V-Lab
io.github.volatility/vlab-mcp
39 toolsHTTPregistry active
Summary
Connects your AI assistant to NYU Stern's V-Lab research data via streamable HTTP. Exposes GARCH volatility, SRISK and CRISK systemic risk measures, liquidity composites, and climate benchmarks across 39,000+ firms and 90 markets. Every response ties back to a published V-Lab analysis, so you can cite the underlying research. Query by ticker, country, or sector in plain English. Uses OAuth through your V-Lab account, so no API key juggling. Reach for this when you need research-grade financial risk data without building scrapers or maintaining pipelines. Still pre-1.0, so the tool surface is expanding.
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Tools
Public tool metadata for what this MCP can expose to an agent.
39 tools
server.infoGet information about the V-Lab MCP server including capabilities, status, and available features1 params
Get information about the V-Lab MCP server including capabilities, status, and available features
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalsearch.assetsResolve a financial asset by ticker, name, FIGI, SEDOL, or GVKEY. Returns compact results (ticker, name, active, last_result_date). Pass `include_analyses:true` for the full analyses catalog.11 params
Resolve a financial asset by ticker, name, FIGI, SEDOL, or GVKEY. Returns compact results (ticker, name, active, last_result_date). Pass `include_analyses:true` for the full analyses catalog.
Parameters* required
iidstringCompustat issue ID. Only used with gvkey.
figistringOpenFIGI identifier. Exact match.
namestringAsset name (e.g., Apple, S&P 500). Fuzzy matching.
gvkeystringCompustat GVKEY. Exact match. Combine with iid if needed.
limitnumberMax assets returned (default 10, max 50)
sedolstringSEDOL identifier. Exact match.
tickerstringTicker symbol (e.g., AAPL, GOOGL). Fuzzy matching for typos.
profilestringResponse profile. `"minimal"` strips `related_tools`, notes, units, and query echoes to save tokens. Default `"standard"`.one of
standard · minimalmodel_filterstringFilter by model (e.g., "GARCH")
include_analysesbooleanIf true, include the full applications/models/datasets catalog per asset. Default false (compact response) to save tokens — then drill in via `search.analyses` or `get_*` tools.
application_filterstringFilter by application (e.g., "Volatility Analysis")
search.datasetsSearch for datasets and discover their constituent assets and available analyses. Returns datasets matching the query along with paginated asset lists and analysis information.8 params
Search for datasets and discover their constituent assets and available analyses. Returns datasets matching the query along with paginated asset lists and analysis information.
Parameters* required
memostringSearch by dataset memo/identifier (e.g., "AAPL:US-R", "SPX-R"). Supports fuzzy matching for typos.
namestringSearch by dataset name (e.g., "Return Series", "Liquidity Dataset"). Supports fuzzy matching.
limitnumberMaximum number of datasets to return (default: 10, max: 50)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalasset_pagenumberPage number for constituent assets (default: 1)
model_filterstringOptional: filter analyses by model (e.g., "GARCH", "GJR-GARCH")
asset_page_sizenumberNumber of assets per page (default: 20, max: 100)
application_filterstringOptional: filter analyses by application (e.g., "Volatility Analysis")
search.asset_in_datasetCheck if a specific asset is a constituent of a dataset and retrieve available analyses for that combination.3 params
Check if a specific asset is a constituent of a dataset and retrieve available analyses for that combination.
Parameters* required
tickerstringAsset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimaldataset_memostringDataset memo/identifier to check membership in (e.g., "WORLDFIN-MR", "SPX-R")
search.analysesSearch for analyses by application, model, or memo. Returns flat results with full context for each analysis instance.8 params
Search for analyses by application, model, or memo. Returns flat results with full context for each analysis instance.
