TRAVA is the world’s first decentralized marketplace for cross-chain lending. While existing approaches provide only one or a few lending pools with their own parameters such as borrow/supply interest rate, liquidation threshold, Loan-to-Value ratio, or a limited list of exchangeable cryptocurrencies, TRAVA offers a flexible mechanism in which users can create and manage their own lending pools to start a lending business. TRAVA also offers the credit score function based on financial data on-chain analysis as a useful tool that reduces risk and increases profits for all users.
We build our solutions on TRAVA.FINANCE whose smart contracts are deployed on BSC network, so the speed of transactions, gas fees, and robustness depend on BSC network. However, in the near future, we will allow cross-chain lending on our platform.
With the purpose to help users to understand the fundamentals of Trava Protocol, this Portal links to key resources on Trava. Please join our Channel to discuss with Trava community on https://t.me/trava_finance, our team and community members are always willing to help you to build on top of Trava.
Summary of Frequently Asked Questions about Trava Introduction and its key features. In this FAQ, we provide users with answers of that concerns in a catchy and brief manner.
We would like to invite you to join the Trava community https://t.me/trava_finance where all issues about Trava will be discussed and solved.
The white paper is a report to briefly inform users about Trava protocol, complex issues, and Trava features. Please visit our white paper https://docs.trava.finance/ to have an overview of Trava.Finance.
The Risk Management analyses the fundamental risks of Trava protocol and presents methods we implement to reduce them.
To ensure the safe, we have several strategies and we are in the process of them: (1)Audit internally our code by a high-skill team, (2) Audit code performed by third parties, our code now is audited by Certik and Hacken, (3) Community Check through Hackathon/Bounty programs.