Rory sounds like my 17 year old daughter, Delta's, little sister! We named Delta "monkey" when she was about 2 as well. Let's see, at 18 months, we had already found her one morning bright and early, sitting on top of our refrigerator with chocolate crumbs all over her face and a big grin, having pushed a chair over to the counter, opened the cabinets and used the shelves inside them as a ladder to get to her perch so she could eat ALL the cookies in the cookie jar. At 2 years old, we were on vacation in the San Juan Islands in northern Washington. There was a resort we were staying at that was right on the coastline of Orcas Island. There was a very thin pebble beach, with a 15 foot sea wall of big basalt boulders surrounding a large grassy flat lawn area near the lodge. We were on that lawn, Delta right next to me, when I dropped her little hand for a moment to pick up someone's frisbee, throw it back to them, and turn to say something to the person next to me about it. A woman called out--"Does anyone know who that baby belongs to?"--and I turned around just in time to see Delta going down over the edge, climbing down those huge boulders that were twice as big as she was! She was halfway down by the time I could run over to her--so I ran down a little boat ramp to the beach and encouraged her to feel with her feet before she put them down. She was fine.
When she was 4, I was in my kitchen, with Delta playing outside. I could hear her giggling and talking to herself, but a very strong wind came up. It got quiet for a few minutes and then, just as I went to investigate, I heard a loud squeal--I couldn't tell if it was fear or glee. I ran out to see her in the very top of our maple tree--probably 25 feet in the air--hanging onto the trunk and standing on branches that could support a 4 year old but that I could never get onto without breaking them--Absolutely delighted and shrieking with laughter as the tree swayed in the wind. All I could do was avoid panicking and letting anything in my voice scare her.
I again just stood very calmly, called to her to climb down carefully (being careful NOT to say things like "don't fall" or "don't hurt yourself" because that is the last thing I wanted to plant in her mind at that moment), helped her know when her foot was about to get to a branch, and stayed right underneath her in case she did fall. She didn't. She was fine and exhilerated.
I finally realized Delta needed gymnastics training. She loved it and I felt much better with all the padding and helpful equipment. Perhaps Rory would like something like this?
But I also have had more than my share of doubtful, even fearful, parents try to tell my daughter that "she might hurt herself". She's 17 and no major injuries yet.