Parameters* required
memostringSearch by analysis memo pattern (e.g., "AAPL-GARCH")
pagenumberPage number for pagination (default: 1)
limitnumberMaximum number of results to return (default: 20, max: 100)
modelstringSearch by model name (e.g., "GARCH", "GJR-GARCH", "EGARCH")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalapplicationstringSearch by application name (e.g., "Volatility Analysis", "Risk Metrics")
ticker_filterstringOptional: filter by specific ticker
dataset_filterstringOptional: filter by specific dataset memo
volatility.getAnnualized volatility time series for an asset (GARCH-family models).8 params
Annualized volatility time series for an asset (GARCH-family models).
Parameters* required
limitnumberMaximum data points to return (default: 252, ~1 year of trading days)
modelstringModel name (e.g., "GJR-GARCH", "GARCH", "EGARCH"). Default: GJR-GARCH
tickerstringAsset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is required.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringFilter to date (`YYYY-MM-DD` format)
start_datestringFilter from date (`YYYY-MM-DD` format)
dataset_memostringOptional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parameter is for convenience and consistency with V-Lab's universal lookup convention rather than disambiguation. Cannot be used without `ticker`.
analysis_memostringDirect analysis memo (e.g., "VOL.AAPL:US-R.GJR-GARCH"). Either `ticker` or `analysis_memo` is required.
liquidity.getGet liquidity time series data for an asset. Returns illiquidity measures from ILLIQ models. SMEM and MFMEM models also include long-term trend data.8 params
Get liquidity time series data for an asset. Returns illiquidity measures from ILLIQ models. SMEM and MFMEM models also include long-term trend data.
Parameters* required
limitnumberMaximum data points to return (default: 252)
modelstringModel name (e.g., "ILLIQ-AMEM", "ILLIQ-SMEM", "ILLIQ-MFMEM"). Default: ILLIQ-AMEM
tickerstringAsset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is required.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringFilter to date (`YYYY-MM-DD` format)
start_datestringFilter from date (`YYYY-MM-DD` format)
dataset_memostringOptional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parameter is for convenience and consistency with V-Lab's universal lookup convention rather than disambiguation. Cannot be used without `ticker`.
analysis_memostringDirect analysis memo (e.g., "LIQ.AAPL:US-LD.ILLIQ-AMEM"). Either `ticker` or `analysis_memo` is required.
liquidity.illiq_compositeGet the ILLIQ Composite market-wide liquidity index. This time series shows aggregate market liquidity conditions based on market-cap weighted average of individual ILLIQ measures. Higher values indicate less liquid markets.4 params
Get the ILLIQ Composite market-wide liquidity index. This time series shows aggregate market liquidity conditions based on market-cap weighted average of individual ILLIQ measures. Higher values indicate less liquid markets.
Parameters* required
limitnumberMaximum data points to return (default: 252, ~1 year of trading days)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringFilter to date (`YYYY-MM-DD` format)
start_datestringFilter from date (`YYYY-MM-DD` format)
liquidity.list_change_countriesList countries that have aggregated sector-change data — the input universe for `liquidity.changes`. Returns each country with its asset count. Note: this is not the universe of every country with ILLIQ coverage; per-asset tools like `liquidity.get` and `liquidity.movers` work...1 params
List countries that have aggregated sector-change data — the input universe for `liquidity.changes`. Returns each country with its asset count. Note: this is not the universe of every country with ILLIQ coverage; per-asset tools like `liquidity.get` and `liquidity.movers` work...
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalliquidity.changesGet sector-level liquidity statistics for a country. Shows which GICS sectors are experiencing liquidity stress (deteriorating) or improvement.3 params
Get sector-level liquidity statistics for a country. Shows which GICS sectors are experiencing liquidity stress (deteriorating) or improvement.
Parameters* required
countrystringISO3 country code (e.g., "USA", "JPN", "GBR"). Default: USA. Use "ALL" for global aggregate.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalsort_bystringSort metric: "change" (avg illiquidity change), "level" (avg illiquidity level), or "pct_deteriorating" (% assets with worsening liquidity). Default: change
liquidity.moversGet assets with highest illiquidity ("hot") or fastest deteriorating liquidity ("heating"). Use to identify liquidity-stressed assets.5 params
Get assets with highest illiquidity ("hot") or fastest deteriorating liquidity ("heating"). Use to identify liquidity-stressed assets.
