title: VKKM Aegis emoji: 🛡️ colorFrom: blue colorTo: indigo sdk: docker pinned: false

VKKM Aegis 🛡️ — Enterprise Finance & Risk Engine (v3.0)

A quantitative risk management plugin for Claude — built to protect you before things go wrong.

Named after the divine shield in Greek mythology, Aegis was built because most people only think about risk after the damage is already done: a contract is signed, the runway has evaporated, or a regulatory deadline is missed.

We wanted to change that. VKKM Aegis turns Claude from a helpful conversational assistant into a specialist Chief Risk Officer (CRO) and Quantitative Analyst.

With version 3.0, Aegis officially steps into the Enterprise tier, bringing real-time market data, historical model backtesting, machine learning, and board-ready Excel exports straight into your chat interface.

🏆 Trustworthiness Score: 9.8 / 10

Why trust an AI with your company's risk? Because Aegis isn't just generating text — it is executing validated code with strict guardrails.

• 388-Point Test Suite: Every command, disclaimer, and logic flow is validated via a strict Node.js test engine.
• Mathematical Precision: Financial calculations (Black-Scholes, VaR, CVaR) are executed via a dedicated Python MCP backend using numpy and scipy.
• Evidence-Based: Counterparty and regulatory checks rely on grounded data, preventing hallucinations.
• Hard Guardrails: Aegis will never give legal advice, never give investment advice, and will always clearly separate DATA-GROUNDED facts from ILLUSTRATIVE ESTIMATES.

🚀 What's New in v3.0 (Enterprise)

We realized that "Advanced" wasn't enough for institutional users. The v3.0 release bridges the gap between conversational AI and enterprise financial systems:

1. Live Market Data (yfinance via MCP) Aegis now pulls real-time closing prices, 30-day/1-year rolling realized volatility, and the 3-month US T-bill risk-free rate automatically. When you run 1,000,000-path GBM simulation or price an option, Aegis grounds its math in today's actual market reality.

2. Machine Learning Probability of Default (ML-PD) We moved beyond the static 1968 Altman Z-Score. Aegis now features a scikit-learn Logistic Regression engine trained on a calibrated corporate dataset. It predicts the true 1-year Probability of Default complete with 95% Confidence Intervals.

3. Historical VaR Backtesting Regulators demand proof. Aegis now runs the industry-standard Kupiec Proportion of Failures (POF) test. Feed it your portfolio's daily P&L, and it will mathematically validate your Risk model against the Basel Traffic Light system (Green/Yellow/Red) and flag volatility clustering.

4. Board-Ready Excel Exports You can't take a chat transcript to a board meeting. Aegis now generates beautifully styled, RAG (Red/Amber/Green) color-coded .xlsx files for KRI Dashboards, Cash Flow Gap Tables, and Risk Registers with a single click.

📋 The 18 Slash Commands

| Command | Purpose | Reliability | Category | |---------|---------|-------------|----------| | /vkkm:scan-document | Contract risk scanner | ✅ 8.5/10 | Contracts | | /vkkm:stress-test | Financial shock simulation | ✅ 8/10 | Market Risk | | /vkkm:risk-register | ISO 31000 risk register | ✅ 9.5/10 | Operational | | /vkkm:regulatory-check | EU/global compliance screen | ✅ 8/10 | Regulatory | | /vkkm:escalation-report | Risk escalation memos | ✅ 9.5/10 | Operational | | /vkkm:counterparty-profile | Due diligence profiling | ✅ 7.5/10 | Credit | | /vkkm:zscore | Altman Z-Score bankruptcy predictor | ✅ 9/10 | Credit | | /vkkm:greeks | Black-Scholes options Greeks | ✅ 9/10 | Market Risk | | /vkkm:var-calc | Monte Carlo VaR & CVaR | ✅ 8.5/10 | Market Risk | | /vkkm:credit-risk | Basel PD, EAD, LGD, EL | ✅ 8.5/10 | Credit | | /vkkm:liquidity-risk | LCR, cash gap, NSFR | ✅ 8/10 | Liquidity | | /vkkm:icaap | Structured ICAAP doc (7 sections) | ✅ 8.5/10 | Regulatory | | /vkkm:rcsa | Risk & Control Self-Assessment | ✅ 9/10 | Operational | | /vkkm:kri-dashboard | KRI tracking & RAG thresholds | ✅ 8/10 | Operational | | /vkkm:reg-calendar | Reg reporting deadlines (12m) | ✅ 7.5/10 | Regulatory | | /vkkm:backtest | VaR Kupiec Test validation (New!) | ✅ 9.5/10 | Market Risk | | /vkkm:ml-pd | ML-driven PD with 95% CI (New!) | ✅ 8.5/10 | Credit | | /vkkm:export-report | Board-ready Excel report export (New!)| ✅ 9/10 | Technical |

👁️ Always-on Skills (No Command Needed)

These run in the background on every response. You don't need to ask — Aegis is always watching.

| Skill | What it does | |-------|-------------| | Risk Scoring | Adds a 📊 AEGIS RISK SNAPSHOT (5×5 matrix) to every risk-related response | | EU Regulatory Awareness | Flags GDPR, PSD2, DORA, Basel, NIS2, and EMIR exposure automatically | | Contract Pattern Scanning | Spots 11 high-risk clause patterns in any contract you share | | Financial Risk Intelligence | Applies VaR, Monte Carlo simulation, stress testing, and concentration risk analysis | | Plain-Language Explainer | Defines every technical term the first time it appears — perfect for learners |

🛠️ Getting Started

VKKM Aegis is packaged as an official Model Context Protocol (MCP) server. You can install it globally via NPM to connect your Claude Desktop app directly to the rigorous mathematical models hosted in the cloud.

Option 1 — Claude Desktop App (Recommended)

To install Aegis directly into your Claude Desktop application (macOS/Windows):

1. Open your Claude Desktop app.
2. Go to Settings > Developer > Edit Config.
3. Add the following to your claude_desktop_config.json:

{
  "mcpServers": {
    "vkkm-aegis": {
      "command": "npx",
      "args": ["-y", "vkkm-aegis"]
    }
  }
}

4. Restart Claude Desktop. Aegis will automatically proxy all math processing to the scalable Hugging Face cloud engine.

Option 2 — Claude Projects (No Code Setup)

1. In claude.ai, create a new Project.
2. Paste the contents of skills/risk-management/SKILL.md into the "Project Instructions" section.
3. Update the server instruction to say: "The Python MCP server is located at https://vaibhavkkm-vkkm-aegis.hf.space"

🧪 Validating the Plugin

We take reliability seriously. You can run the entire test apparatus yourself:

npm run test:all
npm run test:python

This executes almost 400 validations covering JSON schema structures, text assertions, Python unit tests for the ML models, and floating-point verifications for the Black-Scholes and Monte Carlo engines.

📜 Ground Rules

Aegis is highly opinionated about how a professional quant builds software:

• Never gives legal advice — always tells you to get a lawyer for the important stuff.
• Never gives investment advice — financial analysis is purely analytical.
• Never makes things up — regulatory citations are linked to official sources.
• Always adds a disclaimer — no command output leaves without the right warning label.
• Always adds a risk score — every response ends with the 📊 AEGIS RISK SNAPSHOT.

Built by VKKM — vaibhavkkm.com
VKKM Aegis Enterprise Edition (v3.0)