Systemic risk you can reproduce, audit, and defend.

An institutional systemic-risk terminal — live cross-asset risk, governed crisis dossiers, SRISK & ΔCoVaR capital-shortfall, and a turnkey SR 26-2 model-validation binder. Every number is computed from public data, content-addressed (SHA-256), and written to a tamper-evident audit chain.

Reproducible · Audit-traceable · SR 26-2 governed · No black-box forecasts

Live Conditions · 13 lenses

ECB CISS (US/EA/UK), Fed financial stress, yield-curve recession probability, VIX, a real Diebold–Yilmaz cross-border spillover index, HY credit spreads, fund-redemption fragility, ESG transition — each with history & per-lens analytics.

Quant Cockpit · any symbol

Global cross-asset risk on any ticker the feed supports — world indices, FX, commodities, mega-caps, crypto. Sharpe / Sortino / annualised & EWMA vol / beta / VaR & CVaR / drawdown, plus a candlestick chart with projected levels & a volatility cone.

Crisis Pipeline · governed dossiers

Reproducible crisis-window dossiers (GFC · COVID · SVB) — a system-stress gauge, DebtRank network contagion, regime classification, and a cross-crisis comparison — each a content-addressed PipelineRecord you can verify.

Systemic Capital Shortfall

Live SRISK Σ capital-shortfall + per-firm + ΔCoVaR across the major banks, computed with the NYU V-Lab (Brownlees-Engle) and Adrian-Brunnermeier engines from public balance sheets, market cap, and prices.

Model Validation · SR 26-2

A turnkey MRM binder: model inventory & materiality tiering, conceptual soundness with citations, a materiality-rated assumption register, an SRISK parameter-sensitivity sweep, Monte-Carlo convergence, and an attestation block — so your model-risk function can sign off.

Governed & auditable

Every reading is computed from public data and content-addressed (SHA-256); every sign-in and access is written to a tamper-evident hash-chained ledger. Rebuild any governed record and verify it reproduces bit-for-bit. The audit trail is the product.

Desk $48,000/yr · Fund / Pro · Institution / Central-bank — start with a free 7-day trial, no card required.

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Systemic-risk terminal

Conditions

Risk Desk

Pipeline

Portfolio

Methodology

Developers

Access ledger

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Source

Click any lens for history & analytics.

Quant Cockpit global cross-asset risk · any symbol the feed supports

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Instrument	Level	1D	1M	Vol 20d	VaR 95%	β S&P	Drawdown	vs 200-DMA	State

Click any lens for its full methodology.

Lens	Family	Unit	Source

Agent-callable systemic risk

The same engines behind this terminal are exposed as Model Context Protocol (MCP) tools, so your AI copilot — Claude Desktop, a custom agent, any MCP client — can query governed systemic risk directly. Every response carries a reproducibility SHA-256 + provenance, so an agent's answer is content-addressed and audit-traceable — the trust gap a regulated institution has when it lets an LLM touch risk numbers. Computed from the public cbsrm methodology only.

Install & run

cd api
pip install -e '.[mcp]'
cbsrm-mcp            # stdio transport

You supply your own data keys (FINANCIALDATA_API_KEY, FRED_API_KEY). source="demo" runs offline.

Claude Desktop config

{
  "mcpServers": {
    "cbsrm-systemic-risk": {
      "command": "python",
      "args": ["-m", "wavervanir_api.mcp_server"]
    }
  }
}

Tools

tool	returns

Every response is governed

"_governance": {
  "reproducible": true,
  "sha256": "…",
  "as_of": "2026-06-26",
  "note": "Content-addressed and audit-traceable (CBSRM, SR 26-2). Risk measurement, not investment advice."
}

Imports only the public cbsrm package (AST-enforced boundary) — no proprietary model leaves the box. Full guide: docs/MCP_SERVER.md.

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