Trade Fails & Exception Resolution Agent · Workspace

Priya Raman · Quant & DX Champion P
App detail

Trade Fails & Exception Resolution Agent

Settlement breaks from TLM, each with a diagnosed reason and a drafted fix — worked from priority down to resolution.

Back office Prod v1 · 5 nodes Owner: Hiroshi Tanaka View graph
Last run: Pending hitl 14 Jul 06:06
Open fails 6
$1,380,000,000 at risk
Resolved MTD 0
this month
Avg resolution 4.4h
ops turnaround
Critical 1
need immediate action

Priority breaks

CRITICAL
MOS-T-00051 · Economic difference
Amend all-in rate to 149.9025 to match counterparty confirmation; 2.5-pip discrepancy.
PIMCO · $180,000,000 · aged 12 Jul
SERIOUS
MOS-T-00042 · Ssi mismatch
Repoint cash SSI to CHASUS33 acc 400123456 per latest ALERT profile; re-send MT202.
Goldman Sachs · $350,000,000 · aged 11 Jul
SERIOUS
MOS-T-00088 · Quantity mismatch
Reduce settlement quantity to 495,000,000 to align with give-up allocation.
Morgan Stanley · $500,000,000 · aged 09 Jul
WARNING
MOS-T-00073 · Place of settlement
Repoint PSET to DAKVDEFF (Clearstream); counterparty booked Euroclear.
BNP Paribas · €200,000,000 · aged 11 Jul
WARNING
MOS-T-00067 · Missing confirmation
Chase counterparty affirmation via SWIFT MT599; no MarkitWire match after T+1.
Citadel · €60,000,000 · aged 10 Jul

Resolution snapshot

Open queue
6
Resolved MTD
0
Avg resolution
4.4h
Notional at risk
$1,380,000,000

Open fails by reason

Where the queue is breaking

00111Economic difference · 1Economic differencePlace of settlement · 1Place of settlementSsi mismatch · 1Ssi mismatchMissing confirmation · 1Missing confirmationQuantity mismatch · 1Quantity mismatchStale standing instruction · 1Stale standing instruction

Open fails queue

TradeProductCounterpartyReasonSeverityNotional
MOS-T-00051FX Fwd USD/JPY 6MPIMCOEconomic differenceCRITICAL$180,000,000
MOS-T-00073IRS EUR 5YBNP ParibasPlace of settlementMEDIUM€200,000,000
MOS-T-00042IRS USD 10YGoldman SachsSsi mismatchHIGH$350,000,000
MOS-T-00067CDS DB 5YCitadelMissing confirmationMEDIUM€60,000,000
MOS-T-00088OIS USD SOFR 2YMorgan StanleyQuantity mismatchHIGH$500,000,000
MOS-T-00091FX Swap EUR/USD 3MJPMorganStale standing instructionLOW€90,000,000

Resolved recently

TradeProductReasonResolutionCleared
MOS-T-00019IRS USD 10YSsi mismatch4h10 Jul
MOS-T-00024FX Fwd GBP/USD 1MEconomic difference2h09 Jul
MOS-T-00031CDS INDEX IG 5YDuplicate trade3h07 Jul
MOS-T-00036IRS EUR 5YMissing confirmation6h06 Jul
MOS-T-00040FX Swap USD/JPY 1WPlace of settlement5h04 Jul
MOS-T-00007IRS USD 10YSsi mismatch8h02 Jun
MOS-T-00012CDS DB 5YQuantity mismatch3h26 May