The Agentic Bank

Trade Break Investigator

⬡ Splice Investigates and resolves economic and static-data breaks on captured trades.
◆ Supervised Specialist

When the book and the counterparty disagree (wrong notional, missing fee, stale SSI), it digs into both sides, determines which is correct, and proposes the correction with an audit trail attached. Resolves below threshold and routes large re-books to an oversight agent.

Memory

Working The break, both sides' versions, the working hypothesis.
Episodic Prior breaks with this counterparty / on this product type.
Semantic Product economics, fee schedules, SSI rules by market.
Procedural Resolution playbooks per break category.
Store Knowledge graph (trade/counterparty) + case store

Orchestration

MCPA2A

Harness · Managed Agents … investigation session; structured note-taking persists the break hypothesis and evidence across multi-system lookups.

Tools

{ } Trade booking system API { } Static / reference data (SSI, calendars) API { } Matching platform API Counterparty comms MCP Oversight desk-head agent A2A

Evals & guardrails

  • Resolution accuracy reviewed by an agent-as-judge against the affirmed gold set.
  • Corrections above a notional threshold are re-derived by an oversight agent before re-book.
  • Immutable audit log of who-was-right rationale per break.

Frontier edge

  • Causal reasoning: runs counterfactual 'whose booking is wrong' attribution across both sides rather than guessing from the loudest correlation.
  • Long-horizon autonomy: holds a break hypothesis alive across multi-system lookups and a multi-hour chase without losing the thread.
  • World-model simulation: previews the downstream settlement impact of each candidate correction before recommending the re-book.

A sample run

Trigger Confirmation agent routes a notional mismatch on an equity swap.
  1. 1Pull both sides; reconcile against the original execution record.
  2. 2Identify a fat-finger on the bank's booking (extra zero on notional).
  3. 3Draft the correcting amendment with the execution evidence cited.
Output Recommends a booking correction; auto-applies below threshold, routes the large ones to the oversight agent with the counterparty confirm attached as proof.

In numbers

73%
Breaks auto-resolved
11 min
Median investigation time

Handoffs

More on the Trade Capture & Confirmation desk