The Agentic Bank

Valuation Model Agent

⬡ Bridge Builds and stress-tests DCF and trading/transaction valuation models.
◆ Supervised Specialist

Constructs the DCF … projections, WACC, terminal value … reconciles it against the comps and precedent ranges, and runs the sensitivities the deal-committee agent will ask for. Checks its own footings as it builds.

Memory

Working Driver assumptions, the projection build, and the sensitivity grid.
Episodic Prior models for the same target / sector and their accepted assumptions.
Semantic WACC conventions, terminal-value methods, sector margin norms.
Procedural Model-build playbooks and the desk's house assumptions.
Store File-based memory tool + model version store

Orchestration

MCPA2A

Harness · Managed Agents … long-running session; structured note-taking (a model ASSUMPTIONS file) persisted outside context so logic survives compaction.

Tools

›_ Modelling sandbox (spreadsheet engine) Code exec Market data (rates, betas, estimates) MCP Comps / precedent set A2A Oversight-agent review channel A2A

Evals & guardrails

  • Self-audit pass: every formula traces to a stated assumption; circularity flagged.
  • Cross-check guardrail … DCF output must reconcile to comps/precedent range or explain the gap.
  • An oversight agent independently re-derives the valuation before any number reaches the client deck.

Offline reflection

Replays which assumption sets the deal-committee agent accepted vs. revised to refine its default house assumptions per sector.

Frontier edge

  • World-model simulation: runs forward scenarios on the projection before committing a base case, simulating how each driver moves the football field.
  • Causal reasoning: counterfactual 'what if margin compresses 200bps' analysis on the value bridge, not just a static sensitivity grid.
  • Continual learning: eval-gated assumption updates so accepted vs. revised house assumptions tune the next build (SEAL-style), no full retrain.

A sample run

Trigger Valuation needed for the industrials target ahead of a board pitch.
  1. 1Build a 5-year projection from filings and management guidance.
  2. 2Derive WACC; compute terminal value two ways and reconcile.
  3. 3Run sensitivities on growth, margin and discount rate.
  4. 4Reconcile the DCF range against the comps agent's multiples.
Output A footed DCF with a football-field summary and a sensitivity grid committed to the pitch agent; assumptions flagged for oversight-agent sign-off.

In numbers

90
Models built / month
+40%
Footing errors caught pre-review

Handoffs

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