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Quant Finance Portfolio Risk ● Live

Corporate Credit Structural Default Predictor (Merton Model)

833 views 196 installs

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

👤 Credit Risk Quants
📡 Equity volatility feeds Debt balance records
✓ Open source ⚡ MCP 1.x compatible 🔌 Portfolio Risk

Connect in 30 seconds

Paste into Claude Desktop or any MCP client config file:

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

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation. Claude will open your config file and add the server.

I want to install the ClaudeFinLab MCP server for "Corporate Credit Structural Default Predictor (Merton Model)".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

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

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible AI client.

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MCP Server

P

Portfolio Risk

9 tools

Tool function

credit_default_model

SSE endpoint

https://claudefinancelab.com/portfolio/sse

Suggest an Improvement

Found a bug or have an idea?