
Connect Counterparty Credit Risk Analyzer to your AI
Set it up once and it works in ChatGPT, Claude, Cursor, and any other client you love. It all runs safely in the background, so you can relax and focus on what really matters. Quantify portfolio exposure and manage default risks instantly.
Developed, maintained, and hosted by Vinkius.
MCP VERIFIED · PRODUCTION READY · VINKIUS GUARANTEED
Waiting for input…
Works with modern AI clients that support MCP, including ChatGPT, Claude, Cursor, and more.
Your AI does the work. We keep it safe and sound.
No other AI tool gives you this. Your workflow runs in the client you already love, your account stays protected, and you decide what the agent can and cannot do. It is the whole reason to make the switch.
Each Connector lives inside our infrastructure, the same place where your workflow runs. The three things below are already part of it, working quietly in the background so you never have to think about them. Nothing to add, nothing to set up, nothing to worry about.

Each Connector runs inside its own sealed environment.
Each Connector runs inside its own sealed V8 runtime — no access to your files, your system, or other servers. A Connector never sees past its own request.
One switch stops every agent. Instantly.
One action deactivates every Connector, revokes every token, and ends every session at once. AI Governance keeps the record.
Spending limits that pause instead of surprise.
Every user keeps their own connections and credentials, isolated from everyone else. Anything that would cross your spending limit is held for your approval, not billed.
Three controls, built into the layer your AI connects through.
Curated set · 4 capabilities
We ship only the actions that matter.
01-04
4 capabilities in this set.
Part of 4 available through Counterparty Credit Risk.
- 01
Calculate default exposure
This capability determines the expected monetary loss resulting from potential defaults.
- 02
Calculate enhancement needs
Use this to identify the gap between your current exposure and a specific target safety level.
- 03
Check concentration risk
This capability evaluates if your risk is too heavily concentrated within specific credit tiers.
- 04
Get weighted average risk
This capability calculates the aggregate risk level for a defined set of counterparties.
Real work
What teams actually run
Portfolio Diversification Check
You ask the AI to check if your risk is too concentrated in a single credit tier.
Default Impact Modeling
You calculate the potential monetary loss for a specific counterparty rating.
Safety Level Planning
You use the capability to find out how much more protection you need to hit a target safety level.
Aggregate Risk Reporting
You get the weighted average risk for a group of counterparties instantly.
One connector, every AI
Counterparty Credit Risk works with the most popular AI clients.
These are the most popular clients, each with a step-by-step guide: one link, set up once, with governance and visibility built in. And because everything runs on the MCP standard, the same connection also works in any other compatible client — nothing to rebuild.
Claude
ChatGPT
Gemini
Perplexity
Grok
Microsoft Copilot
Cursor
VS Code
Windsurf
JetBrains
Cline
LangChain
Vercel AI SDK
Lovable
Z.ai
Raycast
Qwen Code
Kimi Code
Le ChatBuilding your own app? The connector is yours to use.
You don't need a client to put Counterparty Credit Risk to work: the same hosted connection plugs into your own applications and agent code, with the same governance on every request. Build with it, chat with it — one connection for both.
Observed, not estimated
881ms average. Fast in production.
Counterparty Credit Risk is checked daily against the live service.
- Fastest day
- 724ms
- Slowest day
- 1269ms
- 14-day trend
- Slowing+24%
Connect your client
One URL. Every client.
Activate the Connector, copy your link, and paste it into the client you already use. 4 capabilities arrive ready to run.
Preview access · not provider authentication
The vk_preview_* token belongs to Vinkius preview infrastructure. It lets Claude discover and display the capabilities of Counterparty Credit Risk, so you can see the experience inside your AI.
It does not authenticate your account with Counterparty Credit Risk. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.
Counterparty Credit Risk Connector
You're all set. Choose your MCP client and follow the setup instructions.
https://edge.vinkius.com/vk_preview_R3Kl437WDYsJpUiRrGcBwbmL7xOHakfIAmBeG1pm/mcpClaude Desktop
Follow the steps below to connect in seconds.
- 1In Claude Desktop, open Settings → Connectors.
- 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
- 3Click Add and start a new chat — Counterparty Credit Risk capabilities are ready to use.
{
"mcpServers": {
"counterparty-credit-risk-analyzer-mcp": {
"url": "https://edge.vinkius.com/vk_preview_R3Kl437WDYsJpUiRrGcBwbmL7xOHakfIAmBeG1pm/mcp"
}
}
}
Claude
ChatGPT
Cursor
VS Code
Windsurf
Claude Code
JetBrains
Cline
Step-by-step instructions for each client are in the guide. How to connect
Guided setup for Claude? Set up Counterparty Credit Risk in Claude and other AIs
Who it's for
Built for the work Counterparty Credit Risk owners hand off.
This MCP is built for finance professionals who need to run rapid risk simulations within their AI workflows.
- 01
Risk Managers
They hand off portfolio data to the AI to run concentration and exposure checks.
- 02
Credit Analysts
They use the capability to calculate default exposures and mitigation requirements.
- 03
Quantitative Researchers
They leverage the math capabilities to validate risk models within their AI client.
FAQ
Questions Counterparty Credit Risk owners ask.
- 01
What AI clients can I use with this MCP?
You can use any MCP-compatible client including Claude, Cursor, Windsurf, and VS Code.
- 02
Do I need to host the MCP myself?
No, Vinkius hosts and manages the MCP for you, so it is ready to use immediately after connection.
- 03
Can I calculate net exposure?
Yes, the capability calculates default exposure by considering contract values, guarantees, and insurance.
- 04
How does it handle concentration risk?
The capability checks if the risk in specific credit tiers exceeds a threshold you define.
- 05
Does this MCP require manual setup?
No, once you subscribe on Vinkius, you connect once and get access to the capabilities.
- 06
How do I calculate the total default exposure?
You can use the calculate_default_exposure capability by providing the credit ratings, contract values, and any applied guarantees or insurance.
- 07
Can I check if my portfolio is too concentrated in one credit tier?
Yes, use the check_concentration_risk capability to evaluate if any specific rating tier exceeds your defined threshold.
- 08
How is the weighted average risk determined?
The get_weighted_average_risk capability calculates this by weighting the risk score of each counterparty by its respective contract value.
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Connect Counterparty Credit Risk to Claude, Cursor, ChatGPT & more
