# Stress-Tested Value
Each [Whitelisted asset](/home/concepts/whitelisted-assets.md) in a [Liquidity Pool](/home/concepts/market.md) is assigned a Stress-Tested Value (STV) — a configurable parameter expressing the discounted value of that asset.
This value is:
* Defined *per asset, per pool*
* Used to conservatively estimate the **borrowable amount** of capital backed by that asset
* Serves as a **functional proxy for LTV**, but goes beyond by incorporating asset-specific risk dynamics
For example, a wETH asset with a Stress-Tested Value of 65% means:
> "In a portfolio stress scenario, Arkis assumes only 65% of the current market value of wETH can be reliably used as collateral."
This accounts for:
* Historical volatility
* Onchain liquidity (slippage upon liquidation)
* Oracle risks
* Protocol-specific behaviors (e.g. LP token redemption delay)
A Margin Account may contain multiple whitelisted assets. Each of them contributes to the Portfolio Stress-Tested Value depending on:
* Their current balance
* The price feed (via oracle)
* The pool-configured STV
Mathematically:
This value represents a conservatively estimated liquidation value of the account under market stress conditions.
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