Risk Calculation

Overview

Risk Calculation is a Model Context Protocol server that computes local IRB and standardised credit risk weights, RWA, and capital requirements under EU CRR/CRR3 and BDDK regulations. Any MCP-compatible AI assistant can invoke its tools directly, letting models decide when to apply risk calculations during conversations or agent workflows.

The server runs entirely locally via the npm package risk-calculation-mcp, communicating over stdio. Installation is straightforward with npx -y risk-calculation-mcp and requires no authentication or external credentials. The latest release is v1.0.0.

Risk Calculation is categorized as a Development tool on mcp.site and integrates with all MCP clients including Claude Desktop, Claude Code, Cursor, VS Code, Windsurf, and Zed. If you maintain this server, claim your listing to earn a Verified badge and keep information up to date.

Installation

// claude_desktop_config.json
{
  "mcpServers": {
    "risk_calculation": {
      "command": "npx",
      "args": [
        "-y",
        "risk-calculation-mcp"
      ]
    }
  }
}