Portfolio risk an AI agent can drive and a person can read. Historical VaR and Expected Shortfall, signed linear exposure, explicit stress scenarios, counterparty exposure and XVA through a local ORE project. 4 MCP tools, 5 skills, a local dashboard and a hosted service. Research software, not investment advice. Noncommercial licence.
python finance mcp stress-testing quantitative-finance value-at-risk risk-management expected-shortfall xva counterparty-credit-risk tail-risk portfolio-risk skfolio claude-code-plugin claude-code-skill codex-plugin codex-skill open-source-risk-engine
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Updated
Oct 15, 2026 - Python