◆ Supervised Specialist
Solves the bank-wide allocation of which asset to post where: honours every CSA's eligibility and haircut schedule while keeping the most liquid collateral free for funding. Runs an LP solver in a sandbox each cycle; the allocation is re-checked against eligibility and concentration limits before any movement is staged.
Memory
Working The set of obligations, the available inventory, the current allocation.
Episodic Prior allocations and their realised funding cost.
Semantic Eligibility schedules, haircuts, concentration limits, funding curves.
Store Inventory + eligibility reference store
Orchestration
MCPA2A
Harness · Managed Agents … sandboxed code execution for the allocation optimization; results re-checked against eligibility before any movement is staged.
Tools
{ } Collateral inventory API ⌕ Eligibility + haircut schedules Retrieval ›_ Allocation optimizer (LP solver) Code exec ⇄ Treasury funding desk A2A ⇄ Oversight collateral agent A2A
Evals & guardrails
- Every allocation validated against eligibility + concentration limits before staging.
- Champion/challenger on the optimizer; funding-cost saving measured vs. naive allocation.
- Large reallocations are re-derived by an oversight agent before settlement.
Frontier edge
- ▲World-model simulation: stress-tests each candidate allocation against tomorrow's likely calls and funding curves, beyond today's snapshot.
- ▲Agent-mesh negotiation: trades funding-cost inputs with the Treasury funding agent over A2A to price the true cheapest-to-deliver set.
- ▲Causal reasoning: attributes realised funding savings back to specific allocation choices, so the optimizer learns what moved the cost.
A sample run
Trigger Margin agent confirms $40M of net new collateral obligations for the day.
- 1Pull eligible inventory; map each obligation's eligibility + haircut schedule.
- 2Run the LP solver to minimise funding cost subject to all constraints.
- 3Validate the proposed allocation against concentration limits.
Output A cheapest-to-deliver allocation that frees ~$6M of high-quality liquid assets for funding, staged for settlement pending the oversight agent's re-derivation.
In numbers
−$8.1M / yr
Funding cost saved
+14%
HQLA freed for funding
Handoffs
Fed by ← Margin Call Agent
Across ⇢ Treasury → Liquidity & Funding (collateral availability)