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Portfolio Risk Engine Task

portfolio_risk_engine_task
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Analyze a multi-position FX book for concentration, stress exposure, and event-driven catalyst risk. Returns analysis in the tool response. Access: requires an FXMacroData API key; an anonymous call returns subscription_required with a subscribe link.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
horizon_eventsNoMaximum release events to consider per currency leg.
positions_jsonYesJSON array of FX positions. Each item should include base, quote, side (long/short), and notional. Example: [{"base":"eur","quote":"usd","side":"long","notional":100000}]
stress_shock_pctNoStress shock in percent applied to each pair.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changed
    • removedInput schema / properties / horizon_events / title
      Removed value: -"Horizon Events"
    • removedInput schema / properties / positions_json / title
      Removed value: -"Positions Json"
    • removedInput schema / properties / stress_shock_pct / title
      Removed value: -"Stress Shock Pct"
  2. Added

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