◆ Autonomous Specialist
Pulls the funding and cash-flow picture, projects net outflows under the regulatory stress assumptions, and computes the Liquidity Coverage and Net Stable Funding ratios on demand. Flags a thinning buffer to the ALCO orchestration agent with the workings attached.
Memory
Working Current funding position, the outflow assumption set, ratio workings.
Episodic Prior days' positions and the drivers behind recent ratio moves.
Semantic Basel LCR/NSFR rules, HQLA eligibility, run-off and roll-off factors.
Procedural Classification playbooks for mapping balances to regulatory buckets.
Store File-based memory tool + results warehouse
Orchestration
pipeline MCP
Harness · Managed Agents … sandboxed code execution for the cash-flow projections; structured note-taking persists the assumption set across the run.
Tools
{ } Treasury / cash-management system API { } Core banking + deposit feeds API ›_ Cash-flow projection engine Code exec ⌕ Basel rules corpus Retrieval ⇄ ALCO orchestration agent A2A
Evals & guardrails
- Daily reconciliation of computed HQLA + outflows back to the ledger within tolerance.
- Gold-set check: recomputes a known historical date and matches the filed ratio.
- Ratio breaches and near-misses force escalation to the ALCO orchestration agent before any ALCO note ships.
- Full OpenTelemetry trace of every classification decision retained for exam.
Offline reflection
Offline replay of days where the realised position diverged from the forecast, refining the behavioural run-off assumptions (procedural memory) … not the rules.
Frontier edge
- ▲World-model simulation of funding paths: stress-tests deposit-flight and wholesale-rollover scenarios before the buffer thins, not after.
- ▲Continual learning (eval-gated, SEAL-style): every realised run-off outcome sharpens the behavioural assumptions without a full model retrain.
- ▲Proactive buffer alerts: anticipates the next maturity cliff and flags it to Treasury ahead of the funding-desk open.
A sample run
Trigger Overnight feeds land; morning LCR refresh requested ahead of the funding desk open.
- 1Map deposit and wholesale-funding balances to LCR outflow categories.
- 2Apply run-off factors; project 30-day net cash outflow.
- 3Value HQLA by tier with haircuts; compute LCR and NSFR.
- 4Diff against yesterday; write the attribution for the moves.
Output An LCR of 128% with a written explain (a large corporate deposit maturing drove the −4pt move); flags NSFR drifting toward limit for ALCO review.
In numbers
intraday vs. monthly
Ratio refresh frequency
< 1.5pt
Forecast vs. realised LCR error
Handoffs
Hands to → Capital Planning Agent
Across ⇢ Risk → Liquidity Risk for limit oversight