AI Agents Dashboard
10 intelligent agents covering enterprise risk end-to-end
Total Processed
179,152
Pending Items
71
Active Alerts
12
Automation Rate
95.6%
Market Risk Engine (VaR/ES)
Aggregates VaR and Expected Shortfall across every desk, runs daily backtesting and P&L attribution
Counterparty Credit Risk
Calculates CVA/PFE, tracks wrong-way risk and monitors counterparty exposure against credit lines
Limits & Breach Monitoring
Real-time pre- and post-trade limit utilization across desks, with automated escalation on breach
Model Risk Management
Maintains the model inventory, tracks validation status and monitors ongoing model performance
Risk Aggregation & CRO Reporting
Consolidates exposure across every desk and risk type into a single firm-wide CRO dashboard
Scenario & Sensitivity Analytics
Runs desk-level what-if and macro shock scenarios to project P&L and capital impact ahead of time
Operational Risk & Loss Events
Captures loss events and near-misses, runs RCSA workflows and tracks key risk indicators
Liquidity & Funding Risk
Monitors desk-level funding cost, repo dependency and intraday liquidity risk on the trading book
Risk Data Aggregation (BCBS 239)
Governs source-to-report lineage and data quality for every risk figure the other agents rely on
Hedging & Mitigation Advisory
Recommends hedges and exposure reductions to bring desks back within limit ahead of breach
Live Activity
Real-time agent actions
APAC Rates Desk VaR limit breached — $4.2M against $3.5M limit, escalated to desk head
Northbridge Securities PFE reached 92% of credit line after new 10y swap trade
FX options pricing model flagged for review — 3rd consecutive week of backtesting exceptions
Recommended a 5y swaption overlay to bring APAC Rates Desk VaR back within limit
Reconciled 58,900 position records to source systems overnight, 17 exceptions raised
Published firm-wide risk pack ahead of Board Risk Committee, zero manual touches