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
# 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 featuressearch.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 forliquidity.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 withstart_date/…volatility.country.get— Get GICS sector/industry volatility breakdown for a specific country. Withoutindustryparam: 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. Usecovol.listto 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.
# Get full input/output schema for a tool
npx -y smithery tool get nyuvlab/vlab