Marginal

Agentic Collateral Mgmt

Agent StatusAll Active

Collateral Ops

Margin & Optimization Desk

Disputes & Portfolio Reconciliation

Valuation dispute investigation and resolution, portfolio and CCP reconciliation

Open Variance

$1055K

Open Cases

2

Investigating

2

Resolved This Week

1

About This Agent

Data on this page

Five dispute cases (DSP-2288 to DSP-2292) each with counterparty, variance amount, root cause (valuation curve differences, trade population mismatches, FX rate source differences, late booking, rounding tolerance), age in days, and status (open, investigating, resolved).

What this agent does

Investigates margin call and valuation disputes down to root cause, and reconciles portfolios and CCP positions to isolate breaks — trade population gaps, curve differences, FX source mismatches — auto-classifying the cause and surfacing a resolve action, combining OSTTRA/TriOptima-class portfolio recon with dispute workflow in one agent.

Worked examples

  • DSP-2288 vs HSBC: $680,000 variance, 2 days old, caused by a swap curve difference — still investigating.
  • DSP-2291 vs BNP Paribas: $210,000 variance opened today, caused by a late trade booking.
  • The four unresolved cases sum to $1,055K open variance; DSP-2292 vs Barclays ($18,000, rounding tolerance) is already resolved.

Dispute Cases

Case IDCounterpartyVarianceRoot CauseAgeStatusAction
DSP-2288HSBC$680,000Valuation — swap curve difference2d Investigating
DSP-2289Goldman Sachs$120,000Trade population mismatch1d Open
DSP-2290Deutsche Bank$45,000FX rate source difference5d Investigating
DSP-2291BNP Paribas$210,000Late trade booking0d Open
DSP-2292Barclays$18,000Rounding tolerance breach3d Resolved