This paper proposes an approach to comply with KYC/AML regulations supporting self-hosted wallets, empowering users to voluntarily comply by selecting the most suitable compliance analysis provider when participating in regulated use cases and to take more informed decisions considering the intrinsic risks of their own transactions. This voluntary approach creates an infrastructure for DeFi services self-regulation and enables the development of new DeFi use cases compliant-by-design with KYC/AML requirements. By introducing innovative KYC/AML techniques based on dynamic computation, the approach supports financial inclusion and privacy-preserving techniques in regulated DeFi services, while respecting the risk-based FATF recommendations. The proposed approach can be implemented in a complementary way to existing intermediary-based regulations, like centralized KYC and AML and the Travel Rule.