Risk Desk

Connect Remote server

claude mcp add --transport http riskdesk https://riskdesk.avidquant.com/mcp

{
  "mcpServers": {
    "riskdesk": {
      "url": "https://riskdesk.avidquant.com/mcp"
    }
  }
}

{
  "servers": {
    "riskdesk": {
      "type": "http",
      "url": "https://riskdesk.avidquant.com/mcp"
    }
  }
}

Settings > Connectors > Add custom connector
URL: https://riskdesk.avidquant.com/mcp

Tools 29 found in our last check

• risk_desk_status

  Check the Risk Desk data mode, the public example, the size limits and the sign convention before requesting any figure. No market data feed, no broker connection and no hosted XVA exist.

• risk_tail

  Historical VaR and Expected Shortfall over supplied horizon P&L. Report degraded status and the loss sign convention before the numbers. Omit the request to run the public synthetic energy example instead. For supplied data, require permission and set rights_confirmed=true; this…

• risk_exposure

  Gross and net exposure, leverage against NAV and concentration for signed linear positions in one stated base currency. Omit the request to run the public synthetic energy example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify…

• risk_stress

  Apply explicit asset shocks to all linear positions. No scenario probability is inferred or attached. Omit the request to run the public synthetic energy example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_tail_models

  VaR and ES side by side: historical, normal, Student-t, EVT, GARCH filtered historical, GARCH-EVT and GARCH-t. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_backtest

  Backtest a VaR (and optional ES) series against realised P&L: Kupiec, Christoffersen, Basel zone and Acerbi-Szekely Z2. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a lice…

• risk_derivatives_greeks

  Cash delta, gamma, vega, theta and rho of a book of linear positions and European options. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_derivatives_grid

  Full revaluation of an options book over a spot and vol shock grid, against delta-gamma-vega. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_derivatives_historical

  Historical full-revaluation P&L, VaR and ES of an options book under supplied spot and vol moves. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_covariance

  Sample, EWMA or Ledoit-Wolf covariance, volatility and correlation of a supplied return history. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_var_attribution

  Parametric normal VaR and ES with Euler contributions and incremental VaR per position. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_es_attribution

  Historical-simulation ES with Euler contributions per position. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_factor_exposure

  Factor betas and the split of portfolio variance into systematic and idiosyncratic parts. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_limits

  Grade a limit set against exposure, tail and stress results already returned by Risk Desk. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_what_if

  Apply proposed trades to a book, recompute exposure, stress and tail, and grade limits after. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_liquidity

  Days to liquidate, holdings by day, spread cost and liquidity-adjusted VaR. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_stress_replay

  Replay a dated historical window from the caller's own price levels on linear positions. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_reverse_stress

  The most plausible shock under a supplied covariance that produces a target loss. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_scenario_scale

  Scale a scenario so the book loses a target amount. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_saccr

  Basel SA-CCR exposure at default for one netting set (CRE52), with every intermediate figure. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_exposure_profile

  Peak PFE, EPE, Effective EE and Effective EPE from a supplied simulated exposure profile. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_credit_asrf

  Vasicek asymptotic single risk factor credit VaR, expected and unexpected loss. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_credit_copula

  Seeded one-factor Gaussian copula Monte Carlo credit VaR and ES for a finite portfolio. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_frtb_imcc

  FRTB liquidity-adjusted, stress-scaled ES and IMCC from supplied ES figures (MAR33). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_frtb_ima_capital

  FRTB IMA aggregate capital, multiplier, amber-desk surcharge and RWA (MAR33, MAR32.9). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_frtb_pla

  FRTB P&L attribution test: Spearman and Kolmogorov-Smirnov metrics and the desk zone (MAR32). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_frtb_backtest

  FRTB VaR backtesting exception counts at 97.5% and 99%, desk verdict or bank zone (MAR32). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_frtb_sbm_fx

  FRTB standardised sensitivities-based FX delta and vega capital (MAR21). Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.

• risk_scenario_library

  The dated historical windows Risk Desk knows, with sources. Dates only; no prices are shipped. Replay one with risk_stress_replay and your own price levels.

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