server.infoGet information about the V-Lab MCP server including capabilities, status, and available features1 params

Get information about the V-Lab MCP server including capabilities, status, and available features

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

search.assetsResolve a financial asset by ticker, name, FIGI, SEDOL, or GVKEY. Returns compact results (ticker, name, active, last_result_date). Pass `include_analyses:true` for the full analyses catalog.11 params

Resolve a financial asset by ticker, name, FIGI, SEDOL, or GVKEY. Returns compact results (ticker, name, active, last_result_date). Pass `include_analyses:true` for the full analyses catalog.

Parameters* required

application_filterstring

Filter by application (e.g., "Volatility Analysis")

figistring

OpenFIGI identifier. Exact match.

gvkeystring

Compustat GVKEY. Exact match. Combine with iid if needed.

iidstring

Compustat issue ID. Only used with gvkey.

include_analysesboolean

If true, include the full applications/models/datasets catalog per asset. Default false (compact response) to save tokens — then drill in via `search.analyses` or `get_*` tools.

limitnumber

Max assets returned (default 10, max 50)

model_filterstring

Filter by model (e.g., "GARCH")

namestring

Asset name (e.g., Apple, S&P 500). Fuzzy matching.

profilestring

Response profile. `"minimal"` strips `related_tools`, notes, units, and query echoes to save tokens. Default `"standard"`.one of standard · minimal

sedolstring

SEDOL identifier. Exact match.

tickerstring

Ticker symbol (e.g., AAPL, GOOGL). Fuzzy matching for typos.

search.datasetsSearch for datasets and discover their constituent assets and available analyses. Returns datasets matching the query along with paginated asset lists and analysis information.8 params

Search for datasets and discover their constituent assets and available analyses. Returns datasets matching the query along with paginated asset lists and analysis information.

Parameters* required

application_filterstring

Optional: filter analyses by application (e.g., "Volatility Analysis")

asset_pagenumber

Page number for constituent assets (default: 1)

asset_page_sizenumber

Number of assets per page (default: 20, max: 100)

limitnumber

Maximum number of datasets to return (default: 10, max: 50)

memostring

Search by dataset memo/identifier (e.g., "AAPL:US-R", "SPX-R"). Supports fuzzy matching for typos.

model_filterstring

Optional: filter analyses by model (e.g., "GARCH", "GJR-GARCH")

namestring

Search by dataset name (e.g., "Return Series", "Liquidity Dataset"). Supports fuzzy matching.

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

search.asset_in_datasetCheck if a specific asset is a constituent of a dataset and retrieve available analyses for that combination.3 params

Check if a specific asset is a constituent of a dataset and retrieve available analyses for that combination.

Parameters* required

dataset_memostring

Dataset memo/identifier to check membership in (e.g., "WORLDFIN-MR", "SPX-R")

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

tickerstring

Asset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format.

search.analysesSearch for analyses by application, model, or memo. Returns flat results with full context for each analysis instance.8 params

Search for analyses by application, model, or memo. Returns flat results with full context for each analysis instance.

Parameters* required

applicationstring

Search by application name (e.g., "Volatility Analysis", "Risk Metrics")

dataset_filterstring

Optional: filter by specific dataset memo

limitnumber

Maximum number of results to return (default: 20, max: 100)

memostring

Search by analysis memo pattern (e.g., "AAPL-GARCH")

modelstring

Search by model name (e.g., "GARCH", "GJR-GARCH", "EGARCH")

pagenumber

Page number for pagination (default: 1)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

ticker_filterstring

Optional: filter by specific ticker

volatility.getAnnualized volatility time series for an asset (GARCH-family models).8 params

Annualized volatility time series for an asset (GARCH-family models).

