AI Agents Dashboard
12 intelligent agents automating regulatory capital and prudential reporting end-to-end
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
FRTB Market Risk Engine
Standardised Approach (SA) and Internal Models Approach (IMA) capital charges for trading book positions, sensitivities-based method
Capital Adequacy & Ratios
CET1, Tier 1, Total Capital and Leverage Ratio calculation, buffer monitoring (CCoB/CCyB/G-SIB), MDA headroom tracking
Liquidity Reporting (LCR/NSFR)
Liquidity Coverage Ratio and Net Stable Funding Ratio calculation, HQLA classification, funding concentration monitoring
Large Exposures & Concentration Risk
Large exposure limit monitoring against Tier 1 capital, connected counterparty aggregation, breach escalation
Regulatory Return Generation
Automated COREP/FINREP template population, XBRL tagging and validation against EBA/regulator taxonomies
ICAAP/ILAAP & Stress Testing
Internal capital/liquidity adequacy assessment documentation, stress scenario modelling and capital impact projection
Regulatory Data Quality & Lineage
BCBS 239 data governance: source-to-report lineage, reconciliation to general ledger, data quality scoring
Regulatory Change & Taxonomy Management
Tracks EBA/PRA/Basel taxonomy and rule changes, impact-assesses upcoming regulatory updates against existing calculations
Multi-Jurisdiction Reporting
Basel III/IV, CRR3/CRD VI, UK PRA and local regulator variant reconciliation for multi-entity banking groups
Board & Submission Workflow
Sign-off workflow, four-eyes review, audit trail and submission tracking to regulators and board risk committees
Scenario & Sensitivity Analytics
What-if capital impact modelling: RWA optimization, balance sheet actions, and regulatory ratio sensitivity to macro scenarios
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
COREP C 34.10 template validation failed — XBRL taxonomy mismatch on large exposures template
Detected missing curvature offset in GIRR delta bucket for EUR swap book
Reconciled 92,840 GL line items to regulatory data warehouse, 23 exceptions raised
Re-tiered Level 2B covered bonds following updated haircut schedule
Routed Q3 COREP package for four-eyes sign-off ahead of Sep 30 deadline