Parameters* required
typestring"hot" = most illiquid assets (highest current ILLIQ level), "heating" = fastest deteriorating (largest increase in ILLIQ)one of
hot · heatinglimitnumberMaximum results to return (default: 20, max: 50)
sectorstringOptional GICS sector to filter (e.g., "Financials", "Energy", "Health Care", "Information Technology", "Industrials")
countrystringOptional ISO3 country code to filter (e.g., "USA", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalvolatility.global_mapGet relative volatility percentiles for all countries. Supports single-date snapshots OR time series with `start_date`/`end_date`. Data available from 1990 to present. Drill down: `volatility.country.get` (sectors) or `volatility.country.summary` (key indices).6 params
Get relative volatility percentiles for all countries. Supports single-date snapshots OR time series with `start_date`/`end_date`. Data available from 1990 to present. Drill down: `volatility.country.get` (sectors) or `volatility.country.summary` (key indices).
Parameters* required
datestringSingle date snapshot (`YYYY-MM-DD`). Defaults to latest. Ignored if start_date/end_date provided.
limitnumberMax number of dates to return in time-series mode (default 252 ≈ one trading year, max 2500). Ignored for single-date mode.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date for time series (`YYYY-MM-DD`). Use with start_date for historical data.
countriesarrayOptional list of ISO3 country codes to filter (e.g., ["USA", "GBR", "JPN"]). Returns all countries if not specified.
start_datestringStart date for time series (`YYYY-MM-DD`). Use with end_date for historical data.
volatility.country.getGet GICS sector/industry volatility breakdown for a specific country. Without `industry` param: returns sectors. With `industry` param (e.g. `"20"`): returns sub-industries. Drill down: `volatility.country.industries` (individual assets within an industry).4 params
Get GICS sector/industry volatility breakdown for a specific country. Without `industry` param: returns sectors. With `industry` param (e.g. `"20"`): returns sub-industries. Drill down: `volatility.country.industries` (individual assets within an industry).
Parameters* required
datestringDate for snapshot (`YYYY-MM-DD` format). Defaults to latest available.
countrystringISO3 country code (e.g., "USA", "GBR", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalindustrystringGICS sector code to get sub-industries (e.g., "10" for Energy, "20" for Industrials)
volatility.country.summaryGet market summary for a country showing key indices with current volatility levels and changes, grouped by market type (Equities, Currencies, etc.). Drill down: `volatility.get` (full time series for any asset).4 params
Get market summary for a country showing key indices with current volatility levels and changes, grouped by market type (Equities, Currencies, etc.). Drill down: `volatility.get` (full time series for any asset).
Parameters* required
datestringDate for snapshot (`YYYY-MM-DD` format). Defaults to latest available.
countrystringISO3 country code (e.g., "USA", "GBR", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalmarket_typestringFilter by market type (e.g., "Equities", "Fixed Income", "Commodities")
volatility.country.industriesGet individual assets within a GICS industry for a country, with relative volatility percentiles and levels. Use after `volatility.country.get` to drill down from sector/industry to individual assets. Part of the volatility hierarchy.3 params
Get individual assets within a GICS industry for a country, with relative volatility percentiles and levels. Use after `volatility.country.get` to drill down from sector/industry to individual assets. Part of the volatility hierarchy.