Parameters* required

analysis_memostring

Direct analysis memo (e.g., "VOL.AAPL:US-R.GJR-GARCH"). Either `ticker` or `analysis_memo` is required.

dataset_memostring

Optional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parame...

end_datestring

Filter to date (`YYYY-MM-DD` format)

limitnumber

Maximum data points to return (default: 252, ~1 year of trading days)

modelstring

Model name (e.g., "GJR-GARCH", "GARCH", "EGARCH"). Default: GJR-GARCH

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Filter from date (`YYYY-MM-DD` format)

tickerstring

Asset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is re...

liquidity.getGet liquidity time series data for an asset. Returns illiquidity measures from ILLIQ models. SMEM and MFMEM models also include long-term trend data.8 params

Get liquidity time series data for an asset. Returns illiquidity measures from ILLIQ models. SMEM and MFMEM models also include long-term trend data.

Parameters* required

analysis_memostring

Direct analysis memo (e.g., "LIQ.AAPL:US-LD.ILLIQ-AMEM"). Either `ticker` or `analysis_memo` is required.

dataset_memostring

Optional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parame...

end_datestring

Filter to date (`YYYY-MM-DD` format)

limitnumber

Maximum data points to return (default: 252)

modelstring

Model name (e.g., "ILLIQ-AMEM", "ILLIQ-SMEM", "ILLIQ-MFMEM"). Default: ILLIQ-AMEM

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Filter from date (`YYYY-MM-DD` format)

tickerstring

Asset ticker with exchange suffix (e.g., "AAPL:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is re...

liquidity.illiq_compositeGet the ILLIQ Composite market-wide liquidity index. This time series shows aggregate market liquidity conditions based on market-cap weighted average of individual ILLIQ measures. Higher values indicate less liquid markets.4 params

Get the ILLIQ Composite market-wide liquidity index. This time series shows aggregate market liquidity conditions based on market-cap weighted average of individual ILLIQ measures. Higher values indicate less liquid markets.

Parameters* required

end_datestring

Filter to date (`YYYY-MM-DD` format)

limitnumber

Maximum data points to return (default: 252, ~1 year of trading days)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Filter from date (`YYYY-MM-DD` format)

liquidity.list_change_countriesList countries that have aggregated sector-change data — the input universe for `liquidity.changes`. Returns each country with its asset count. Note: this is not the universe of every country with ILLIQ coverage; per-asset tools like `liquidity.get` and `liquidity.movers` work...1 params

List countries that have aggregated sector-change data — the input universe for `liquidity.changes`. Returns each country with its asset count. Note: this is not the universe of every country with ILLIQ coverage; per-asset tools like `liquidity.get` and `liquidity.movers` work...

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

liquidity.changesGet sector-level liquidity statistics for a country. Shows which GICS sectors are experiencing liquidity stress (deteriorating) or improvement.3 params

Get sector-level liquidity statistics for a country. Shows which GICS sectors are experiencing liquidity stress (deteriorating) or improvement.

Parameters* required

countrystring

ISO3 country code (e.g., "USA", "JPN", "GBR"). Default: USA. Use "ALL" for global aggregate.

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

sort_bystring

Sort metric: "change" (avg illiquidity change), "level" (avg illiquidity level), or "pct_deteriorating" (% assets with worsening liquidity). Default: change

liquidity.moversGet assets with highest illiquidity ("hot") or fastest deteriorating liquidity ("heating"). Use to identify liquidity-stressed assets.5 params

Get assets with highest illiquidity ("hot") or fastest deteriorating liquidity ("heating"). Use to identify liquidity-stressed assets.

Parameters* required

countrystring

Optional ISO3 country code to filter (e.g., "USA", "JPN")

limitnumber

Maximum results to return (default: 20, max: 50)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

sectorstring

Optional GICS sector to filter (e.g., "Financials", "Energy", "Health Care", "Information Technology", "Industrials")

typestring

"hot" = most illiquid assets (highest current ILLIQ level), "heating" = fastest deteriorating (largest increase in ILLIQ)one of hot · heating

volatility.global_mapGet relative volatility percentiles for all countries. Supports single-date snapshots OR time series with `start_date`/`end_date`. Data available from 1990 to present. Drill down: `volatility.country.get` (sectors) or `volatility.country.summary` (key indices).6 params

Get relative volatility percentiles for all countries. Supports single-date snapshots OR time series with `start_date`/`end_date`. Data available from 1990 to present. Drill down: `volatility.country.get` (sectors) or `volatility.country.summary` (key indices).

