Risk Calculation MCP

Calculate IRB and standardised risk weights, RWA and the 8% capital requirement under EU CRR/CRR3 and Turkish BDDK current/draft rules. No account, API key or paid plan is required by this package.

Install in Claude Desktop

Download the installer, then open Claude Desktop → Settings → Extensions → Advanced settings → Install Extension. The package includes its dependencies; a compatible host Node runtime (20+) is required. Desktop installation depends on your application’s extension policy.

Download desktop installer (.mcpb)

Configure an MCP client

For clients with stdio support, including Claude Desktop, Cursor and VS Code, use this configuration. Node.js 20+ is required. The first npx run downloads the package from npm.

{
  "mcpServers": {
    "risk-calculation": {
      "command": "npx",
      "args": [
        "-y",
        "risk-calculation-mcp@1.0.0"
      ]
    }
  }
}

Claude Code:

claude mcp add --transport stdio risk-calculation -- npx -y risk-calculation-mcp@1.0.0

Codex:

codex mcp add risk-calculation -- npx -y risk-calculation-mcp@1.0.0

Claude Code marketplace

Add our catalog, then install the plugin. This is our own catalog, not a claim of approval or listing in Anthropic’s central directory.

claude plugin marketplace add https://rwacalculator.io/downloads/marketplace.json
claude plugin install risk-calculation@risk-calculation

What it supports

Three tools: get_risk_capabilities, calculate_irb and calculate_standardised. Both calculation tools use the same explicit regime: crr, crr3, bddk or bddkDraft. The BDDK draft is a scenario, not current law. Ask your assistant for the jurisdiction and version you need.

PD and LGD are percentage points: 1 means 1%, not 0.01%. Turnover is in EUR millions for EU or TRY millions for BDDK. Missing material facts are rejected. The 8% capital result excludes buffers and institution-specific requirements.

Example request

“Under EU CRR3, calculate corporate IRB risk weight with PD 1%, LGD 40%, maturity 2.5 years and EAD EUR 1 million. Show effective inputs, sources and limits.” The risk weight is approximately 82.06%.

Privacy and hosting

The publisher does not operate a public MCP endpoint. During calculation, the MCP does not send network requests, store inputs or collect telemetry. Your AI application may still process the conversation remotely under its own policies; local MCP execution does not make the chat local.

To run on your own server, start the optional Streamable HTTP mode. It binds to loopback; place it behind your own authenticated HTTPS reverse proxy for remote access. Setup and access controls are described in the package README.

npx -y risk-calculation-mcp@1.0.0 --http

Scope and limitations

The implemented domain is credit risk. Market, operational and liquidity risk tools may be added in future versions; they are not available now. This is an indicative single-exposure calculator, not an approved bank model or regulatory reporting system. Credit risk mitigation, financial-sector IRB multipliers, double default, portfolio floors and supervisory add-ons are excluded. The output floor rate is informational and is never applied to an individual exposure.