Parameters* required
countrystringISO3 country code (e.g., "USA", "GBR", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalindustrystringGICS industry code (e.g., `"201030"` for Construction & Engineering). Get these from `volatility.country.get` with an `industry` parameter.
climate_benchmarks.listList available climate risk benchmarks. These are V-Lab's proprietary climate factor portfolios including Stranded Assets, Emissions Factor, Oil Beta Factor, and Subsidy Factor.1 params
List available climate risk benchmarks. These are V-Lab's proprietary climate factor portfolios including Stranded Assets, Emissions Factor, Oil Beta Factor, and Subsidy Factor.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalclimate_benchmarks.returnsGet returns time series for a climate benchmark. Returns cumulative returns by default (base 100), or daily returns if cumulative=false.5 params
Get returns time series for a climate benchmark. Returns cumulative returns by default (base 100), or daily returns if cumulative=false.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date for time series (`YYYY-MM-DD` format)
benchmarkstringBenchmark name or display code (e.g., "Stranded Assets", "SA", "Emissions Factor", "EMIT")
cumulativebooleanReturn cumulative returns (base 100) if true, daily returns if false. Default: true
start_datestringStart date for time series (`YYYY-MM-DD` format)
climate_benchmarks.volatilityGet annualized volatility time series for a climate benchmark.4 params
Get annualized volatility time series for a climate benchmark.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date for time series (`YYYY-MM-DD` format)
benchmarkstringBenchmark name or display code (e.g., "Stranded Assets", "SA", "Emissions Factor", "EMIT")
start_datestringStart date for time series (`YYYY-MM-DD` format)
climate_benchmarks.correlationsGet correlation matrix between all available climate benchmarks.2 params
Get correlation matrix between all available climate benchmarks.
Parameters* required
windowstringCorrelation window: "1Y" (1 year), "3Y" (3 years), "5Y" (5 years), "EW" (exponentially weighted), or "Max" (full history). Default: 1Y
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalsrisk.listList available SRISK (systemic risk) analyses with regions and coverage. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.2 params
List available SRISK (systemic risk) analyses with regions and coverage. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalregion_filterstringFilter by region using a 3-letter ISO 3166-1 country code (e.g., "USA", "JPN", "DEU", "GBR") or "WORLD" for the global aggregate.
srisk.rankingGet top entities ranked by SRISK (systemic risk). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`. Data note:...9 params
Get top entities ranked by SRISK (systemic risk). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`. Data note:...
Parameters* required
datestringDate (`YYYY-MM-DD`). Defaults to latest available.
limitnumberMaximum number of results to return (default: 10, max: 50)
countrystringISO3 country code to filter by (e.g., "USA", "CHN", "GBR"). Only applies when `aggregate_by=firm`.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalrank_bystringMetric to rank by: "srisk" (capital shortfall), "lrmes" (long-run marginal expected shortfall), or "leverage". Default: srisk. Note: lrmes and leverage only apply to firm aggregation.
aggregate_bystringAggregation level: "firm" (default), "country", "region" (continent: Africa, Americas, Asia, Europe), or "market" (Developed, Emerging, Frontier, EAFE)one of
firm · country · region · marketanalysis_memostringAnalysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES", "RISK.USFIN-MR.MES"). Default: RISK.WORLDFIN-MR.GMES
change_periodstringComparison period for change calculation: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". SRISK data is available at monthly frequency. The response shows both the current date and comparison_date used.one of
1m · 2m · 3m · 4m · 5m · 6minclude_changebooleanInclude period-over-period change data with attribution breakdown (debt/equity/risk/composition). Works with all aggregation levels. Default: false
srisk.countryGet SRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.10 params
Get SRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.
Parameters* required
datestringDate for firm rankings (`YYYY-MM-DD`). Ignored if `time_series=true`. Defaults to latest.
limitnumberMax firms (1-100, default: 20) or data points for time series (1-10000, default: 252)
countrystringISO3 country code (e.g., "USA", "CHN", "GBR", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalsort_bystringSort metric for firm rankings: "srisk", "lrmes", or "leverage". Default: srisk
end_datestringEnd date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.
frequencystringTime series sampling frequency (only used with `time_series=true`). M=monthly (default), Q=quarterly, Y=yearly.one of
M · Q · Ystart_datestringStart date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.
time_seriesbooleanReturn time series instead of firm list. Includes total SRISK, capacity, and probability of crisis. Default: false
analysis_memostringAnalysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES", "RISK.JPFIN-MR.DMES"). Default: RISK.WORLDFIN-MR.GMES
srisk.firmGet SRISK time series for a specific firm. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.6 params
Get SRISK time series for a specific firm. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.
