Icap
Icap
tasks: 39 constraints: 9 team: 11 timesteps: 85
Workflow Goal
Objective
Objective: Execute the annual ICAAP to provide a coherent, well‑governed, and evidence‑backed assessment of capital adequacy across economic and normative perspectives for a mid‑size EU retail bank.
Primary deliverables
- Comprehensive risk inventory and materiality assessment (credit, market/CVA/IRRBB, liquidity, operational, concentration, model risk) with quantification methods and owners.
- Economic capital computation with sensitivity analysis and consistency checks across models.
- Institution‑wide stress testing (baseline/adverse/severe) and reverse stress testing with severity rationale.
- 3‑year normative capital plan (CET1 vs OCR+CBR, P2R/P2G, MDA) and management buffer sizing.
- Management actions catalog with feasibility, triggers, timelines, and quantified impacts.
- Governance package: decision logs, committee materials, sign‑offs, and escalation evidence.
- Regulatory mapping (PRA/ECB/CRD/CRR, Basel) with proportionality rationale and explicit gaps.
- Data lineage registry and reproducibility notes for all key figures and workpapers.
Acceptance criteria (high‑level)
- Evidenced scenario coverage incl. reverse stress; decision‑impact analysis documented.
- Sign‑offs present for validation, compliance, internal audit, and board pack.
- Consistency between economic/normative perspectives with reconciliations where required.
- Confidential information redacted with documented access controls; no unresolved high‑risk issues pending.
Team Structure
| Agent ID | Type | Name / Role | Capabilities |
|---|---|---|---|
| credit_risk_modeler | ai | Builds PD/LGD/EAD estimates Analyzes concentration risk Computes economic capital Documents sensitivity and overlays |
|
| irrbb_analyst | ai | Measures EVE/NII sensitivities Calibrates behavioral assumptions Checks policy limit compliance Prepares IRRBB reports |
|
| op_risk_analyst | ai | Analyzes loss data Runs scenario assessments Applies model risk overlays Drafts ORSA/ICAAP write‑ups |
|
| stress_testing_designer | ai | Builds baseline/adverse/severe paths Designs reverse stress tests Documents variable books Preps governance review decks |
|
| capital_planner | ai | Projects earnings/RWAs/CET1 Assesses OCR+CBR and P2R/P2G Runs MDA checks Drafts management actions |
|
| documentation_lead | ai | Compiles CAS/risk coverage Links evidence and version control Tracks approvals Ensures submission readiness |
|
| model_validation_lead | human_mock | Model Validation Lead (Independent Validation) | Reviews methodology/data Runs outcomes analysis Designs monitoring Documents effective challenge |
| regulatory_compliance_officer | human_mock | Compliance Officer (Regulatory Compliance) | Maps rules to controls Reviews alignment and gaps Advises on remediation Tracks regulator interactions |
| internal_audit_reviewer | human_mock | Internal Audit Reviewer (Internal Audit) | Performs process/control audits Tests documentation completeness Issues findings/follow‑ups Confirms remediation effectiveness |
| board_committee | human_mock | Board Committee (Board Approval) | Challenges assumptions and results Balances risk appetite and buffers Approves final decisions Holds management accountable |
| bank_cfo | stakeholder | Bank CFO (Executive Stakeholder) | Sets compliance/time/cost priorities Approves buffer policy and actions Chairs decision forums Owns final submission call |
Join/Leave Schedule
| Timestep | Agents / Notes |
|---|---|
| 0 | credit_risk_modeler — Credit risk economic capital irrbb_analyst — IRRBB EVE/NII op_risk_analyst — Operational risk scenarios documentation_lead — Documentation assembly |
| 15 | stress_testing_designer — Scenario design |
| 40 | capital_planner — Normative projections and buffers |
| 70 | model_validation_lead — Independent validation regulatory_compliance_officer — Regulatory review |
| 85 | internal_audit_reviewer — Internal audit review board_committee — Final approval |
Workflow Diagram
Preferences & Rubrics
Defined: Yes.
Sources
- Workflow:
/Users/charliemasters/Desktop/deepflow/manager_agent_gym/examples/end_to_end_examples/icap/workflow.py - Team:
/Users/charliemasters/Desktop/deepflow/manager_agent_gym/examples/end_to_end_examples/icap/team.py - Preferences:
/Users/charliemasters/Desktop/deepflow/manager_agent_gym/examples/end_to_end_examples/icap/preferences.py