> For the complete documentation index, see [llms.txt](https://docs.yodl.fi/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.yodl.fi/capital-access-and-protection/risk-mitigation/position-rollovers.md).

# Position Rollovers

<figure><img src="/files/PWzxerylrY3Pbvttkgpq" alt=""><figcaption></figcaption></figure>

Position Rollovers allow operators to maintain operational continuity without triggering bounded liquidation. They provide a controlled method to refinance temporary deficits by using unused credit lines or re-allocating backing assets — which can improve the Health Factor (HF), maintaining the stability of delegated YODL.

### Mechanism &#x20;

#### Deficit Detection

The HF is viewable on the operator dashboard, and as it approaches 1.0, it indicates a potential deficit based on mark-to-market asset values and applied haircuts. The operator may elect to perform a rollover before liquidation triggers.

#### Credit Re-allocation

The operator rolls over exposure from one [Orchestrator](/technical-components/smart-contracts.md#orchestrator-per-execution-vault-per-operator) (per-vault) to another (e.g., WETH → USDT) by activating their unused credit capacity (unutilized balances) of the other asset. Rollovers can also be performed within the same asset across Orchestrators for repayments.

#### Market Execution

The rollover transaction is executed atomically through the Orchestrator using whitelisted AMMs. The Operator incurs standard slippage and taker fees.

#### Accounting Update

Managing exposure via rollovers may improve HF.

#### Repayment Obligation

All rollover-borrowed credit must be repaid before the epoch ends; otherwise, it is treated as outstanding exposure requiring restoration through delegated $YODL being slashed under the protocol’s restoration process, which also impacts operator reputation.