◆ Supervised Orchestrator
Sweeps the whole commercial book continuously across covenant trends, payment behaviour, sector stress and news, spawning per-credit research sub-agents to surface credits drifting toward trouble. Recommends watchlist moves and risk-grade changes with cited evidence; the chief-credit agent commits the call and grade changes never auto-apply.
Memory
Working The credit under review + its assembled risk signals.
Episodic The credit's grade history and the portfolio's prior migrations.
Semantic Risk-grading methodology, sector risk drivers, watchlist criteria.
Store Knowledge graph (borrower/sector/exposure) + grade-history store
Orchestration
orchestrator-worker MCPA2A
Harness · Managed Agents … orchestrator spawning per-credit research sub-agents; always-on with scheduled portfolio sweeps; fresh context per credit.
Tools
{ } Portfolio + exposure system API ⇄ Covenant + payment-behaviour feeds A2A ⌘ Sector + market data MCP ⌕ News + adverse-event search Retrieval
Evals & guardrails
- Recommended grade changes require chief-credit-agent approval before commit … never auto-applied.
- Early-warning precision/recall tracked against credits that did migrate or default.
- Citation discipline … every watchlist recommendation links to its evidence.
- Drift detection on the early-warning signals against realised outcomes.
Offline reflection
Replays which signal combinations actually preceded downgrades and defaults to refine the early-warning model … sharpening the predictors, not just logging them.
Frontier edge
- ▲Anticipatory portfolio watch: world-model simulation propagates a sector shock or a single-name stress across the whole book, surfacing the credits that will drift before the signals individually trip.
- ▲Causal early-warning: counterfactual analysis of which signal combination is driving deterioration, not merely correlated with it, so the downgrade thesis holds up in committee.
- ▲Self-improving fleet: signal-combination predictors learned from one credit's path to default propagate across the early-warning agent population between sweeps.
A sample run
Trigger Scheduled weekly sweep flags a borrower on three weakening signals at once.
- 1Spawn sub-agents: covenant trend, payment behaviour, sector stress, recent news.
- 2Merge into a deterioration thesis; quantify the exposure at risk.
- 3Recommend a watchlist add and a one-notch downgrade with cited evidence.
Output A watchlist + downgrade recommendation with the evidence assembled, routed to the chief-credit agent for the call.
In numbers
+4 months avg.
Early-warning lead time
100%
Credits reviewed continuously
Handoffs
Fed by ← SME Underwriting Agent← Construction Draw Agent← Credit Memo Agent← Covenant Monitoring Agent
Across ⇢ Risk → Credit Risk + Workout for distressed-credit handoff