The Agentic Bank

Counterparty Exposure Agent

⬡ Tally Aggregates counterparty credit exposure across the whole trading book.
◆ Always-on Worker

Pulls every derivative, repo and SFT position against a counterparty across every system, nets it under the master agreements, and emits a single current and potential-future-exposure number. Recomputes live on each position change, not on an end-of-day batch.

Memory

Working The counterparty's live positions, collateral, and netting sets.
Semantic Master-agreement / CSA netting rules, exposure methodology.
Store Position warehouse + netting-set graph

Orchestration

router-fanout MCP

Harness · Managed Agents … sandboxed code execution for netting/PFE calculations; deterministic, reproducible runs with full lineage.

Tools

{ } Trade + collateral systems API ›_ Netting / PFE engine Code exec { } Limit framework API

Evals & guardrails

  • Daily reconciliation against the official end-of-day exposure batch; breaks investigated.
  • Calculation methodology model-risk validated (SR 11-7).
  • Immutable lineage from headline exposure back to source trades.

Frontier edge

  • World-model simulation: pre-computes PFE under a sharp spread-widening or a counterparty default to see which limits would breach before the move lands.
  • Confidential compute: nets positions across legal entities inside a secure enclave, so cross-entity exposure is aggregated without raw books leaving their jurisdiction.
  • On the real-time path: recomputes incrementally on each trade event rather than rebatching the whole netting set.

In numbers

< 10s
Exposure refresh latency
100%
Counterparties aggregated live

Handoffs

Across ⇢ Markets … counterparty trading desks (position source)

More on the Credit Risk desk