Corporate Credit Structural Default Predictor (Merton Model)

Models a firm's equity as a call option on its assets to solve for distance-to-default and implied default probabilities.

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Paste this into your Claude Desktop or MCP client config:

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

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