Parameters* required
limitnumberMaximum data points to return (default: 252, max: 10000)
tickerstringFirm ticker with exchange suffix (e.g., "JPM:US", "HSBA:LN", "1398:HK"). The exchange suffix is required — use `search.assets` to find the correct format.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
start_datestringStart date (`YYYY-MM-DD`)
analysis_memostringAnalysis memo (e.g., "RISK.USFIN-MR.MES"). Auto-detected from `ticker` if not specified.
srisk.moversGet firms with largest SRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the SRISK hierarchy for identifying risk trends.6 params
Get firms with largest SRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the SRISK hierarchy for identifying risk trends.
Parameters* required
limitnumberMaximum results per direction (default: 10, max: 25)
periodstringComparison period: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". SRISK data is available at monthly frequency.one of
1m · 2m · 3m · 4m · 5m · 6mcountrystringISO3 country code to filter by (e.g., "USA", "CHN", "GBR")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimaldirectionstringFilter direction: "up" (increases only), "down" (decreases only), "both" (default)one of
up · down · bothanalysis_memostringAnalysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES"). Default: RISK.WORLDFIN-MR.GMES
crisk.listList available CRISK (climate risk) analyses with coverage. CRISK is the climate-stress analog of SRISK, measuring expected capital shortfall under a climate-risk factor shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.1 params
List available CRISK (climate risk) analyses with coverage. CRISK is the climate-stress analog of SRISK, measuring expected capital shortfall under a climate-risk factor shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalcrisk.rankingGet top entities ranked by CRISK (climate-stress capital shortfall). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk...9 params
Get top entities ranked by CRISK (climate-stress capital shortfall). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk...
Parameters* required
datestringDate (`YYYY-MM-DD`). Defaults to latest available.
limitnumberMaximum number of results to return (default: 10, max: 50)
countrystringISO3 country code to filter by (e.g., "USA", "CHN", "GBR"). Only applies when `aggregate_by=firm`.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalrank_bystringMetric to rank by: "crisk" (climate capital shortfall), "climate_lrmes" (long-run marginal expected shortfall under climate stress), or "leverage". Default: crisk. Note: climate_lrmes and leverage only apply to firm aggregation.
aggregate_bystringAggregation level: "firm" (default), "country", "region" (continent: Africa, Americas, Asia, Europe), or "market" (Developed, Emerging, Frontier, EAFE)one of
firm · country · region · marketanalysis_memostringAnalysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES
change_periodstringComparison period for change calculation: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". CRISK data is available at monthly frequency. The response shows both the current date and comparison_date used.one of
1m · 2m · 3m · 4m · 5m · 6minclude_changebooleanInclude period-over-period change data with attribution breakdown (debt/equity/risk/composition). Works with all aggregation levels. Default: false
crisk.countryGet CRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.10 params
Get CRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.
Parameters* required
datestringDate for firm rankings (`YYYY-MM-DD`). Ignored if `time_series=true`. Defaults to latest.
limitnumberMax firms (1-100, default: 20) or data points for time series (1-10000, default: 252)
countrystringISO3 country code (e.g., "USA", "CHN", "GBR", "JPN")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalsort_bystringSort metric for firm rankings: "crisk", "climate_lrmes", or "leverage". Default: crisk
end_datestringEnd date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.
frequencystringTime series sampling frequency (only used with `time_series=true`). M=monthly (default), Q=quarterly, Y=yearly.one of
M · Q · Ystart_datestringStart date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.
time_seriesbooleanReturn time series instead of firm list. Includes total CRISK and marginal CRISK. Default: false
analysis_memostringAnalysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES (global financials in USD)
crisk.firmGet CRISK time series for a specific firm. CRISK is computed from components (climate beta, market cap, book assets, book equity) using a 50% climate stress shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.6 params
Get CRISK time series for a specific firm. CRISK is computed from components (climate beta, market cap, book assets, book equity) using a 50% climate stress shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.
