Agentic AI for Derivatives and Collateral Orchestration
DOI:
https://doi.org/10.5281/zenodo.22873191Keywords:
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
This study presents a framework for automated, agent-based orchestration of cloud-native financial systems, designed to operate in accordance with regulatory frameworks, operational governance policies, business imperatives, and risk considerations across enterprise accounts and multi-counterparty transactions. It lays the groundwork for cloud-native, agentically-controlled orchestration solutions, with particular focus on the risk, collateral, and accounting subproblems arising from the multi-counterparty structure of Delivery-versus-Payment (DvP) transactions in traded derivatives portfolios.
We propose a design approach that enables configurable governing controls and decision criteria, validated through a proof-of-concept architecture. This design draws on established commercial and open-source domain technology patterns, demonstrating measurable reductions in technical debt. The traded derivatives portfolio is used as an illustrative case study.
While not exhaustive, the objectives, guiding principles, and requirements addressed in this work advance cloud-native financial systems toward operational maturity. The proposed approach supports incremental deployment, allowing implementation and operations teams to identify milestones and roadmap the engineering, operational, and organizational work required to realize a complete cloud-native solution for DvP, trade, and transaction management.
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