Portfolio Valuation Agent
Produces the daily mark and accounting treatment for the investment book.
Values every position daily, applies the right accounting bucket (AFS fair-value through OCI vs. HTM amortised cost), and computes the AOCI impact. Closes the end-of-day valuation before market open.
Authority
Act within policy
Team role
Completes a defined task
Handoffs
Named collaborators
The role
What it owns and where its authority ends
Desk
Investment Portfolio
Desk workflow
Portfolio positioning, then trade execution support, then daily valuation and accounting (AFS/HTM, fair value, AOCI), then impairment and CECL monitoring, then performance reporting.
Collaboration
Moves work through defined stages
Decision boundary
Acts only within an explicit policy, permission and escalation boundary.
Systems and capabilities involved
Securities position system
Market-data feeds
prices, yields
Valuation + accounting math
Sub-ledger posting
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
Handoff to
Context
What the role needs to do the work
- Current work
- Today's positions, prices and classification map.
- Prior interactions
- Prior-day marks and the source-price lineage.
- Policies and reference
- ASC 320 / IFRS 9 classification rules, AOCI mechanics.
- Working method
- Not specified for this role.
Checks and boundaries
What must be tested or reviewed
- 01Price-source reconciliation; stale or outlier marks quarantined for an independent valuation judge agent.
- 02Sub-ledger ties to the GL within tolerance before posting is confirmed.
- 03Immutable price-lineage trail for every mark.
Human authority
Acts only within an explicit policy, permission and escalation boundary.
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