Parameters* required

countriesarray

Optional list of ISO3 country codes to filter (e.g., ["USA", "GBR", "JPN"]). Returns all countries if not specified.

datestring

Single date snapshot (`YYYY-MM-DD`). Defaults to latest. Ignored if start_date/end_date provided.

end_datestring

End date for time series (`YYYY-MM-DD`). Use with start_date for historical data.

limitnumber

Max number of dates to return in time-series mode (default 252 ≈ one trading year, max 2500). Ignored for single-date mode.

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date for time series (`YYYY-MM-DD`). Use with end_date for historical data.

volatility.country.getGet GICS sector/industry volatility breakdown for a specific country. Without `industry` param: returns sectors. With `industry` param (e.g. `"20"`): returns sub-industries. Drill down: `volatility.country.industries` (individual assets within an industry).4 params

Get GICS sector/industry volatility breakdown for a specific country. Without `industry` param: returns sectors. With `industry` param (e.g. `"20"`): returns sub-industries. Drill down: `volatility.country.industries` (individual assets within an industry).

Parameters* required

countrystring

ISO3 country code (e.g., "USA", "GBR", "JPN")

datestring

Date for snapshot (`YYYY-MM-DD` format). Defaults to latest available.

industrystring

GICS sector code to get sub-industries (e.g., "10" for Energy, "20" for Industrials)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

volatility.country.summaryGet market summary for a country showing key indices with current volatility levels and changes, grouped by market type (Equities, Currencies, etc.). Drill down: `volatility.get` (full time series for any asset).4 params

Get market summary for a country showing key indices with current volatility levels and changes, grouped by market type (Equities, Currencies, etc.). Drill down: `volatility.get` (full time series for any asset).

Parameters* required

countrystring

ISO3 country code (e.g., "USA", "GBR", "JPN")

datestring

Date for snapshot (`YYYY-MM-DD` format). Defaults to latest available.

market_typestring

Filter by market type (e.g., "Equities", "Fixed Income", "Commodities")

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

volatility.country.industriesGet individual assets within a GICS industry for a country, with relative volatility percentiles and levels. Use after `volatility.country.get` to drill down from sector/industry to individual assets. Part of the volatility hierarchy.3 params

Get individual assets within a GICS industry for a country, with relative volatility percentiles and levels. Use after `volatility.country.get` to drill down from sector/industry to individual assets. Part of the volatility hierarchy.

Parameters* required

countrystring

ISO3 country code (e.g., "USA", "GBR", "JPN")

industrystring

GICS industry code (e.g., `"201030"` for Construction & Engineering). Get these from `volatility.country.get` with an `industry` parameter.

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

climate_benchmarks.listList available climate risk benchmarks. These are V-Lab's proprietary climate factor portfolios including Stranded Assets, Emissions Factor, Oil Beta Factor, and Subsidy Factor.1 params

List available climate risk benchmarks. These are V-Lab's proprietary climate factor portfolios including Stranded Assets, Emissions Factor, Oil Beta Factor, and Subsidy Factor.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

climate_benchmarks.returnsGet returns time series for a climate benchmark. Returns cumulative returns by default (base 100), or daily returns if cumulative=false.5 params

Get returns time series for a climate benchmark. Returns cumulative returns by default (base 100), or daily returns if cumulative=false.

Parameters* required

benchmarkstring

Benchmark name or display code (e.g., "Stranded Assets", "SA", "Emissions Factor", "EMIT")

cumulativeboolean

Return cumulative returns (base 100) if true, daily returns if false. Default: true

end_datestring

End date for time series (`YYYY-MM-DD` format)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date for time series (`YYYY-MM-DD` format)

climate_benchmarks.volatilityGet annualized volatility time series for a climate benchmark.4 params

Get annualized volatility time series for a climate benchmark.

