{"name":"scenario-risk-stack","description":"Enterprise-grade risk management & stress testing suite with 6 APIs: Monte Carlo outcome engine, stress test engine, tail risk estimator, black swan sensitivity analyzer, position risk projection, and drawdown scenario modeler. Powered by real-time Solana market data with advanced statistical modeling for institutional investors and AI funds.","url":"https://res-mm27pns8-gboxxh.dexter.cash","provider":{"organization":"Dexter Lab","url":"https://lab.dexter.cash"},"iconUrl":"https://qdgumpoqnthrjfmqziwm.supabase.co/storage/v1/object/public/tool-artifacts/lab-covers/res-mm27pns8-gboxxh/cover.png","version":"1.0.0","documentationUrl":"https://res-mm27pns8-gboxxh.dexter.cash","capabilities":{"streaming":false,"pushNotifications":false,"stateTransitionHistory":false},"defaultInputModes":["application/json","text/plain"],"defaultOutputModes":["application/json","text/plain"],"skills":[{"id":"endpoint-0","name":"POST /api/monte-carlo","description":"Monte Carlo Outcome Engine — Runs N-path price simulations using geometric Brownian motion calibrated with real volatility, drift, and jump-diffusion parameters. Returns full distribution of outcomes, confidence intervals, and probability of ruin.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-1","name":"POST /api/stress-test","description":"Stress Test Engine — Applies historical crisis scenarios (FTX collapse, Luna crash, Covid crash, 2022 bear market) and custom shock vectors to a portfolio. Returns P&L impact, survival probability, and margin call thresholds.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-2","name":"POST /api/tail-risk","description":"Tail Risk Estimator — Computes Value-at-Risk (VaR) and Conditional VaR (CVaR/Expected Shortfall) at multiple confidence levels using historical simulation, parametric, and Cornish-Fisher expansion methods. Includes fat-tail kurtosis analysis.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-3","name":"POST /api/black-swan","description":"Black Swan Sensitivity — Analyzes portfolio vulnerability to extreme tail events beyond 4-sigma. Models contagion cascades, liquidity spirals, and correlation breakdown under stress. Returns fragility score and anti-fragility recommendations.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-4","name":"POST /api/position-risk","description":"Position Risk Projection — Projects risk metrics forward for a specific position: Greeks-like sensitivities, liquidation price estimation, margin requirements, and time-decay of risk under various volatility regimes.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-5","name":"POST /api/drawdown","description":"Drawdown Scenario Engine — Models maximum drawdown distributions, time-to-recovery estimates, and underwater period analysis. Simulates drawdown paths under normal, stressed, and crisis volatility regimes.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]},{"id":"endpoint-6","name":"GET /api/catalog","description":"Free catalog of all 6 risk engines with descriptions, pricing, and example payloads.","tags":["x402","risk-management","monte-carlo","stress-testing","tail-risk","black-swan","drawdown","institutional","quantitative-finance","portfolio-risk","enterprise"]}]}