Corporate Credit Spread Gap Risk Engine

Simulates sudden, discontinuous multi-notch corporate credit downgrades to measure portfolio liquidation impacts.

Quant Finance MCP Tool · Portfolio Risk 239 installs Open source · Free Eval-verified

Fixed Income Quants · Credit default swap curves Corporate credit spreads

Updated Jun 2026

MCP Config — Paste into Claude Desktop

Server: Portfolio Risk · Function: credit_default_model · 9 total tools · SSE endpoint ↗

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

SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation.

I want to install the ClaudeFinanceLab MCP server for "Corporate Credit Spread Gap Risk Engine".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

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

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible client.

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Corporate Credit Spread Gap Risk Engine