Intelligent Collateral Mesh for Multi-Party Derivatives
DOI:
https://doi.org/10.5281/zenodo.21412162Keywords:
Agentic Financial Orchestration, Cloud-Native Financial Systems, Automated Transaction Orchestration, DvP Transaction Management, Derivatives Portfolio Systems, Multi-Counterparty Risk Management, Collateral Optimization Systems, Financial Risk Analytics, Regulatory Compliance in Finance, Governance-Driven Systems, Decision-Oriented Architectures, Cloud Financial Engineering, Trade Lifecycle Management, Financial Control Frameworks, AI-Driven Finance Operations, Transaction Risk Management, Operational Governance Models, Incremental Deployment Strategies, Financial Systems Modernization, Enterprise Financial Automation.Abstract
Automated, agent-based, enterprise orchestration of cloud-native financial systems according to regulatory frameworks, operational governance policies, business imperative, and risk considerations for enterprise accounts and transactions with multiple counterparties. The study lays the foundation for cloud-native, agentically-controlled, orchestration solutions focusing on the complex set of risk, collateral, and accounting subproblems emerging from the multi-counterparty nature of DvP transactions for traded derivatives portfolios. A design approach is proposed, enabling the configuration of the governing control and decision criteria, supported by a proof-of-concept architecture. The solution design is supported by commercial and open-source domain technology patterns with proof points in reducing technical debt.
The traded derivatives portfolio serves as an example. Although not exhaustive, achieving the stated objectives, guided by the established principles, and responding to the defined requirements and questions for this set of problems advance the field of cloud-native financial systems toward an operational state. Incremental deployment is possible, enabling deployment and operational teams to identify milestones and roadmap the full range of engineering, operational, and organizational work required to realise the complete cloud-native DvP, trader, and transaction management solution.
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