Parameters* required

benchmarkstring

Benchmark name or display code (e.g., "Stranded Assets", "SA", "Emissions Factor", "EMIT")

end_datestring

End date for time series (`YYYY-MM-DD` format)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date for time series (`YYYY-MM-DD` format)

climate_benchmarks.correlationsGet correlation matrix between all available climate benchmarks.2 params

Get correlation matrix between all available climate benchmarks.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

windowstring

Correlation window: "1Y" (1 year), "3Y" (3 years), "5Y" (5 years), "EW" (exponentially weighted), or "Max" (full history). Default: 1Y

srisk.listList available SRISK (systemic risk) analyses with regions and coverage. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.2 params

List available SRISK (systemic risk) analyses with regions and coverage. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

region_filterstring

Filter by region using a 3-letter ISO 3166-1 country code (e.g., "USA", "JPN", "DEU", "GBR") or "WORLD" for the global aggregate.

srisk.rankingGet top entities ranked by SRISK (systemic risk). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`. Data note:...9 params

Get top entities ranked by SRISK (systemic risk). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`. Data note:...

Parameters* required

aggregate_bystring

Aggregation level: "firm" (default), "country", "region" (continent: Africa, Americas, Asia, Europe), or "market" (Developed, Emerging, Frontier, EAFE)one of firm · country · region · market

analysis_memostring

Analysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES", "RISK.USFIN-MR.MES"). Default: RISK.WORLDFIN-MR.GMES

change_periodstring

Comparison period for change calculation: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". SRISK data is available at monthly frequency. The response shows both the current date and com...one of 1m · 2m · 3m · 4m · 5m · 6m

countrystring

ISO3 country code to filter by (e.g., "USA", "CHN", "GBR"). Only applies when `aggregate_by=firm`.

datestring

Date (`YYYY-MM-DD`). Defaults to latest available.

include_changeboolean

Include period-over-period change data with attribution breakdown (debt/equity/risk/composition). Works with all aggregation levels. Default: false

limitnumber

Maximum number of results to return (default: 10, max: 50)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

rank_bystring

Metric to rank by: "srisk" (capital shortfall), "lrmes" (long-run marginal expected shortfall), or "leverage". Default: srisk. Note: lrmes and leverage only apply to firm aggregation.

srisk.countryGet SRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.10 params

Get SRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.

Parameters* required

analysis_memostring

Analysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES", "RISK.JPFIN-MR.DMES"). Default: RISK.WORLDFIN-MR.GMES

countrystring

ISO3 country code (e.g., "USA", "CHN", "GBR", "JPN")

datestring

Date for firm rankings (`YYYY-MM-DD`). Ignored if `time_series=true`. Defaults to latest.

end_datestring

End date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.

frequencystring

Time series sampling frequency (only used with `time_series=true`). M=monthly (default), Q=quarterly, Y=yearly.one of M · Q · Y

limitnumber

Max firms (1-100, default: 20) or data points for time series (1-10000, default: 252)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

sort_bystring

Sort metric for firm rankings: "srisk", "lrmes", or "leverage". Default: srisk

start_datestring

Start date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.

time_seriesboolean

Return time series instead of firm list. Includes total SRISK, capacity, and probability of crisis. Default: false

srisk.firmGet SRISK time series for a specific firm. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.6 params

Get SRISK time series for a specific firm. Part of the SRISK hierarchy: `srisk.list` → `srisk.ranking` → `srisk.country` → `srisk.firm`.

Parameters* required

analysis_memostring

Analysis memo (e.g., "RISK.USFIN-MR.MES"). Auto-detected from `ticker` if not specified.

end_datestring

End date (`YYYY-MM-DD`)

limitnumber

Maximum data points to return (default: 252, max: 10000)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

tickerstring

Firm ticker with exchange suffix (e.g., "JPM:US", "HSBA:LN", "1398:HK"). The exchange suffix is required — use `search.assets` to find the correct format.

srisk.moversGet firms with largest SRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the SRISK hierarchy for identifying risk trends.6 params

Get firms with largest SRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the SRISK hierarchy for identifying risk trends.

