# V-Lab MCP Financial-risk data from NYU Stern's Volatility and Risk Institute: volatility, SRISK, CRISK, COVOL, ILLIQ, climate benchmarks, and long-run VaR, exposed as MCP tools backed by published academic res… ## Quick Start ```bash # Connect this server (installs CLI if needed) npx -y smithery mcp add nyuvlab/vlab # Browse available tools npx -y smithery tool list nyuvlab/vlab # Get full schema for a tool npx -y smithery tool get nyuvlab/vlab server.info # Call a tool npx -y smithery tool call nyuvlab/vlab server.info '{}' ``` ## Direct MCP Connection Endpoint: `https://vlab.run.tools` ## Tools (39) - `server.info` — Get information about the V-Lab MCP server including capabilities, status, and available features - `search.assets` — Resolve a financial asset by ticker, name, FIGI, SEDOL, or GVKEY. Returns compact results (ticker, name, active, last_r… - `search.datasets` — Search for datasets and discover their constituent assets and available analyses. Returns datasets matching the query a… - `search.asset_in_dataset` — Check if a specific asset is a constituent of a dataset and retrieve available analyses for that combination. - `search.analyses` — Search for analyses by application, model, or memo. Returns flat results with full context for each analysis instance. - `volatility.get` — Annualized volatility time series for an asset (GARCH-family models). - `liquidity.get` — Get liquidity time series data for an asset. Returns illiquidity measures from ILLIQ models. SMEM and MFMEM models also… - `liquidity.illiq_composite` — Get the ILLIQ Composite market-wide liquidity index. This time series shows aggregate market liquidity conditions based… - `liquidity.list_change_countries` — List countries that have aggregated sector-change data — the input universe for `liquidity.changes`. Returns each count… - `liquidity.changes` — Get sector-level liquidity statistics for a country. Shows which GICS sectors are experiencing liquidity stress (deteri… - `liquidity.movers` — Get assets with highest illiquidity ("hot") or fastest deteriorating liquidity ("heating"). Use to identify liquidity-s… - `volatility.global_map` — Get relative volatility percentiles for all countries. Supports single-date snapshots OR time series with `start_date`/… - `volatility.country.get` — Get GICS sector/industry volatility breakdown for a specific country. Without `industry` param: returns sectors. With `… - `volatility.country.summary` — Get market summary for a country showing key indices with current volatility levels and changes, grouped by market type… - `volatility.country.industries` — Get individual assets within a GICS industry for a country, with relative volatility percentiles and levels. Use after … - `climate_benchmarks.list` — List available climate risk benchmarks. These are V-Lab's proprietary climate factor portfolios including Stranded Asse… - `climate_benchmarks.returns` — Get returns time series for a climate benchmark. Returns cumulative returns by default (base 100), or daily returns if … - `climate_benchmarks.volatility` — Get annualized volatility time series for a climate benchmark. - `climate_benchmarks.correlations` — Get correlation matrix between all available climate benchmarks. - `srisk.list` — List available SRISK (systemic risk) analyses with regions and coverage. Part of the SRISK hierarchy: `srisk.list` → `s… - `srisk.ranking` — Get top entities ranked by SRISK (systemic risk). Can rank firms (default), countries, regions (continents), or markets… - `srisk.country` — Get SRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_s… - `srisk.firm` — Get SRISK time series for a specific firm. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country… - `srisk.movers` — Get firms with largest SRISK changes over a period. Returns top increases and/or decreases with change attribution (deb… - `crisk.list` — List available CRISK (climate risk) analyses with coverage. CRISK is the climate-stress analog of SRISK, measuring expe… - `crisk.ranking` — Get top entities ranked by CRISK (climate-stress capital shortfall). Can rank firms (default), countries, regions (cont… - `crisk.country` — Get CRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_s… - `crisk.firm` — Get CRISK time series for a specific firm. CRISK is computed from components (climate beta, market cap, book assets, bo… - `crisk.movers` — Get firms with largest CRISK changes over a period. Returns top increases and/or decreases with change attribution (deb… - `covol.list` — List available COVOL (common volatility) analyses with coverage. COVOL extracts a synchronized-stress factor from the c… - `covol.summary` — COVOL stress snapshot: composite PC1 plus per-analysis levels across every available COVOL analysis. - `covol.composite` — Get Composite COVOL Index time series. Returns the systematic stress component (PC1) with daily factor loadings showing… - `covol.cav` — Get COVOL-Adjusted Volatility (CAV) time series for each analysis and aggregate (ACAV). CAV is the annualized risk of t… - `covol.get` — Get COVOL Index time series for a specific analysis. Use `covol.list` to discover the available analyses and their memo… - `covol.loadings` — Get asset loadings (factor sensitivities) for a COVOL analysis. Shows how much each asset contributes to common volatil… - `covol.events` — Get top COVOL events (highest stress dates) for an analysis with z-scores and event descriptions. Events include major … - `lrvar.summary` — Current Long-Run VaR across all horizons and percentiles (decimals, e.g., -0.1435 = 14.35% loss). Returns LRGJRF (retur… - `lrvar.get` — Long-Run VaR time series for an analysis (decimals, e.g., -0.1435 = 14.35% loss). Horizons: 30d (tactical) or 365d (str… - `feedback.submit` — Report feedback on V-Lab MCP to help improve the server. ```bash # Get full input/output schema for a tool npx -y smithery tool get nyuvlab/vlab ```