◆ 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.
- 1Pull current RWA by exposure class and the capital stack.
- 2Project RWA under the base + adverse scenarios; roll forward earnings and AOCI.
- 3Compute projected CET1, Tier 1 and total ratios against buffers.
- 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