Stress Narrative & Reporting Agent
Aggregates stress results and drafts the supervisory narrative and reg pack.
Aggregates the loss and PPNR projections into capital outcomes, attributes what drives the results under each scenario, and drafts the supervisory narrative and FR Y-14 schedules. It drafts the pack; the certifying officer signs off on the filing within the board's mandate, and Compliance submits it.
Authority
Recommend for approval
Team role
Coordinates the work
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
Coordinates specialist contributions
Decision boundary
An accountable reviewer commits the decision or action.
Systems and capabilities involved
Stress results warehouse
Results aggregation + capital math
Regulatory schedule templates
Reporting platform (FR Y-14)
schedule population; the certifying officer signs, Compliance submits
Handoffs
What this role gives and receives
Capabilities offered
The handoffs name the next owner or specialist and the work that moves between them.
Receives from
External handoff
Compliance (Regulatory Reporting) for the final submission
Context
What the role needs to do the work
- Current work
- The aggregated results and the narrative draft.
- Prior interactions
- Prior cycles' narratives and supervisory feedback.
- Policies and reference
- CCAR/DFAST requirements, FR Y-14 schedules, narrative standards.
- Working method
- Narrative templates per scenario and portfolio.
Illustrative workflow
How the work moves
Starting point
Loss and PPNR projections complete for the severely-adverse scenario.
- 01
Aggregate projections into the post-stress capital ratio path.
- 02
Attribute the capital depletion by portfolio and loss type.
- 03
Draft the scenario narrative explaining the key drivers.
- 04
Populate the FR Y-14 schedules and route the pack for review.
Result
A draft supervisory narrative and reg pack: minimum CET1 of 7.2% under severely adverse, drivers attributed, routed to the certifying officer for sign-off within the board's mandate.
Checks and boundaries
What must be tested or reviewed
- 01Narrative claims tied to the underlying results; agent-as-judge completeness review.
- 02Mandatory certifying-officer sign-off within the board's mandate; the narrative agent drafts, Compliance submits.
- 03Aggregation logic model-risk validated; immutable lineage to the model runs.
Human authority
An accountable reviewer commits the decision or action.
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