Rosa Del Mar

Issue 26 2026-01-26

Rosa Del Mar

Daily Brief

Issue 26 2026-01-26

Allocation Architecture Multi Protocol Vs Vertical Integration

Issue 26 Edition 2026-01-26 8 min read
General
Sources: 1 • Confidence: Medium • Updated: 2026-02-06 16:59

Key takeaways

  • Some curators and protocols are building their own vault infrastructure, including Gauntlet's vault product, Aave v4 vaults, and Hyperliquid vaults.
  • The key vault-space product trend to watch is increasing flexibility where a one-click product packages multi-protocol, multi-chain, and multi-asset exposure into a familiar user experience.
  • DeFi is increasingly becoming a back-end infrastructure layer rather than a consumer-facing front-end.
  • DeFi vault yield primarily comes from onchain borrowers paying to borrow stablecoins (often USDC) to lever long using crypto collateral.
  • Kraken plans to expand beyond an initial v1 set of vaults and is soliciting differentiated risk managers and strategies to launch additional vault products.

Sections

Allocation Architecture Multi Protocol Vs Vertical Integration

A protocol-structure contrast (pooled vs isolated markets) is used to motivate why vault allocation layers matter, particularly in fragmented isolated-market designs. Two strategies are contrasted: multi-protocol/multi-chain routing (Kraken/VEDA positioning) versus vertically integrated exchange stacks (Coinbase blueprint). Competitive pressure from vertical integration is flagged; claims about who will win are largely expectations rather than settled evidence.

  • Some curators and protocols are building their own vault infrastructure, including Gauntlet's vault product, Aave v4 vaults, and Hyperliquid vaults.
  • Aave lending is pooled (depositors do not choose specific collateral exposure), while Morpho uses isolated markets, making vault allocation necessary to reduce fragmentation in Morpho.
  • VEDA positions itself as multi-chain, multi-protocol vault infrastructure that can allocate across Morpho, Aave, Pendle, RWAs, and other DeFi sources within one product.
  • Kraken views multi-protocol, multi-chain vault infrastructure as preferable because single-market vault products can see TVL outflows when localized yields fall.
  • Kraken's vault launch uses VEDA infrastructure with Chaos Labs and Centora as risk managers/curators.
  • VEDA uses external risk managers so it can focus on scalable infrastructure while strategy allocation and curation are handled by specialized managers that may have distribution relationships.

Adoption Timeline Expectations And Capital Base Structure

Adoption is framed as early with a potential 2026 inflection, potentially driven by macro conditions and improved UX, and potentially accelerated by TradFi distribution entrants. The corpus includes Veda-reported TVL levels and a whale-concentration anecdote, which are used to motivate expectations about future retail diversification and market stabilization. Claims about $100B-scale TradFi migration and 'year of the vault' timing are not corroborated in-corpus beyond expectation statements.

  • The key vault-space product trend to watch is increasing flexibility where a one-click product packages multi-protocol, multi-chain, and multi-asset exposure into a familiar user experience.
  • Vault adoption is expected to snowball via early innovators launching first and peers following, with 2026 framed as the 'year of the vault'.
  • Veda reports about $2B current TVL and about $6B peak TVL during the Plasma period.
  • Onchain vault TVL is expected to grow well beyond a $15B target because adoption is still early and should accelerate.
  • Vault growth conditions are strengthened by declining interest rates increasing demand for alternative yield and by improved user-facing infrastructure such as embedded wallets.
  • Traditional asset managers are expected to enter onchain vault curation in 2026, with a key advantage being distribution and existing customer relationships.

Distribution Led Defi And Embedded Wallet Plumbing

The corpus emphasizes a shift toward DeFi as backend infrastructure distributed via exchanges/fintechs, with embedded non-custodial wallets and simplified authorization as enabling plumbing. The Kraken implementation details provide a concrete example of this abstraction approach; broader claims about mainstream scaling remain expectations.

  • DeFi is increasingly becoming a back-end infrastructure layer rather than a consumer-facing front-end.
  • A 'DeFi mullet' model (fintech front-end with DeFi back-end) can act as a complementary distribution channel that routes users to the same onchain protocols and TVL.
  • Kraken implemented DeFi vaults using Privy to provide an embedded non-custodial wallet that is one-to-one with a user account and cannot be controlled by Kraken.
  • In Kraken's embedded-wallet flow, user transaction authorization uses a one-time passcode delivered by Privy to assemble signing components before interacting onchain.
  • Kraken users can earn yield with a single button across multiple protocols while retaining onchain visibility and the ability to withdraw assets independently of Kraken availability.
  • A key product lesson from Coinbase's DeFi efforts was prioritizing being 'most trusted and easiest to use' as the primary differentiators.

Risk Model And Failure Modes For Defi Yield Products

Yield is attributed primarily to borrower demand for stablecoins, making it cycle- and demand-dependent. Risk is decomposed into bad debt, liquidity/withdrawal design, and smart-contract risk, with explicit acknowledgement that wrapper contracts add risk and that expressiveness can expand attack surface. A recent Morpho-related stress episode is cited as an example of bad debt/withdrawal issues and fear-driven liquidity impacts.

