V-Lab MCP Server

Official

Retrieve NYU Stern V-Lab volatility, systemic risk, liquidity and climate measures through a hosted MCP endpoint with OAuth sign-in.

Remote serverstreamable-http

What is the V-Lab MCP Server?

V-Lab’s MCP server brings NYU Stern’s financial risk measures into an assistant’s workflow. Its documentation describes volatility, SRISK, CRISK, liquidity and common-factor data, with responses tied to the underlying V-Lab analysis. It serves research questions about a firm, market or defined period.

Ask for a reproducible comparison

Start with a small question: compare a named measure for two firms over the same dates. Keep the firm identifiers, observation dates, units and source links in the answer. A clear scope makes it easier to spot a mismatched period or an unsupported comparison.

Use the current endpoint

Connect to https://vlab.stern.nyu.edu/mcp with a V-Lab account. The service uses OAuth; its setup page explains native connections and a stdio bridge for supported clients that need one. V-Lab documents Streamable HTTP and does not provide the older SSE endpoint sometimes mentioned in third-party guides.

Interpret the returned measure

A model-based risk estimate is different from a realised loss or a guaranteed forecast. Read the definition attached to the analysis before comparing values from different measures. Use the underlying research to understand the question the number answers.

Browse finance MCP servers for other data sources.

V-Lab connection guide.

How to install the V-Lab MCP Server

{
  "mcpServers": {
    "vlab": {
      "url": "https://vlab.stern.nyu.edu/mcp"
    }
  }
}

Use the project .cursor/mcp.json file and complete V-Lab OAuth sign-in.

Example prompts to try

  • “Compare SRISK for two named firms over the same month, with observation dates and source links.”