risk-desk

Portfolio risk an agent can drive, from supplied data only: historical and model VaR and Expected Shortfall with backtests, signed linear exposure, Greeks and full revaluation of European options, VaR and ES attribution, limits and pre-trade what-if, liquidity-adjusted VaR, explicit, historical and reverse stress scenarios that carry no probability, SA-CCR and exposure profiles, portfolio credit VaR, FRTB capital pieces, and XVA through a local Open Source Risk Engine project. Research software, not investment advice.

14 skills · 10 commands · 4 agents · 1 MCP server

Portfolio risk over the hosted Risk Desk MCP at riskdesk.avidquant.com, from data you supply: historical and model VaR and Expected Shortfall with backtests, exposure, option Greeks and revaluation, risk attribution, limits and what-if, liquidity-adjusted VaR, explicit, historical and reverse stress, SA-CCR and exposure profiles, credit VaR and FRTB capital pieces. No market data is fetched and no local install is needed. ORE XVA is local only. Research software, not investment advice.

12 skills · 1 MCP server