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Risk agents
Risk, Trust & ResilienceRiskStress Testing (CCAR/DFAST)

Scenario Data-Prep Agent

Prepares and reconciles data inputs for stress-test runs.

Assembles the portfolio, balance-sheet and macro-variable inputs each stress model needs, reconciles them across systems, and documents every assumption and mapping with full lineage. Each input set clears an independent re-derivation check and the accountable data-quality owner's review before the model run proceeds.

Authority

Recommend for approval

Team role

Completes a defined task

Handoffs

Named collaborators

The role

What it owns and where its authority ends

Desk

Stress Testing (CCAR/DFAST)

Desk workflow

Scenario receipt, then data preparation across portfolios, then model-run orchestration, then results aggregation, then narrative and regulatory-pack drafting.

Collaboration

Moves work through defined stages

Decision boundary

An accountable reviewer commits the decision or action.

Systems and capabilities involved

  • Portfolio + balance-sheet systems

  • Macro-scenario feeds

    supervisory + internal scenarios

  • Data transformation + reconciliation

  • Data-quality re-derivation

    a second agent recomputes the input set before the accountable data-quality owner signs off

Handoffs

What this role gives and receives

Capabilities offered

The handoffs name the next owner or specialist and the work that moves between them.

External handoff

Credit Risk + Market Risk (portfolio inputs)

External handoff

Treasury for balance-sheet projections

Context

What the role needs to do the work

Current work
The scenario inputs being assembled and their reconciliation status.
Prior interactions
Prior cycles' data mappings and the breaks that arose.
Policies and reference
The data dictionary, model input specs, and scenario definitions.
Working method
Reconciliation playbooks per portfolio and data source.

Checks and boundaries

What must be tested or reviewed

  1. 01Reconciliation completeness checked against source before data is released to models.
  2. 02Every mapping and assumption documented and traceable for the supervisory exam.
  3. 03Material data breaks escalate to the accountable data-quality owner before the model run proceeds.

Human authority

An accountable reviewer commits the decision or action.

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