  • DeFi vault yield primarily comes from onchain borrowers paying to borrow stablecoins (often USDC) to lever long using crypto collateral.
  • Kraken frames DeFi vault risk into three buckets: bad debt risk, liquidity/withdrawal risk, and smart contract (cybersecurity) risk.
  • Vault liquidity risk depends on withdrawal design, ranging from withdrawals only when liquidity is available to queued redemptions with waiting periods.
  • Bad debt can occur in overcollateralized lending when collateral prices fall faster than liquidators can unwind, potentially forcing protocol-level haircuts or backstops.
  • Battle-tested lending protocols like Aave and Morpho reduce but do not eliminate critical-bug smart contract risk, and vault wrapper contracts add additional risk.
  • Vault infrastructure differs materially in permissions, calculations, and expressiveness, and greater expressiveness increases attack surface; an example cited is a recent Curve-pool-related vault exploit driven by pricing issues.

Operator Readthrough Kraken Product And Partnering Posture

There is direct operator-level content about Kraken's approach: using non-custodial embedded wallets, selecting VEDA for cross-chain/cross-protocol breadth, and selecting curators via specific criteria. Kraken is described as seeking additional strategies and partners and pursuing broader exchange-onchain hybridization initiatives, which constitutes a clearer decision-readthrough than most other themes in the corpus.

  • Kraken plans to expand beyond an initial v1 set of vaults and is soliciting differentiated risk managers and strategies to launch additional vault products.
  • Kraken's vault launch uses VEDA infrastructure with Chaos Labs and Centora as risk managers/curators.
  • Kraken selects vault curators based on demonstrated risk management at scale, security practices, prior experience with the vault administrator, and ability to source incremental yield via new protocols or incentives.
  • Kraken implemented DeFi vaults using Privy to provide an embedded non-custodial wallet that is one-to-one with a user account and cannot be controlled by Kraken.
  • In Kraken's embedded-wallet flow, user transaction authorization uses a one-time passcode delivered by Privy to assemble signing components before interacting onchain.
  • Kraken is pursuing a roadmap to hybridize the exchange with onchain products, including initiatives such as bringing stocks onchain (xStocks), and is inviting DeFi teams to partner.

Watchlist

  • Some curators and protocols are building their own vault infrastructure, including Gauntlet's vault product, Aave v4 vaults, and Hyperliquid vaults.
  • The key vault-space product trend to watch is increasing flexibility where a one-click product packages multi-protocol, multi-chain, and multi-asset exposure into a familiar user experience.
  • Traditional asset managers are becoming aware of and planning to enter the onchain vaults business, suggesting institutional competition may rise.

Unknowns

  • What is the actual onchain evidence for the 25% performance fee and fee-splitter flows (addresses, split percentages, realized fees) in the Kraken/VEDA vaults?
  • For Kraken's embedded non-custodial wallet architecture, what are the precise user custody guarantees and how do withdrawals behave under exchange downtime, account restrictions, or chain congestion?
  • How much of displayed consumer APY in exchange-embedded vault products is incentives versus organic borrower-paid yield, and what happens to TVL when incentives stop?
  • Which vault withdrawal designs (instant liquidity vs queued redemptions) are used in the Kraken/VEDA vaults, and what explicit liquidity guarantees (if any) exist?
  • What are the realized incidence rates and severity of smart contract failures at both protocol and vault-wrapper layers for the featured vault infrastructures?

Investor overlay

Read-throughs

  • Vault allocation layers may become the default packaging for multi-protocol, multi-chain, multi-asset exposure as DeFi shifts to backend infrastructure distributed via exchanges and fintechs.
  • Vertically integrated exchange stacks may pressure independent multi-protocol curators on fees, UX, and distribution, shaping which vault architectures gain share.
  • Net yield for exchange-embedded DeFi vaults is likely cycle-dependent because it primarily comes from borrower demand to pay for stablecoin leverage, making headline APY sensitive to incentives versus organic yield.

What would confirm

  • Kraken expands beyond v1 vaults by onboarding differentiated risk managers and strategies, indicating sustained distribution appetite and curator competition.
  • Onchain transparency clarifies fee mechanics for Kraken VEDA vaults, including performance fee realization and fee-splitter flows, reducing uncertainty for institutional adoption.
  • Disclosed withdrawal design and observed behavior during stress show predictable liquidity management, with limited disruption under volatility, exchange downtime, or chain congestion.

What would kill

  • Meaningful TVL drawdowns or user churn when incentives end, implying demand was subsidy-driven rather than borrower-paid yield and durable distribution pull.
  • High-severity smart contract or wrapper-layer incidents, or recurring bad-debt and redemption stress events, undermining confidence in vault-wrapper risk and withdrawal guarantees.
  • Embedded wallet custody or withdrawal behavior fails under edge cases such as account restrictions, downtime, or congestion, reducing trust in exchange-distributed non-custodial vault plumbing.

Sources