◆ Autonomous Monitor
Watches the signals that change credit risk … covenant tests, payment behaviour, adverse media, equity and CDS moves … and raises a watchlist nomination the moment a borrower starts to deteriorate. Runs as a live early-warning loop across the portfolio.
Memory
Working The triggering signal and the borrower's last-known credit profile.
Episodic The borrower's covenant-test and watchlist history.
Semantic What constitutes a material credit-deterioration signal by sector.
Store Entity graph + change-event log
Orchestration
swarm MCPA2A
Harness · Managed Agents … event-driven, always-on monitors per portfolio segment.
Tools
{ } Covenant-tracking system API { } Market signals (equity / CDS / bond) API ⌕ Adverse-media monitor Retrieval { } Watchlist workflow API
Evals & guardrails
- Trigger precision/recall tracked; a missed material deterioration is a control failure.
- Watchlist nominations route to the chief-credit oversight agent for confirmation.
- Full OpenTelemetry trace of every signal evaluated, retained for audit.
Frontier edge
- ▲Anticipatory: fuses payment behaviour, CDS and adverse-media drift into a deterioration forecast, nominating borrowers before any single covenant trips.
- ▲Self-improving fleet: a confirmed early call propagates its signal weighting to every sibling segment-monitor between runs.
- ▲Edge inference on the market-signal path keeps trigger latency low even when the whole book moves at once.
In numbers
100%
Obligors under continuous watch
+58 days
Avg. early-warning lead time
Handoffs
Fed by ← Loan Review Agent
Hands to → Loan Review Agent