systemic-risk-contagion-mcp

> [View on ApifyForge](https://apifyforge.com/actors/mcp-servers/systemic-risk-contagion-mcp) | [Use on Apify Store](https://apify.com/ryanclinton/systemic-risk-contagion-mcp)

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Add to your MCP client (Claude Desktop, Cursor, Windsurf):

{
  "mcpServers": {
    "systemic-risk-contagion-mcp": {
      "url": "https://ryanclinton--systemic-risk-contagion-mcp.apify.actor/mcp"
    }
  }
}

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Systemic risk contagion analysis for financial networks, delivered as an MCP server your AI agent connects to directly. This server orchestrates 16 data sources spanning corporate registries, SEC filings, FDIC bank data, macroeconomic indicators, market prices, cryptocurrency, and sanctions lists to construct 4-layer multiplex financial networks and run rigorous quantitative analysis. It identifies globally and domestically systemically important banks (G-SIBs and D-SIBs), simulates cascade failures, detects stress clustering, and generates full financial stability reports — all from a single natural-language query.

The server implements four published mathematical frameworks: DebtRank (Battiston et al. 2012), Eisenberg-Noe clearing vectors (2001), multivariate Hawkes self-exciting processes, and supra-adjacency tensor spectral decomposition. Each query triggers 16 Apify actors running in parallel, assembles a multiplex network with inter-layer coupling tensors, and applies the selected algorithm. Use it from Claude Desktop, Cursor, Windsurf, or any MCP-compatible client.

| Data Point | Source | Example Use in Network | |---|---|---| | 📋 Corporate registrations and global ownership chains | OpenCorporates (up to 60 results) | Ownership layer edges | | 🔗 Legal Entity Identifiers with parent-child hierarchy | GLEIF LEI (up to 40 results) | Ownership layer, subsidiary bonds | | 📄 SEC 10-K, 10-Q, and 8-K annual/quarterly filings | EDGAR Filings (up to 60 results