The Agentic Bank

Portfolio Valuation Agent

⬡ Mark Produces the daily mark and accounting treatment for the investment book.
◆ Autonomous Worker

Values every position daily, applies the right accounting bucket (AFS fair-value through OCI vs. HTM amortised cost), and computes the AOCI impact. Closes the end-of-day valuation before market open.

Memory

Working Today's positions, prices and classification map.
Episodic Prior-day marks and the source-price lineage.
Semantic ASC 320 / IFRS 9 classification rules, AOCI mechanics.
Store Position store + price-lineage ledger

Orchestration

pipeline MCP

Harness · Managed Agents … daily session; code-exec for valuation and reconciliation math.

Tools

{ } Securities position system API { } Market-data feeds API ›_ Valuation + accounting math Code exec { } Sub-ledger posting API

Evals & guardrails

  • Price-source reconciliation; stale or outlier marks quarantined for an independent valuation judge agent.
  • Sub-ledger ties to the GL within tolerance before posting is confirmed.
  • Immutable price-lineage trail for every mark.

Frontier edge

  • On-device / edge inference on the intraday valuation path: low-latency marks recomputed the moment a price ticks, not at end-of-day batch.
  • Multimodal price-source reading: parses broker quote sheets and pricing-vendor PDFs natively to resolve a stale or disputed mark.
  • Formal action-gating: the AFS-vs-HTM classification and any sub-ledger posting are cryptographically signed and replayable for audit.

In numbers

~9,000
Positions valued / day
07:30
Daily valuation ready by

Handoffs

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