1. Conduid
  2. Blockchain
  3. Risk Analytics MCP Server
MCP server · Blockchain

Risk Analytics MCP Server

· github.com/chenxi-bot21/risk-analytics-mcp-server

MCP server that gives AI agents quantitative risk analytics tools: Value at Risk (VaR) and Expected Shortfall by 4 methods, GARCH volatility forecasting, extreme value theory (EVT) tail risk, Basel backtesting, stress testing, and a credit-risk PD scorecard. Python, FastMCP, works with Claude.

Unclaimed ai-agentscredit-riskgarchmcpmcp-serverpythonquantitative-financerisk-managementvalue-at-risk
InstallView source
34Low

Scored 3 months ago · breakdown

About Risk Analytics MCP Server

Risk Analytics MCP Server is an MCP server in the Blockchain category: mCP server that gives AI agents quantitative risk analytics tools: Value at Risk (VaR) and Expected Shortfall by 4 methods, GARCH volatility forecasting, extreme value theory (EVT) tail risk, Basel backtesting, stress testing, and a credit-risk PD scorecard. Python, FastMCP, works with Claude.

Install

From source
git clone https://github.com/chenxi-bot21/risk-analytics-mcp-server

This server has no ConduID identity, so agent calls to it are not receipted. Pin the version you install and review the source before granting it credentials.

Tools (7)

backtest_varWalk-forward VaR backtest with Kupiec POF, Christoffersen independence / conditional-coverage tests, and the Basel traffic-light zone.

Parameters not published.

compute_var_esPortfolio VaR & Expected Shortfall four ways — historical, parametric-normal, Cornish-Fisher, Monte Carlo — so the agent can *compare* methods, not just get a number.

Parameters not published.

credit_model_summaryThe scorecard's held-out AUROC/Gini/KS and per-feature Information Values.

Parameters not published.

evt_tail_riskPeaks-over-threshold GPD tail fit; EVT VaR/ES for the 99.5%+ region where empirical quantiles run out of data.

Parameters not published.

garch_volatilityGARCH(1,1) fit by maximum likelihood (no `arch` dependency) + mean-reverting h-day vol forecast.

Parameters not published.

score_credit_application12-month PD, scorecard points and letter rating from a WoE logistic scorecard (PDO points scaling).

Parameters not published.

stress_testPreset crisis-shock library (GFC equity crash, 2020 pandemic, +200bp rates, flight to quality, USD squeeze) + the portfolio's own worst historical windows.

Parameters not published.

Ask AI

✦

Ask AI about Risk Analytics MCP Server

Powered by Claude · Grounded in docs

I know everything about Risk Analytics MCP Server. Ask me about installation, configuration, usage, or troubleshooting.

Security checks

6 checks have not been run yet.

Questions

About Risk Analytics MCP Server

How do I install Risk Analytics MCP Server?

No package has been published for this server, so install it from source: clone the repository and follow its README.

Is Risk Analytics MCP Server safe to use with an AI agent?

Its trust score is 34 out of 100 (low). Conduid hasn't run static security checks on this repository yet, so review the source yourself before granting it credentials. It has no ConduID identity yet, so agent calls to it are not receipted.

Is Risk Analytics MCP Server still maintained?

Conduid hasn't recorded a commit date for this repository yet. Check the repository directly for recent activity.