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.
Handoff to
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
- 01Reconciliation completeness checked against source before data is released to models.
- 02Every mapping and assumption documented and traceable for the supervisory exam.
- 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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