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arXiv Machine Learning By Ujjwala Vadrevu

SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR

Read the original on arXiv Machine Learning →

arXiv:2607. 05484v1 Announce Type: cross Abstract: The adoption of non-parametric machine learning models for regulatory capital estimation introduces a fundamental governance challenge: the inability to explain model outputs in a manner auditable by supervisory bodies.

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