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Directory / Risk Desk

Risk Desk

by riskdesk.avidquant.com · https://riskdesk.avidquant.com/mcp

Portfolio risk from supplied data or a synthetic example: VaR, ES, stress, credit, FRTB.

29 tools✓ all read-only✓ no account neededPricing: not listed
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66 /100
FAIL

12 of 12 checks · 10 Nov 2026

Test it now for current results

At a glance

Runs where
On their server. What you send to it goes to them.
What you need
Nothing: it answered without a login
Tools
29 tools
Its own safety labels
29 read-only
Memory it takes
About 16,200 tokens of your AI's memory, just for its tool descriptions
Largest answer
About 26.2 KB in our test
Tools that look alike
13 pairs of tools with nearly the same description, so the AI may pick the wrong one
Speed
Average answer in our test: 248 ms

Tokens are an estimate: the characters in its tool names, descriptions and inputs, divided by 4. The exact number depends on your AI model. Safety labels are what the server says about itself. From our latest test, 10 Nov 2026.

Is Risk Desk MCP server safe?

A test can only see what the server shows from outside, not what it does with your data behind the scenes. Connect servers from makers you trust.

What this test does not check

What QAmcp can and can't see · How to tell if an MCP server is safe · Hidden instructions · Prompt injection

Known security advisories

Not looked up yet. QAmcp tests how a server behaves. It does not scan source code.

What it can do

29 tools, in the server's own words.

risk_desk_statusread-only

Check the Risk Desk data mode, the public example, the size limits and the sign convention before requesting any figure.

risk_tailread-only

Historical VaR and Expected Shortfall over supplied horizon P&L.

risk_exposureread-only

Gross and net exposure, leverage against NAV and concentration for signed linear positions in one stated base currency.

risk_stressread-only

Apply explicit asset shocks to all linear positions.

risk_tail_modelsread-only

VaR and ES side by side: historical, normal, Student-t, EVT, GARCH filtered historical, GARCH-EVT and GARCH-t.

risk_backtestread-only

Backtest a VaR (and optional ES) series against realised P&L: Kupiec, Christoffersen, Basel zone and Acerbi-Szekely Z2.

risk_derivatives_greeksread-only

Cash delta, gamma, vega, theta and rho of a book of linear positions and European options.

risk_derivatives_gridread-only

Full revaluation of an options book over a spot and vol shock grid, against delta-gamma-vega.

risk_derivatives_historicalread-only

Historical full-revaluation P&L, VaR and ES of an options book under supplied spot and vol moves.

risk_covarianceread-only

Sample, EWMA or Ledoit-Wolf covariance, volatility and correlation of a supplied return history.

risk_var_attributionread-only

Parametric normal VaR and ES with Euler contributions and incremental VaR per position.

risk_es_attributionread-only

Historical-simulation ES with Euler contributions per position.

risk_factor_exposureread-only

Factor betas and the split of portfolio variance into systematic and idiosyncratic parts.

risk_limitsread-only

Grade a limit set against exposure, tail and stress results already returned by Risk Desk.

risk_what_ifread-only

Apply proposed trades to a book, recompute exposure, stress and tail, and grade limits after.

risk_liquidityread-only

Days to liquidate, holdings by day, spread cost and liquidity-adjusted VaR.

risk_stress_replayread-only

Replay a dated historical window from the caller's own price levels on linear positions.

risk_reverse_stressread-only

The most plausible shock under a supplied covariance that produces a target loss.

risk_scenario_scaleread-only

Scale a scenario so the book loses a target amount.

risk_saccrread-only

Basel SA-CCR exposure at default for one netting set (CRE52), with every intermediate figure.

risk_exposure_profileread-only

Peak PFE, EPE, Effective EE and Effective EPE from a supplied simulated exposure profile.

risk_credit_asrfread-only

Vasicek asymptotic single risk factor credit VaR, expected and unexpected loss.

risk_credit_copularead-only

Seeded one-factor Gaussian copula Monte Carlo credit VaR and ES for a finite portfolio.

risk_frtb_imccread-only

FRTB liquidity-adjusted, stress-scaled ES and IMCC from supplied ES figures (MAR33).

and 5 more

Test results

Safe mode: only tools labeled read-only were run. How the test works

Test it yourself

Free and open source. Same checks, same score.

npx qamcp-cli https://riskdesk.avidquant.com/mcp

Show this score on GitHub

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QAmcp badge for Risk Desk

[![QAmcp score](https://qamcp.dev/s/com-avidquant-riskdesk.svg)](https://qamcp.dev/s/com-avidquant-riskdesk.html)

Score over time

One test so far. New tests will show here.

Reviews

Coming soon: reviews from people who use Risk Desk, signed in with GitHub, one per person. Reviews never change the score.

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