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Quant Finance Portfolio Risk Live

Corporate Credit Spread Gap Risk Engine

718 views 388 installs

Simulates sudden, discontinuous multi-notch corporate credit downgrades to measure portfolio liquidation impacts.

👤 Fixed Income Quants
📡 Credit default swap curves Corporate credit spreads
✓ Open source ⚡ MCP 1.x compatible 🔌 Portfolio Risk server 📦 388 installs

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}
SSE Endpoint ↗

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MCP Server

P

Portfolio Risk

9 tools

Tool function

credit_default_model

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