Parameters* required

analysis_memostring

Analysis memo to use (e.g., "RISK.WORLDFIN-MR.GMES"). Default: RISK.WORLDFIN-MR.GMES

countrystring

ISO3 country code to filter by (e.g., "USA", "CHN", "GBR")

directionstring

Filter direction: "up" (increases only), "down" (decreases only), "both" (default)one of up · down · both

limitnumber

Maximum results per direction (default: 10, max: 25)

periodstring

Comparison period: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". SRISK data is available at monthly frequency.one of 1m · 2m · 3m · 4m · 5m · 6m

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

crisk.listList available CRISK (climate risk) analyses with coverage. CRISK is the climate-stress analog of SRISK, measuring expected capital shortfall under a climate-risk factor shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.1 params

List available CRISK (climate risk) analyses with coverage. CRISK is the climate-stress analog of SRISK, measuring expected capital shortfall under a climate-risk factor shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

crisk.rankingGet top entities ranked by CRISK (climate-stress capital shortfall). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk...9 params

Get top entities ranked by CRISK (climate-stress capital shortfall). Can rank firms (default), countries, regions (continents), or markets. Includes concentration metrics (HHI, top-N share). Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk...

Parameters* required

aggregate_bystring

Aggregation level: "firm" (default), "country", "region" (continent: Africa, Americas, Asia, Europe), or "market" (Developed, Emerging, Frontier, EAFE)one of firm · country · region · market

analysis_memostring

Analysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES

change_periodstring

Comparison period for change calculation: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". CRISK data is available at monthly frequency. The response shows both the current date and com...one of 1m · 2m · 3m · 4m · 5m · 6m

countrystring

ISO3 country code to filter by (e.g., "USA", "CHN", "GBR"). Only applies when `aggregate_by=firm`.

datestring

Date (`YYYY-MM-DD`). Defaults to latest available.

include_changeboolean

Include period-over-period change data with attribution breakdown (debt/equity/risk/composition). Works with all aggregation levels. Default: false

limitnumber

Maximum number of results to return (default: 10, max: 50)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

rank_bystring

Metric to rank by: "crisk" (climate capital shortfall), "climate_lrmes" (long-run marginal expected shortfall under climate stress), or "leverage". Default: crisk. Note: climate_lrmes and leverage...

crisk.countryGet CRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.10 params

Get CRISK data for a specific country. Returns either firm rankings (default) or country-level time series with `time_series=true`. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.

Parameters* required

analysis_memostring

Analysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES (global financials in USD)

countrystring

ISO3 country code (e.g., "USA", "CHN", "GBR", "JPN")

datestring

Date for firm rankings (`YYYY-MM-DD`). Ignored if `time_series=true`. Defaults to latest.

end_datestring

End date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.

frequencystring

Time series sampling frequency (only used with `time_series=true`). M=monthly (default), Q=quarterly, Y=yearly.one of M · Q · Y

limitnumber

Max firms (1-100, default: 20) or data points for time series (1-10000, default: 252)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

sort_bystring

Sort metric for firm rankings: "crisk", "climate_lrmes", or "leverage". Default: crisk

start_datestring

Start date for time series (`YYYY-MM-DD`). Only used with `time_series=true`.

time_seriesboolean

Return time series instead of firm list. Includes total CRISK and marginal CRISK. Default: false

crisk.firmGet CRISK time series for a specific firm. CRISK is computed from components (climate beta, market cap, book assets, book equity) using a 50% climate stress shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.6 params

Get CRISK time series for a specific firm. CRISK is computed from components (climate beta, market cap, book assets, book equity) using a 50% climate stress shock. Part of the CRISK hierarchy: `crisk.list` → `crisk.ranking` → `crisk.country` → `crisk.firm`.

