# Liquidity risk measure (LRM) In order to define the liquidity risk measure, the scoring methodology relies on the liquidity at risk (LaR) which corresponds to the liquidity of the pool in a stressed scenario and is illustrated in the following graph:

Figure 1: Liquidity of the WBTC-WETH pool in SushiSwap and the associated LaR which corresponds to the 97.5th percentile.

Moreover, the VaR equivalent Slippage (VeS) is the slippage resulting from a $10000 trade given the liquidity at risk. The VeS is also assigned to a liquidity risk category ranging from a scale of 1 (low risk) to 7 (high risk):

VeS	LRM
< 0.1%	1
≥ 0.1% and < 0.5%	2
≥ 0.5% and < 1%	3
≥ 1% and < 2%	4
≥ 2% and < 5%	5
≥ 5% and < 10%	6
>10%	7

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