docs(quoter-bot): add loan-as-collateral markets tib

docs/INDEX.md

@@ -66,6 +66,7 @@ _None yet — copy [`templates/DATA-FLOW.md`](./templates/DATA-FLOW.md) into a b
 - [TIB-2026-06-30: Blue liquidation bot — v0](./decisions/TIB-2026-06-30-blue-liquidation-bot.md) — Morpho Blue ecosystem-backstop liquidator (accrual-aware soltag lens, multi-venue swaps, generic Executor, Railway; the TIB's rindexer discovery has since been replaced by Morpho GraphQL API discovery) — implemented
 - [TIB-2026-07-09: Midnight market whitelist and venue selection](./decisions/TIB-2026-07-09-midnight-market-and-venue-selection.md) — API-sourced market whitelist + best-of-venues probe selection replacing the hand-maintained routing file; Uniswap dropped as a direct venue — implemented
 - [TIB-2026-08-12: Quoter-bot KMS signing policy middleware](./decisions/TIB-2026-08-12-quoter-bot-kms-signing-middleware.md) — an AWS Lambda behind invoke-only IAM becomes the sole `kms:Sign` principal on the maker key; the bot submits structured revoke/quote intents, the Lambda validates no-crossed-books/price-bounds/no-PnL-drop policy against its own independent chain reads and encodes/derives digests itself (sign-what-you-encode), bounding full bot-host compromise to in-policy quoting loss plus revoke griefing
+- [TIB-2026-08-27: Quoter-bot loan-as-collateral markets](./decisions/TIB-2026-08-27-quoter-loan-as-collateral-markets.md) — on Midnight markets whose collateral list contains the loan asset (constant price-1 oracle, LLTV = 1 expected), the maker posts loan-asset collateral sized by a maturity-safe coverage invariant and quotes both sides from zero inventory: sells turn non-reduce-only (borrowing on fill) behind an opt-in per-market `debt` config block, buys deleverage via protocol netting, bootstrap becomes unnecessary; collateral management is manual-first — partially supersedes TIB-2026-07-27
 
 _Bot-scoped TIBs move under `packages/<bot>/docs/decisions/` once a bot lands; proposal TIBs for
 not-yet-built bots sit in `docs/decisions/` alongside their siblings._

docs/decisions/TIB-2026-07-27-midnight-quoter-bot.md

@@ -1,12 +1,12 @@
 # TIB-2026-07-27: Midnight ladder quoter-bot bot — v0
 
-| Field             | Value                                                                                                                    |
-| ----------------- | ------------------------------------------------------------------------------------------------------------------------ |
-| **Status**        | Proposed                                                                                                                 |
-| **Date**          | 2026-07-27                                                                                                               |
-| **Author**        | @devatom                                                                                                                 |
-| **Scope**         | App: midnight-quoter                                                                                                     |
-| **Superseded by** | TIB-2026-08-14-quoter-cross-book-clearance _(partially)_, TIB-2026-08-25-quoter-bootstrap-maturity-premium _(partially)_ |
+| Field             | Value                                                                                                                                                                                    |
+| ----------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
+| **Status**        | Proposed                                                                                                                                                                                 |
+| **Date**          | 2026-07-27                                                                                                                                                                               |
+| **Author**        | @devatom                                                                                                                                                                                 |
+| **Scope**         | App: midnight-quoter                                                                                                                                                                     |
+| **Superseded by** | TIB-2026-08-14-quoter-cross-book-clearance _(partially)_, TIB-2026-08-25-quoter-bootstrap-maturity-premium _(partially)_, TIB-2026-08-27-quoter-loan-as-collateral-markets _(partially)_ |
 
 ---
 
@@ -26,6 +26,16 @@
 > [TIB-2026-08-25-quoter-bootstrap-maturity-premium](./TIB-2026-08-25-quoter-bootstrap-maturity-premium.md).
 > Every other decision in this TIB remains in force.
 
+> **Partially superseded (2026-08-27).** For markets that opt into a `debt` configuration block,
+> [TIB-2026-08-27-quoter-loan-as-collateral-markets](./TIB-2026-08-27-quoter-loan-as-collateral-markets.md)
+> replaces three postures — for those markets only. The §7 invariant that the credit-reducing side
+> "cannot create negative credit or unintended debt" and the Security posture "No negative credit"
+> now hold only for markets without a `debt` block; on debt-enabled markets they are replaced by a
+> maturity-safe collateral-coverage invariant. The §3 position-health `not-required` posture is
+> replaced by a real coverage check on debt-enabled markets, as §3 itself anticipated. And the
+> Non-Goal "Automatic position-health management in V0" is lifted for those markets. Everything
+> else remains in force.
+
 ## Context
 
 Midnight needs durable two-sided liquidity through its bootstrap window. The current operational