com.avidquant/riskdeskother

Risk Desk

Verified · today

Portfolio risk from supplied data or a synthetic example: VaR, ES, stress, credit, FRTB.

Install

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

Our take

Calculates portfolio measures including VaR, expected shortfall, stress, credit, and FRTB outputs from supplied or synthetic data. It is intended for quantitative finance and risk practitioners, but its small footprint and high-stakes domain mean methodology, assumptions, and results should be independently validated rather than treated as authoritative.

reviewed by hand · 2026-11-11

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Verification record

last verified: today
github stars: 3
last commit: today
archived: no
license: NOASSERTION
in registry since: 2026-11-10

github.com/Iman/agent-driven-risk-desk-and-skills

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