Corp Finance Tools - Risk & Quant

What problem does it solve?

This skill eliminates manual, error-prone quantitative risk and portfolio calculations by providing a suite of high-precision, production-ready MCP tools that run financial math in 128-bit decimal precision and return structured, auditable outputs.

Core Features & Use Cases

• Factor & Attribution Analysis: multi-factor regressions (CAPM, Fama-French, Carhart), factor-based attribution, and Brinson-style sector attribution for performance decomposition.
• Portfolio Construction & Optimization: mean-variance optimisation, Black-Litterman posterior estimation, risk parity, and index weighting/rebalancing workflows with constraint support and transaction-cost aware rebalances.
• Risk Measurement & Credit Analytics: parametric/historical VaR and CVaR, tail-risk componentisation, credit portfolio VaR via Gaussian copula, rating migration analytics, PD calibration, and economic capital calculations.
• Market Microstructure & Execution: bid-ask spread decomposition, Kyle lambda, and Almgren–Chriss optimal execution trajectories for institutional trading decisions.
• Real-world Example: an asset manager can run factor_model to decompose active returns, feed posterior returns to black_litterman_portfolio to produce tilt weights, and run tail_risk_analysis and stress_test to quantify CVaR and scenario losses before rebalancing.

Quick Start

Use the corp-finance-mcp tools to run a 99% CVaR tail risk analysis and factor risk decomposition for my portfolio and return component contributions, methodology, assumptions, warnings, and metadata.