Your funds aren't held in Bitso's custody while they're in Vaults, they sit in a smart contract of the Morpho protocol, in a vault curated by Gauntlet, a company specialized in protocol risk management.

Because it's a lending product with variable yield, this product doesn't carry the same guarantee as a traditional banking product. There's no deposit insurance like a bank account has, and the yield rate can vary over time.

Where can I see the Vault details, including liquidity, total deposits, curator, and collateral exposure?

You can check the full Vault details at any time on the Vault page on Morpho.