Financial-risk data from NYU Stern's Volatility and Risk Institute: volatility, SRISK, CRISK, COVOL, ILLIQ, climate ben…
Financial-risk data from NYU Stern's Volatility and Risk Institute: volatility, SRISK, CRISK, COVOL, ILLIQ, climate benchmarks, and long-run VaR, exposed as MCP tools backed by published academic research. **39 tools across 8 domains:** - **Volatility** — global map, country/sector/industry breakdowns, individual asset time series - **Systemic risk (SRISK)** — firm-level capital shortfall under market stress, country and global rankings - **Climate risk (CRISK)** — capital shortfall under a climate-factor shock, with climate-beta breakdowns - **COVOL** — common volatility / synchronized stress across global assets, with PC1 loadings and CAV - **Liquidity (ILLIQ)** — Amihud illiquidity composites, sector-level changes, top movers - **Long-run VaR** — 30-day and 365-day potential-loss estimates across percentiles - **Climate benchmarks** — factor-portfolio returns, volatility, and correlations - **Discovery** — search across assets, analyses, and datasets OAuth 2.1 + PKCE; free V-Lab account; no API key required. Streamable HTTP transport. **Documentation:** - [Setup guide](https://vlab.stern.nyu.edu/setup-mcp): connect Claude Desktop, Claude.ai, the Anthropic Workbench, the MCP Inspector, or any OAuth 2.1 + PKCE-capable client - [Tool reference](https://vlab.stern.nyu.edu/docs/mcp): every tool with parameters, return shapes, and example invocations > *V-Lab data is academic research output. Please cite V-Lab when used in published work or public-facing content.*
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