correlated-supplier-slip

Detects correlated multi-supplier confirmation slips and prices forward-buy versus re-time responses.

Updated Aug 17, 2026
One-click install
npx skills add https://github.com/MetaFloor-AI/metafloor-scm-plugin-openai --skill correlated-supplier-slip-metafloor-ai
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: correlated-supplier-slip
Source: https://github.com/MetaFloor-AI/metafloor-scm-plugin-openai/tree/main/skills/business-workflows/correlated-supplier-slip
Command: npx skills add https://github.com/MetaFloor-AI/metafloor-scm-plugin-openai --skill correlated-supplier-slip-metafloor-ai

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve? When two or more independent suppliers slip confirmations on the same commodity within days, each ticket looks routine in isolation, but together they signal an industry-wide squeeze. Teams either overreact by forward-buying on coincidence (burning working capital) or underreact by treating a real squeeze as isolated reschedules and paying expedite premiums later. ## Core Features & Use Cases - Correlation validation: Confirms same commodity, independent suppliers, a timing cluster, and independent market corroboration before treating slips as a squeeze. - Category exposure sizing: Rolls up every open PO on the commodity through the BOM to all affected builds and SKUs, and computes the exposure week. - Priced options with a human gate: Prices forward-buy, dual-source, re-time, and hold-and-monitor paths, then stages revised POs in SAP for category manager and head of sourcing approval. - Use Case: Two suppliers slip panel commodity POs from week 8 to week 11 while the index climbs 12%; the skill sizes a 3,700-unit net exposure and stages a 6-week forward-buy plus soft-build re-timing for approval. ## Quick Start Ask the assistant to evaluate whether two recent supplier confirmation slips on the same commodity are a market squeeze and what response to stage.

Frequently Asked Questions about correlated-supplier-slip

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I tell if two supplier slips are a market squeeze or a coincidence?

Validate three conditions: same commodity from independent suppliers, confirmations clustered within about 10 days, and independent market corroboration such as a climbing index or extending lead times. Two slips with a flat index are treated as coincidence and handled per PO.

How do I size a forward-buy during a commodity shortage?

Size the forward-buy from the projected tight window and net exposure, not the total demand. Subtract safety stock and soft-build slack from hard demand in the window, then buy only that net covering slice so carrying cost beats the later expedite premium.

When should I not forward-buy even if suppliers are slipping?

Skip the forward-buy when the market index is flat, when net exposure is zero after buffer and slack, when demand is rolling over, or when the squeeze window is too short for carrying cost to beat expediting. In those cases re-time soft builds or hold and monitor.

Does this skill release purchase orders to suppliers automatically?

No. Revised POs and any forward-buy are staged as drafts in SAP and held at a human approval gate. A forward-buy above the spend threshold requires co-sign from the category manager and head of sourcing, and all supplier outreach is gated.

What happens if both slipping suppliers share a tier-2 source?

A shared sub-tier means it is one event, not a correlation, so the exposure is sized once rather than double-counted. The case is routed to the subtier-shortage workflow instead of being treated as a market squeeze.