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Portfolio Variance-Covariance Value-at-Risk (VaR) Engine

14273 views 3710 installs

Calculates daily VaR, Expected Shortfall (ES), and parametric tail risk profiles across multi-asset portfolios.

👤 Risk Managers
📡 Portfolio holdings data Volatility matrix matrices
✓ 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 "Portfolio Variance-Covariance Value-at-Risk (VaR) Engine".

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

calculate_portfolio_var

SSE endpoint

https://claudefinancelab.com/portfolio/sse

Suggest an Improvement

Found a bug or have an idea?