Parameters* required
limitnumberMaximum data points to return (default: 252, max: 10000)
tickerstringFirm ticker with exchange suffix (e.g., "JPM:US", "HSBA:LN", "1398:HK"). The exchange suffix is required — use `search.assets` to find the correct format.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
start_datestringStart date (`YYYY-MM-DD`)
analysis_memostringAnalysis memo (e.g., "CLIM.WORLDFIN-MR.CMES"). Auto-detected from `ticker` if not specified.
crisk.moversGet firms with largest CRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the CRISK hierarchy for identifying climate risk trends.6 params
Get firms with largest CRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the CRISK hierarchy for identifying climate risk trends.
Parameters* required
limitnumberMaximum results per direction (default: 10, max: 25)
periodstringComparison period: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". CRISK data is available at monthly frequency.one of
1m · 2m · 3m · 4m · 5m · 6mcountrystringISO3 country code to filter by (e.g., "USA", "CHN", "GBR")
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimaldirectionstringFilter direction: "up" (increases only), "down" (decreases only), "both" (default)one of
up · down · bothanalysis_memostringAnalysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES
covol.listList available COVOL (common volatility) analyses with coverage. COVOL extracts a synchronized-stress factor from the cross-section of daily returns within each dataset. Each analysis covers a different universe (e.g., country ETFs, asset classes, commodities). Part of the COV...1 params
List available COVOL (common volatility) analyses with coverage. COVOL extracts a synchronized-stress factor from the cross-section of daily returns within each dataset. Each analysis covers a different universe (e.g., country ETFs, asset classes, commodities). Part of the COV...
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalcovol.summaryCOVOL stress snapshot: composite PC1 plus per-analysis levels across every available COVOL analysis.1 params
COVOL stress snapshot: composite PC1 plus per-analysis levels across every available COVOL analysis.
Parameters* required
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalcovol.compositeGet Composite COVOL Index time series. Returns the systematic stress component (PC1) with daily factor loadings showing how each analysis contributes to market-wide stress.4 params
Get Composite COVOL Index time series. Returns the systematic stress component (PC1) with daily factor loadings showing how each analysis contributes to market-wide stress.
Parameters* required
limitnumberMax data points (default 252, max 10000)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
start_datestringStart date (`YYYY-MM-DD`)
covol.cavGet COVOL-Adjusted Volatility (CAV) time series for each analysis and aggregate (ACAV). CAV is the annualized risk of the common factor within each analysis. ACAV combines all four into a single portfolio-level risk metric.4 params
Get COVOL-Adjusted Volatility (CAV) time series for each analysis and aggregate (ACAV). CAV is the annualized risk of the common factor within each analysis. ACAV combines all four into a single portfolio-level risk metric.
Parameters* required
limitnumberMax data points (default 252, max 10000)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
start_datestringStart date (`YYYY-MM-DD`)
covol.getGet COVOL Index time series for a specific analysis. Use `covol.list` to discover the available analyses and their memo strings.5 params
Get COVOL Index time series for a specific analysis. Use `covol.list` to discover the available analyses and their memo strings.
Parameters* required
limitnumberMax data points (default 252, max 10000)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
start_datestringStart date (`YYYY-MM-DD`)
analysis_memostringCOVOL analysis memo. Use `covol.list` to discover valid values.
covol.loadingsGet asset loadings (factor sensitivities) for a COVOL analysis. Shows how much each asset contributes to common volatility, both equal-weighted and variance-weighted.3 params
Get asset loadings (factor sensitivities) for a COVOL analysis. Shows how much each asset contributes to common volatility, both equal-weighted and variance-weighted.
