git:20260915.4669579 to git:20260915.ad0be8c

16 added, 5 removed. Audit A to A.

---

name: risk-stress

description: Revalue linear positions under explicitly supplied asset-return scenarios, over the hosted Risk Desk MCP. Use for scenario loss and contribution analysis.

---

# Risk Stress, hosted

- Use `risk_stress` over the hosted Risk Desk MCP. Nothing is installed and

- no market data is fetched: the user supplies both the positions and every

- shock, and the service revalues exactly those.

+ Call `risk_desk_status` first to check availability, input limits and

+ reporting conventions. Then use `risk_stress` on the connected hosted Risk

+ Desk MCP. Discover its input schema instead of guessing field names.

+ No local runtime or market-data feed is needed.

+ For a requested demonstration, omit `request` to use the synthetic energy

+ book. Label the result as synthetic. For the user's own book, pass the

+ supplied data in `request`; never substitute the demo when input is

+ missing or invalid. Ask only for missing required fields.

+ Report degraded status, its reason, base currency, horizon and sign

+ convention before the figures. Preserve source and as-of information.

+ If the service is unavailable, report the failure without inventing results.

Every scenario must name exactly the portfolio assets, including an

explicit zero where no change is intended. A missing asset is refused

rather than treated as unchanged. Report scenario P&L, loss, stressed NAV

and per-position contributions. A negative loss is a scenario the book

gains in.

Scenario severity is not an event probability, and no probability is

attached to any scenario. A scenario named after a historical episode

carries the shape somebody chose for it, not a fitted event and not a

forecast. Say so when the user names one that way.

The model is linear. Do not apply it to option premium values, credit

migration or nonlinear margin calls.

- Before anything is sent, confirm the user is permitted to share the

- positions with a hosted service. `data_mode` records their declaration; it

+ Before sending user data, establish that the user is permitted to share

+ it with a hosted service. Existing permission in the conversation is

+ sufficient. `data_mode` records their declaration; it

is not a rights certificate and the service does not check it.

Counterparty exposure and XVA are not available here. They need a trusted

local ORE project directory, which a remote endpoint cannot read. Point

the user at the local `risk-desk` plugin for that.