◆ Supervised Orchestrator
Aggregates the loss and PPNR projections into capital outcomes, attributes what drives the results under each scenario, and drafts the supervisory narrative and FR Y-14 schedules. Drafts but never submits; an oversight agent gates the filing within the board's mandate.
Memory
Working The aggregated results and the narrative draft.
Episodic Prior cycles' narratives and supervisory feedback.
Semantic CCAR/DFAST requirements, FR Y-14 schedules, narrative standards.
Procedural Narrative templates per scenario and portfolio.
Store Results warehouse + template library
Orchestration
orchestrator-worker MCPA2A
Harness · Managed Agents … long-running drafting session with a results-aggregation sub-agent; compaction across the lengthy narrative; structured note-taking.
Tools
{ } Stress results warehouse API ›_ Results aggregation + capital math Code exec ⌕ Regulatory schedule templates Retrieval { } Reporting platform (FR Y-14) API
Evals & guardrails
- Narrative claims tied to the underlying results; agent-as-judge completeness review.
- Mandatory reporting-oversight-agent sign-off within the board's mandate … the narrative agent drafts, it never submits.
- Aggregation logic model-risk validated; immutable lineage to the model runs.
Frontier edge
- ▲Long-horizon autonomy: holds a checkpointed, multi-day drafting workflow across aggregation, attribution and FR Y-14 population, resuming cleanly as late results land.
- ▲Causal narrative: explains why each scenario depletes capital the way it does, tracing the path from macro shock to loss to CET1, rather than just reporting the number.
- ▲Formal action-gating: the drafts-but-never-submits boundary is enforced in policy, so it cannot file a schedule; the routed pack carries a cryptographically signed, replayable provenance trail.
A sample run
Trigger Loss and PPNR projections complete for the severely-adverse scenario.
- 1Aggregate projections into the post-stress capital ratio path.
- 2Attribute the capital depletion by portfolio and loss type.
- 3Draft the scenario narrative explaining the key drivers.
- 4Populate the FR Y-14 schedules and route the pack for review.
Output A draft supervisory narrative and reg pack … minimum CET1 of 7.2% under severely adverse, drivers attributed … routed to the reporting oversight agent for sign-off.
In numbers
within days of final runs
Narrative + reg pack ready
automated + reconciled
Schedule population
Handoffs
Fed by ← Scenario Data-Prep Agent
Across ⇢ Compliance … Regulatory Reporting for the final submission