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

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

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

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