You're only talk about your idea, but you still not really understand about proof of reserves. The concern about proof of reserves is the data isn't real time, so your idea will not work. We should also need to think about the collateral, since you're use blockchain, the collateral must be cryptocurrency or fiat since it's liquid. It's impossible if we talk about lending where you receive crypto and give your other crypto as a collateral.
But not possible if you trade for goods or service.
Concerns About Proof of Reserves (PoR)
Although proof of reserves offers assurance that a crypto company has the assets in place to cover its liabilities, it is only a single snapshot in time, not a live accounting of balances over time. It also only shows the on-chain assets of the custodian; it does not track where those assets come from (i.e., whether the assets were borrowed for the purposes of the audit).
What assets can be considered reserves?
Assets that are considered reserves are cryptocurrencies (or other types of assets) that offer strong liquidity. In other words, the company could sell off the assets to cover withdrawals or other liabilities, if needed. These may include cash or other fixed income assets. As for cryptocurrencies, this would include the more popular coins, such as Bitcoin and Ethereum, and stablecoins, like Tether, USDC, or BUSD.
In the same article you quoted under KEY TAKEAWAYS it also states that "a real-time track of reserves" is something that could be made available to users.
The marketplace users could use blockchain explorers verify the real-time balances of both the reserve accounts and all the obligations that have been issued.