Risk Desk for ChatGPT
com.avidquant/riskdesk
Portfolio risk from supplied data or a synthetic example: VaR, ES, stress, credit, FRTB.
client:ChatGPT
transport:streamable-http
tools:29
Install Risk Desk in ChatGPT
Settings → Connectors → Advanced → Developer mode
https://riskdesk.avidquant.com/mcpCustom connectors are a paid-plan feature and take a remote URL only. ChatGPT cannot run a packaged server locally. ChatGPT docs
What ChatGPT can do once it is connected
- risk_desk_status
- risk_tail
- risk_exposure
- risk_stress
- risk_tail_models
- risk_backtest
- risk_derivatives_greeks
- risk_derivatives_grid
- risk_derivatives_historical
- risk_covariance
- risk_var_attribution
- risk_es_attribution
- risk_factor_exposure
- risk_limits
- risk_what_if
- risk_liquidity
- risk_stress_replay
- risk_reverse_stress
- risk_scenario_scale
- risk_saccr
- risk_exposure_profile
- risk_credit_asrf
- risk_credit_copula
- risk_frtb_imcc