com.avidquant/riskdesk

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Publisher-provided title

Risk Desk

Publisher-provided description

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

Summary by lookupd

Runs portfolio risk analytics on supplied or synthetic data: VaR, expected shortfall, stress tests, credit and FRTB capital metrics.

Install

Claude Code, remote (streamable-http)

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

Codex, remote (streamable-http)

codex mcp add riskdesk --url https://riskdesk.avidquant.com/mcp

Cursor, remote (streamable-http) → .cursor/mcp.json

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

Other clients: docs. Or tell your agent: Set up lookupd for me: read https://lookupd.com/agent.md and follow it.

Tools (29 tools)

Publisher-provided text

• 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 connecti
• 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
• 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 synth
• 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 exampl
• 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 exa
• 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 synt
• 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 su
• 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
• 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.
• 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.
• 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 suppl
• 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 permis
• 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 sup
• 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 su
• 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
• 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, re
• 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 supp
• 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 da
• 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
• 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
• 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 sup
• 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
• 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 suppl
• 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
• 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 suppli
• 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
• 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 su
• 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, requi
• 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.

Details

• Version: 0.2.0
• Transports: streamable-http
• Uptime (7 days): 100%
• Median latency: 1140 ms
• First indexed: 2026-11-10T13:17:21.904Z
• Last seen in registry: 2026-11-10T13:17:21.904Z
• Repository: https://github.com/Iman/agent-driven-risk-desk-and-skills
• Website: https://riskdesk.avidquant.com

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