Mandates
Aggregation

Formalize how infrastructure feeds capital allocation decisions.

We formalize the path from raw position and risk data through to aggregated views that support capital allocation decisions. Risk aggregation is consistent, exposure reconciliation is reliable, and stress propagation is tracked across the portfolio.

Signals
Governance Drift Operational Debt
Standards
Accounts Environments Releases

Scope

We cover the path from position-level data through intermediate aggregation to the portfolio-level views that inform capital allocation. This includes risk aggregation across asset classes, desks, and legal entities; exposure reconciliation between trading, risk, and finance; and stress and scenario propagation that traces how shocks flow through the portfolio.

  • Position-level risk rolled up through desk, business line, legal entity, and group hierarchies.
  • Cross-system reconciliation of exposures between front office, risk, and finance books.
  • Scenario and stress test results propagated from individual positions through to portfolio-level impact.

Approach

We build aggregation infrastructure that follows the institution's actual risk hierarchy. Aggregation rules are defined to match organizational and risk structure so that figures at each level are meaningful to the people who use them. Reconciliation happens across source systems before aggregation rather than after, so that discrepancies are resolved at the source. Stress propagation paths are explicit and traceable so that portfolio-level figures can be decomposed back to their components.

  • Hierarchy definitions maintained as versioned configuration that mirrors the institution's actual reporting lines.
  • Reconciliation engines that resolve discrepancies at the position level before any roll-up occurs.
  • Stress propagation modeled as explicit dependency paths so that concentration and correlation effects are visible.

Outcomes

The institution gets aggregated views that decision-makers can act on without second-guessing the underlying data. Risk figures are consistent across reporting levels and time horizons. Capital allocation decisions are supported by reconciled, traceable data. Regulatory submissions are built from the same infrastructure as internal reporting, eliminating the dual-reporting problem.

  • A single aggregated risk view trusted by the trading floor, the CRO, and the board.
  • Portfolio decisions backed by data that can be decomposed to the position level on demand.
  • Internal risk reports and regulatory filings produced from one infrastructure, eliminating reconciliation between them.

Where we've applied this

We applied this mandate at BatteryOS, where position-level battery asset data had to roll up through portfolio, strategy, and enterprise views; and at Greenflash, where risk aggregation across energy market positions required consistent hierarchy and reconciliation. The signals that drive this mandate are Governance Drift and Operational Debt.