Ballast

Regulatory Capital & Basel/FRTB

Agent StatusAll Active

Prudential Reporting Team

Regulatory Capital Group

AI Agents Dashboard

12 intelligent agents automating regulatory capital and prudential reporting end-to-end

12 Active

Total Processed

154,797

Pending Items

72

Active Alerts

14

Automation Rate

93%

RWA Calculation Engine

Computes risk-weighted assets across credit, market, operational and counterparty (CVA) risk under standardised and IRB approaches

42,180 processed2 alerts

FRTB Market Risk Engine

Standardised Approach (SA) and Internal Models Approach (IMA) capital charges for trading book positions, sensitivities-based method

18,940 processed3 alerts

Capital Adequacy & Ratios

CET1, Tier 1, Total Capital and Leverage Ratio calculation, buffer monitoring (CCoB/CCyB/G-SIB), MDA headroom tracking

6 processed1 alerts

Liquidity Reporting (LCR/NSFR)

Liquidity Coverage Ratio and Net Stable Funding Ratio calculation, HQLA classification, funding concentration monitoring

6 processed

Large Exposures & Concentration Risk

Large exposure limit monitoring against Tier 1 capital, connected counterparty aggregation, breach escalation

312 processed1 alerts

Regulatory Return Generation

Automated COREP/FINREP template population, XBRL tagging and validation against EBA/regulator taxonomies

184 processed1 alerts

ICAAP/ILAAP & Stress Testing

Internal capital/liquidity adequacy assessment documentation, stress scenario modelling and capital impact projection

28 processed

Regulatory Data Quality & Lineage

BCBS 239 data governance: source-to-report lineage, reconciliation to general ledger, data quality scoring

92,840 processed4 alerts

Regulatory Change & Taxonomy Management

Tracks EBA/PRA/Basel taxonomy and rule changes, impact-assesses upcoming regulatory updates against existing calculations

47 processed2 alerts

Multi-Jurisdiction Reporting

Basel III/IV, CRR3/CRD VI, UK PRA and local regulator variant reconciliation for multi-entity banking groups

6 processed

Board & Submission Workflow

Sign-off workflow, four-eyes review, audit trail and submission tracking to regulators and board risk committees

184 processed

Scenario & Sensitivity Analytics

What-if capital impact modelling: RWA optimization, balance sheet actions, and regulatory ratio sensitivity to macro scenarios

64 processed

Live Activity

Real-time agent actions

CET1 ratio projected at 12.4%, 0.3pp above MDA trigger for Meridian Bank UK plc after Q3 RWA update

Capital Adequacy & Ratios14 min ago

COREP C 34.10 template validation failed — XBRL taxonomy mismatch on large exposures template

Regulatory Return Generation39 min ago

Detected missing curvature offset in GIRR delta bucket for EUR swap book

FRTB Market Risk Engine1 hour ago

Reconciled 92,840 GL line items to regulatory data warehouse, 23 exceptions raised

Regulatory Data Quality & Lineage1 hour ago

Re-tiered Level 2B covered bonds following updated haircut schedule

Liquidity Reporting (LCR/NSFR)2 hours ago

Routed Q3 COREP package for four-eyes sign-off ahead of Sep 30 deadline

Board & Submission Workflow3 hours ago