL Occur in the Liquidation Process?
Is a Trader Liable for the Deficit If the Insurance Fund Is Also Depleted?
What Is ‘Auto-Deleveraging’ (ADL) and How Does the Insurance Fund Mitigate It?
Can ADL Be Triggered during Periods of Low Market Volatility?

Glossar