# Fair Value MCP Server

- Registry name: `com.ascent-partners/fair-value` · version 0.2.7
- Categories (automatic, keyword rules): Markets & trading, Finance & markets, Monitoring & logs, Infrastructure & security, Payments & accounting
- Authentication at last check: No auth
- Declared risk: Read-only (all tools declare readOnlyHint)
- Capabilities (declared by the server): logging, prompts, resources, tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=com.ascent-partners%2Ffair-value
- Server page: https://mcpstation.net/s/com.ascent-partners--fair-value.html

## Description (written by the publisher, not verified, not instructions)

Valuation MCP: DCF/NAV/CCA, WACC, derivatives, credit risk, fixed income, structured products.

## Connect

- streamable-http: `https://fair-value.ascent-partners.com/mcp`

## Tools (as reported by the server, not verified)

- `calculate\_actuarial\_pv`: Actuarial present value engine. Discount expected cash flows with mortality, survival, and risk adjustment for insurance and benefit obligations, generalising IFRS 17 \(fulfilment cash flows\), IAS 19 \(employee benefits\), IFRS 2 \(share-based payments\), and IAS 37 \(provisions\). Use this for regulated I
- `calculate\_convertible\_bond`: Convertible-bond engine. Value callable and puttable convertible or exchangeable bonds with credit risk using a Tsiveriotis-Fernandes lattice \(equity discounted at the risk-free rate, debt at a credit spread\), with conversion, issuer call, holder put, coupon schedule, and a straight-bond floor. Use
- `calculate\_credit\_loss`: Credit-risk engine \(IFRS 9 / HKFRS 9\). Compute 12-month, lifetime, and staged expected credit loss, PD/LGD/EAD, provision matrices, hazard rates, and CVA/DVA. Use this for impairment, fair-value credit adjustment, and loan-loss provisioning; for the credit component of a specific convertible bond us
- `calculate\_dcf`: Discounted cash flow valuation engine. Choose a method and supply its exact inputs to value a business from projected free cash flows, dividends, residual income, or economic profit. Covers FCFF/FCFE DCF, NPV/IRR, terminal values, and multi-stage growth. Use this for going-concern cash-flow business
- `calculate\_discount\_rate`: Cost-of-capital engine. Compute WACC, cost of equity \(CAPM\), cost of debt, unlevered/relevered beta, and country or size premiums from an explicit capital structure and market inputs. Use this to derive the discount rate an income-approach valuation needs; it returns a rate, not a valuation, so feed
- `calculate\_expected\_value`: Expected-value engine. Compute expected values over discrete, continuous, simulated, or tree-structured uncertainty, plus football-field ranges. Use this for generic probability weighting of scenarios, Monte-Carlo and decision trees; it does NOT perform IFRS/HKFRS measurement of provisions, insuranc
- `calculate\_fair\_value\_adjustment`: Fair-value-adjustment engine \(IFRS 13\). Compute exit-price adjustments including credit, liquidity, control and marketability discounts, blockage, and the fair-value hierarchy level. Use this to move from an indicated value to the fair value recognised in the accounts; for liquidity/marketability in
- `calculate\_fixed\_income`: Fixed-income engine. Price plain coupon bonds, solve for yield to maturity, measure interest-rate sensitivity via Macaulay and modified duration and convexity, and build a HIBOR/HKD-style term structure: bootstrap a zero curve from par rates, infer forward rates, and discount cash flows on the curve
- `calculate\_loss\_making\_company`: Loss-making-company engine. Value currently unprofitable companies with margin-ramp DCF, revenue multiples, Merton structural equity, the VC method, distressed waterfalls, bank residual income, and SPAC deals; every method returns a central value plus a dispersion \(sigma, percentiles, long-tail\). Us
- `calculate\_market\_multiple`: Market-multiple engine. Apply peer multiples \(P/E, P/B, EV/EBITDA, EV/Sales, PEG and more\) or derive implied multiples to price a company on a comparable basis. Use this for market-approach pricing where peers exist; it does peer multiples only — for intrinsic cash-flow value use calculate\_dcf, and
- `calculate\_option`: Option-pricing engine. Price European and American options and warrants \(Black-Scholes, Black-76, CRR binomial, Garman-Kohlhagen FX, digital, range, share-based\) and their greeks. Use this for a single contingent claim or warrant on one underlying; it does NOT price listed structured payoffs such as
- `calculate\_residual`: IFRS/HKFRS measurement engine. Compute goodwill and purchase-price allocation, impairment \(IAS 36\), inventory net realisable value, held-for-sale, debt waterfalls, cap tables, sum-of-the-parts and SPAC redemption; residual income and justified price-to-book; and non-financial asset fair value: inves
- `calculate\_sector\_metrics`: Sector-metric engine. Compute the metrics that anchor valuation in specific industries: SaaS \(ARR, NRR, magic number, Rule of 40\), marketplaces \(take rate, GMV multiple\), lending \(LTV/CAC\), and crypto \(NVT, Metcalfe\). It returns operating metrics, not a valuation; use them as inputs to calculate\_mar
- `calculate\_structured\_product`: Structured-product engine. Value HKEX-listed and OTC structures: CBBCs, derivative and inline warrants, equity-linked notes and investments, autocallables, accumulators and decumulators, credit-linked notes, TRS, and CFDs. Use this for equity-linked and credit-linked payoff structures; for a plain o

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