Been giving this some thought.
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I believe all existing and new neurons should be forced to have PoK. This is precisely in order to prevent liquidity forming around a marketplace.
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If this is not technically possible, or is deemed undesirable for some reason, only neurons with PoK should be transferable. This will ensure that the same owner is able to transfer his / her neuron from hardware wallet, to II, to a canister. Canisters shouldn’t be able to control neurons that don’t have PoK. I don’t think it’s necessary to incentivize neurons to be PoK through monetary rewards. It should just be a simple ban on transferring the neuron if it’s not PoK.
I would like to reiterate two points. Firstly, this structure will prevent liquidity forming around a marketplace of neurons as only PoK neurons are transferable. Secondly, PEM file / hardware wallet neuron owners need to be able to transfer their neurons to canisters in order to get an institutional security setup (through services like Orbit).
EDIT: if we have to impose a monetary penalty on not making your neuron PoK, because the above is somehow not possible, would set it at 100% which would achieve a similar result.