Parameters* required

analysis_memostring

Analysis memo (e.g., "CLIM.WORLDFIN-MR.CMES"). Auto-detected from `ticker` if not specified.

end_datestring

End date (`YYYY-MM-DD`)

limitnumber

Maximum data points to return (default: 252, max: 10000)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

tickerstring

Firm ticker with exchange suffix (e.g., "JPM:US", "HSBA:LN", "1398:HK"). The exchange suffix is required — use `search.assets` to find the correct format.

crisk.moversGet firms with largest CRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the CRISK hierarchy for identifying climate risk trends.6 params

Get firms with largest CRISK changes over a period. Returns top increases and/or decreases with change attribution (debt/equity/risk breakdown). Part of the CRISK hierarchy for identifying climate risk trends.

Parameters* required

analysis_memostring

Analysis memo to use (e.g., "CLIM.WORLDFIN-MR.CMES"). Default: CLIM.WORLDFIN-MR.CMES

countrystring

ISO3 country code to filter by (e.g., "USA", "CHN", "GBR")

directionstring

Filter direction: "up" (increases only), "down" (decreases only), "both" (default)one of up · down · both

limitnumber

Maximum results per direction (default: 10, max: 25)

periodstring

Comparison period: "1m" through "12m" (months), or "1y" (= 12m). Default: "1m". CRISK data is available at monthly frequency.one of 1m · 2m · 3m · 4m · 5m · 6m

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

covol.listList available COVOL (common volatility) analyses with coverage. COVOL extracts a synchronized-stress factor from the cross-section of daily returns within each dataset. Each analysis covers a different universe (e.g., country ETFs, asset classes, commodities). Part of the COV...1 params

List available COVOL (common volatility) analyses with coverage. COVOL extracts a synchronized-stress factor from the cross-section of daily returns within each dataset. Each analysis covers a different universe (e.g., country ETFs, asset classes, commodities). Part of the COV...

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

covol.summaryCOVOL stress snapshot: composite PC1 plus per-analysis levels across every available COVOL analysis.1 params

COVOL stress snapshot: composite PC1 plus per-analysis levels across every available COVOL analysis.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

covol.compositeGet Composite COVOL Index time series. Returns the systematic stress component (PC1) with daily factor loadings showing how each analysis contributes to market-wide stress.4 params

Get Composite COVOL Index time series. Returns the systematic stress component (PC1) with daily factor loadings showing how each analysis contributes to market-wide stress.

Parameters* required

end_datestring

End date (`YYYY-MM-DD`)

limitnumber

Max data points (default 252, max 10000)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

covol.cavGet COVOL-Adjusted Volatility (CAV) time series for each analysis and aggregate (ACAV). CAV is the annualized risk of the common factor within each analysis. ACAV combines all four into a single portfolio-level risk metric.4 params

Get COVOL-Adjusted Volatility (CAV) time series for each analysis and aggregate (ACAV). CAV is the annualized risk of the common factor within each analysis. ACAV combines all four into a single portfolio-level risk metric.

Parameters* required

end_datestring

End date (`YYYY-MM-DD`)

limitnumber

Max data points (default 252, max 10000)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

covol.getGet COVOL Index time series for a specific analysis. Use `covol.list` to discover the available analyses and their memo strings.5 params

Get COVOL Index time series for a specific analysis. Use `covol.list` to discover the available analyses and their memo strings.

Parameters* required

analysis_memostring

COVOL analysis memo. Use `covol.list` to discover valid values.

end_datestring

End date (`YYYY-MM-DD`)

limitnumber

Max data points (default 252, max 10000)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

covol.loadingsGet asset loadings (factor sensitivities) for a COVOL analysis. Shows how much each asset contributes to common volatility, both equal-weighted and variance-weighted.3 params

Get asset loadings (factor sensitivities) for a COVOL analysis. Shows how much each asset contributes to common volatility, both equal-weighted and variance-weighted.

Parameters* required

analysis_memostring

COVOL analysis memo

datestring

Month-end date for loadings (`YYYY-MM-DD`). Defaults to latest.