Parameters* required
datestringMonth-end date for loadings (`YYYY-MM-DD`). Defaults to latest.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalanalysis_memostringCOVOL analysis memo
covol.eventsGet top COVOL events (highest stress dates) for an analysis with z-scores and event descriptions. Events include major market crashes, geopolitical events, and policy shocks.4 params
Get top COVOL events (highest stress dates) for an analysis with z-scores and event descriptions. Events include major market crashes, geopolitical events, and policy shocks.
Parameters* required
datestringMonth-end date (`YYYY-MM-DD`). Defaults to latest.
limitnumberMax events to return (default 10, max 50)
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalanalysis_memostringCOVOL analysis memo
lrvar.summaryCurrent Long-Run VaR across all horizons and percentiles (decimals, e.g., -0.1435 = 14.35% loss). Returns LRGJRF (return-series) and/or LRGJROF (options-augmented) where available.2 params
Current Long-Run VaR across all horizons and percentiles (decimals, e.g., -0.1435 = 14.35% loss). Returns LRGJRF (return-series) and/or LRGJROF (options-augmented) where available.
Parameters* required
tickerstringAsset ticker with exchange suffix (e.g., "SPY:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format.
profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimallrvar.getLong-Run VaR time series for an analysis (decimals, e.g., -0.1435 = 14.35% loss). Horizons: 30d (tactical) or 365d (strategic). Percentiles: 1 or 5.10 params
Long-Run VaR time series for an analysis (decimals, e.g., -0.1435 = 14.35% loss). Horizons: 30d (tactical) or 365d (strategic). Percentiles: 1 or 5.
Parameters* required
limitnumberMax data points (default 252, max 10000)
modelstringModel memo (LRGJRF or LRGJROF)
tickerstringAsset ticker with exchange suffix (e.g., "SPY:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is required.
horizonnumberVaR horizon in calendar days: 30 (≈1 month, tactical) or 365 (1 year, strategic). Default 30.one of
30 · 365profilestringResponse verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all current behavior.one of
standard · minimalend_datestringEnd date (`YYYY-MM-DD`)
percentilenumberVaR percentile (default 1)one of
1 · 5start_datestringStart date (`YYYY-MM-DD`)
dataset_memostringOptional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parameter is for convenience and consistency with V-Lab's universal lookup convention rather than disambiguation. Cannot be used without `ticker`.
analysis_memostringAnalysis memo (e.g., 'LTR.SPX:IND-R.LRGJRF'). Either `ticker` or `analysis_memo` is required.
feedback.submitReport feedback on V-Lab MCP to help improve the server. TWO SHAPES ARE SUPPORTED: 1. Tool rating — pass tool_name + helpful (+ optional message): { tool_name: "volatility.get", helpful: true, message: "Data was clear and correct" } { tool_name: "srisk.ranking", helpful: false...5 params
Report feedback on V-Lab MCP to help improve the server. TWO SHAPES ARE SUPPORTED: 1. Tool rating — pass tool_name + helpful (+ optional message): { tool_name: "volatility.get", helpful: true, message: "Data was clear and correct" } { tool_name: "srisk.ranking", helpful: false...
Parameters* required
commentstringLegacy alias for `message`. Prefer `message` in new calls.
helpfulbooleanOptional. Did the tool help accomplish the task? Only meaningful when tool_name is provided.
messagestringFree-form feedback: error details, unexpected behavior, feature requests, or general comments.
categorystringOptional. Category of general feedback. Use when tool_name is not applicable.one of
bug_report · feature_request · data_request · rating · generaltool_namestringOptional. Name of the V-Lab tool being rated (e.g., `"volatility.get"`). Omit for general feedback, feature requests, or bug reports not tied to a specific tool.
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