The Agentic Bank

Best-Execution & TCA Agent

⬡ Receipts Builds best-execution evidence and transaction-cost analytics per order.
◆ Autonomous Monitor

Reconstructs every order against the prevailing market, scores it on the best-ex policy, and assembles the regulator-ready evidence pack per trade. Flags the outliers that executed outside the policy band for an oversight agent to review.

Memory

Working The order timeline and the matched market data.
Semantic Best-execution policy, RTS 27/28 requirements, venue taxonomy.
Store Execution warehouse + benchmark store

Orchestration

MCP

Harness · Managed Agents … sandboxed code execution for TCA computation.

Tools

{ } Execution + market-data warehouse API ›_ TCA compute sandbox Code exec Best-ex policy corpus Retrieval

Evals & guardrails

  • Benchmark-reconstruction accuracy checked against a labelled sample.
  • Outlier flags reviewed by an oversight agent-as-judge before they reach a client or regulator.

Frontier edge

  • Causal reasoning: separates genuine bad execution from coincident market moves, so an outlier flag means cause not just correlation.
  • Proactive surveillance: surfaces a drifting venue or algo before it shows up in the quarterly best-ex numbers.
  • Continual learning: refines its benchmark-reconstruction logic from each labelled correction, eval-gated before it changes scoring.

In numbers

190,000
Orders analysed / day
< 1 min
Best-ex evidence lag

Handoffs

Across ⇢ Compliance → Trade Surveillance for outlier review

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