value_at_risk

Estimate Value at Risk (VaR) using historical method (percentile-based). Returns the loss threshold at the given confidence level. Example: value_at_risk(returns, 0.95) -> the 5th-percentile loss

ServerMCP Calc Tools
CategoryRead

How to control value_at_risk ↓

WHAT IT DOES

What value_at_risk does on MCP Calc Tools

AI agents call value_at_risk to retrieve information from MCP Calc Tools without modifying anything — typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.

THE RISK

Low Risk

Why value_at_risk needs a policy

This tool performs a statistical calculation (percentile-based VaR estimation) on provided return data and returns a numeric result. It does not move money, modify data, execute code, or delete anything — it purely computes and returns a risk metric.

From the tool's definition Estimate Value at Risk (VaR) using historical method (percentile-based). Returns the loss threshold at the given confidence level.

Documented attack patterns abuse exactly the kind of access value_at_risk gives an agent:

POLICY

How to control value_at_risk

PolicyLayer is an MCP gateway — it sits between your AI agents and MCP Calc Tools, and nothing reaches the server without passing your rules. This is the rule we recommend for value_at_risk:

policy.json

{
  "version": "1",
  "default": "deny",
  "tools": {
    "value_at_risk": {}
  }
}

value_at_risk is read-only, so it stays allowed — but everything else on the server is denied unless you say otherwise.

Create a free account and register MCP Calc Tools — nothing to install.
Add this policy — paste it, or build it visually.
Point your MCP client (Claude, Cursor, anything) at your gateway URL.

CAP THIS TOOL →

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EXPLORE

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FAQ

Questions about value_at_risk

What does the value_at_risk tool do? +

Estimate Value at Risk (VaR) using historical method (percentile-based). Returns the loss threshold at the given confidence level. Example: value_at_risk(returns, 0.95) -> the 5th-percentile loss. It is categorised as a Read tool in the MCP Calc Tools MCP Server, which means it retrieves data without modifying state.

How do I enforce a policy on value_at_risk? +

Register the MCP Calc Tools MCP server in PolicyLayer and add a rule for value_at_risk: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches MCP Calc Tools. Nothing to install.

What risk level is value_at_risk? +

value_at_risk is a Read tool with low risk. Read-only tools are generally safe to allow by default.

Can I rate-limit value_at_risk? +

Yes. Add a rate_limit block to the value_at_risk rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.

How do I block value_at_risk completely? +

Set action: deny in the PolicyLayer policy for value_at_risk. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.

What MCP server provides value_at_risk? +

value_at_risk is provided by the MCP Calc Tools MCP server (nbiish/mcp-calc-tools). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.

Enforce policy on every MCP Calc Tools tool call.

Start from MCP Calc Tools, add the rest of your stack, and see everything your agents can call. Then put policy on all of it.

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22 MCP Calc Tools tools catalogued and risk-classified — across an index of 43,000+ MCP servers.