The Agentic Bank

Capital Planning Agent

⬡ Keel Supports capital adequacy monitoring and planning (RWA, CET1, buffers).
◆ Supervised Orchestrator

Tracks risk-weighted assets and capital ratios, projects them under the plan and stress scenarios, and surfaces where capital is being consumed. Runs the assembly, the arithmetic and the plan; capital actions execute only within the board's capital mandate.

Memory

Working Current RWA + capital stack and the projection scenario.
Episodic Prior capital plans and actual-vs-plan variances.
Semantic Basel RWA rules, CET1 composition, buffer requirements (CCB, GSIB).
Procedural RWA roll-forward methodology refined against actuals.
Store File-based memory tool + results warehouse

Orchestration

orchestrator-worker MCPA2A

Harness · Managed Agents … orchestrator coordinating data pulls + sandboxed projection code.

Tools

{ } RWA + capital data mart API ›_ Capital projection engine Code exec Liquidity + IRRBB inputs A2A Basel capital rules corpus Retrieval Capital oversight agent A2A

Evals & guardrails

  • RWA and CET1 tie back to the regulatory filing within materiality tolerance.
  • Capital actions (issuance, buyback, dividend) commit only inside the board's capital mandate; the oversight agent gates anything outside it.
  • Agent-as-judge review of the roll-forward bridge for completeness.

Offline reflection

Replays prior plan-vs-actual variances to sharpen the RWA migration assumptions offline.

Frontier edge

  • World-model simulation: walks CET1 forward across hundreds of macro paths and management actions, mapping where buffers breach under each.
  • Causal stress reasoning: isolates which exposure classes drive RWA inflation under adverse, separating cause from correlation.
  • Agent-mesh coordination (A2A): pulls liquidity and IRRBB worker outputs live so the capital walk reconciles to the same scenario set across ALM.

A sample run

Trigger Quarterly capital plan refresh kicks off on the close calendar.
  1. 1Pull current RWA by exposure class and the capital stack.
  2. 2Project RWA under the base + adverse scenarios; roll forward earnings and AOCI.
  3. 3Compute projected CET1, Tier 1 and total ratios against buffers.
  4. 4Build the bridge explaining the ratio walk.
Output A capital plan showing CET1 holding at 12.4% under adverse, with a buffer-headroom bridge … gated by the capital oversight agent and bounded by the board's capital mandate.

In numbers

continuous, refreshed on close
Plan assembly

Handoffs

Across ⇢ Risk → Stress Testing (CCAR) for scenario alignment

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