Risk Aggregation & CRO Reporting
Consolidates every risk type and desk into a single firm-wide view for the CRO and board
Desks Aggregated
9
Risk Types Covered
5
CRO Packs Published YTD
312
Manual Touches This Cycle
0
| Risk Type | Current Exposure | % of Firm VaR | Week-on-Week Trend |
|---|---|---|---|
| Market Risk (VaR) | $18.4M | 38% | Rising |
| Counterparty Credit Risk (PFE) | $505M | — | Rising |
| Operational Risk (Loss Events, YTD) | $3.1M | — | Stable |
| Liquidity Risk (Funding Gap) | $212M | — | Falling |
| Model Risk (Open Findings) | 14 findings | — | Falling |
About This Agent
Data on This Page
Firm-wide exposure by risk type — market, counterparty credit, operational, liquidity and model — with week-on-week trend. Stat tiles roll up desks aggregated (9), risk types covered (5), CRO packs published year-to-date (312), and manual touches this cycle (0).
What This Agent Does
Pulls live figures from every other Vantage agent, reconciles them onto a common risk taxonomy, generates the daily and board-cycle CRO risk pack automatically, and narrates the week-on-week movements so the risk committee sees the story behind the numbers, not just the numbers.
Worked Examples
- Published the firm-wide risk pack ahead of the Board Risk Committee with zero manual edits required this cycle.
- Flagged counterparty credit risk as the fastest-rising exposure this month, driven by the Northbridge Securities line growth.
- Model risk findings fell from 19 to 14 following the completion of three overdue Tier 2 revalidations.