Capital Planning Agent
Supports capital adequacy monitoring and planning (RWA, CET1, buffers).
Tracks risk-weighted assets and capital ratios, projects them under the plan and stress scenarios, and surfaces where capital is being consumed. Runs the assembly, the arithmetic and the plan; capital actions execute only within the board's capital mandate.
Authority
Recommend for approval
Team role
Coordinates the work
Handoffs
Named collaborators
The role
What it owns and where its authority ends
Desk
Corporate Treasury / ALM
Desk workflow
Daily liquidity and funding position, then interest-rate-risk (IRRBB) measurement, then LCR/NSFR computation, then capital ratio monitoring, then ALCO recommendations.
Collaboration
Coordinates specialist contributions
Decision boundary
An accountable reviewer commits the decision or action.
Systems and capabilities involved
RWA + capital data mart
Capital projection engine
Liquidity + IRRBB inputs
from ALM agents
Basel capital rules corpus
Capital oversight agent
gates capital actions against the board mandate
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
Receives from
External handoff
Risk (Stress Testing) for CCAR scenario alignment
Context
What the role needs to do the work
- Current work
- Current RWA + capital stack and the projection scenario.
- Prior interactions
- Prior capital plans and actual-vs-plan variances.
- Policies and reference
- Basel RWA rules, CET1 composition, buffer requirements (CCB, GSIB).
- Working method
- RWA roll-forward methodology refined against actuals.
Illustrative workflow
How the work moves
Starting point
Quarterly capital plan refresh kicks off on the close calendar.
- 01
Pull current RWA by exposure class and the capital stack.
- 02
Project RWA under the base + adverse scenarios; roll forward earnings and AOCI.
- 03
Compute projected CET1, Tier 1 and total ratios against buffers.
- 04
Build the bridge explaining the ratio walk.
Result
A capital plan showing CET1 holding at 12.4% under adverse, with a buffer-headroom bridge, gated by the capital oversight agent and bounded by the board's capital mandate.
Checks and boundaries
What must be tested or reviewed
- 01RWA and CET1 tie back to the regulatory filing within materiality tolerance.
- 02Capital actions (issuance, buyback, dividend) commit only inside the board's capital mandate; the oversight agent gates anything outside it.
- 03Agent-as-judge review of the roll-forward bridge for completeness.
Human authority
An accountable reviewer commits the decision or action.
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