The current implementation of market pegged assets in the BitShares system is designed to minimize risk of loss to market pegged asset holders. Short positions are opened with collateral worth three times the market value of the asset. The initial collateral is comprised of the BTS paid by the buyer for the asset and twice this amount of BTS contributed by the short seller. The collateral requirements and margin triggers were chosen conservatively to protect the holders of market pegged assets from volatility of the underlying collateral. Forcing short positions to cover every 30 days provides additional assurance of short term liquidity. Control over the price feed is distributed among over 50 separately elected delegates who compile information from multiple exchange sources. Despite such precautions, it is important to carefully explore risks of using the system. Risks can be broadly categorized as value risk, counterparty risk, or systemic risk.