> is largely a part of default EXPECTATIONS resetting up

Yes, exactly! But take the next step and ask what sets EXPECTATIONS about the worth of a security in a smart-contract environment? It stops being generalized market fear and it starts being actual DATA about performance.

> Ethereum (which, by the way, is too slow to run CDO pricing models)

You don't run the monitoring software ON the blockchain (you could but it would be inefficient). You run that off-chain using blockchain analysis software.