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

covol.eventsGet top COVOL events (highest stress dates) for an analysis with z-scores and event descriptions. Events include major market crashes, geopolitical events, and policy shocks.4 params

Get top COVOL events (highest stress dates) for an analysis with z-scores and event descriptions. Events include major market crashes, geopolitical events, and policy shocks.

Parameters* required

analysis_memostring

COVOL analysis memo

datestring

Month-end date (`YYYY-MM-DD`). Defaults to latest.

limitnumber

Max events to return (default 10, max 50)

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

lrvar.summaryCurrent Long-Run VaR across all horizons and percentiles (decimals, e.g., -0.1435 = 14.35% loss). Returns LRGJRF (return-series) and/or LRGJROF (options-augmented) where available.2 params

Current Long-Run VaR across all horizons and percentiles (decimals, e.g., -0.1435 = 14.35% loss). Returns LRGJRF (return-series) and/or LRGJROF (options-augmented) where available.

Parameters* required

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

tickerstring

Asset ticker with exchange suffix (e.g., "SPY:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format.

lrvar.getLong-Run VaR time series for an analysis (decimals, e.g., -0.1435 = 14.35% loss). Horizons: 30d (tactical) or 365d (strategic). Percentiles: 1 or 5.10 params

Long-Run VaR time series for an analysis (decimals, e.g., -0.1435 = 14.35% loss). Horizons: 30d (tactical) or 365d (strategic). Percentiles: 1 or 5.

Parameters* required

analysis_memostring

Analysis memo (e.g., 'LTR.SPX:IND-R.LRGJRF'). Either `ticker` or `analysis_memo` is required.

dataset_memostring

Optional. Pass alongside `ticker` if you already have a dataset memo from `search.assets` or `search.datasets`. For this application, `ticker` alone uniquely identifies the analysis, so this parame...

end_datestring

End date (`YYYY-MM-DD`)

horizonnumber

VaR horizon in calendar days: 30 (≈1 month, tactical) or 365 (1 year, strategic). Default 30.one of 30 · 365

limitnumber

Max data points (default 252, max 10000)

modelstring

Model memo (LRGJRF or LRGJROF)

percentilenumber

VaR percentile (default 1)one of 1 · 5

profilestring

Response verbosity. `"minimal"` strips `related_tools`, interpretive notes, units, and query echoes — keeps `data_note` (staleness warnings) and core identifiers. Default `"standard"` preserves all...one of standard · minimal

start_datestring

Start date (`YYYY-MM-DD`)

tickerstring

Asset ticker with exchange suffix (e.g., "SPY:US", "SPX:IND", "FTSE:LN"). The exchange suffix is required — use `search.assets` to find the correct format. Either `ticker` or `analysis_memo` is req...

feedback.submitReport feedback on V-Lab MCP to help improve the server. TWO SHAPES ARE SUPPORTED: 1. Tool rating — pass tool_name + helpful (+ optional message): { tool_name: "volatility.get", helpful: true, message: "Data was clear and correct" } { tool_name: "srisk.ranking", helpful: false...5 params

Report feedback on V-Lab MCP to help improve the server. TWO SHAPES ARE SUPPORTED: 1. Tool rating — pass tool_name + helpful (+ optional message): { tool_name: "volatility.get", helpful: true, message: "Data was clear and correct" } { tool_name: "srisk.ranking", helpful: false...

Parameters* required

categorystring

Optional. Category of general feedback. Use when tool_name is not applicable.one of bug_report · feature_request · data_request · rating · general

commentstring

Legacy alias for `message`. Prefer `message` in new calls.

helpfulboolean

Optional. Did the tool help accomplish the task? Only meaningful when tool_name is provided.

messagestring

Free-form feedback: error details, unexpected behavior, feature requests, or general comments.

tool_namestring

Optional. Name of the V-Lab tool being rated (e.g., `"volatility.get"`). Omit for general feedback, feature requests, or bug reports not tied to a specific tool.

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