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Credit Risk Scoring

End-to-end default prediction with the metrics banks actually use — KS, Gini, PSI.

What it does

Accuracy is the wrong metric for credit risk. This pipeline evaluates on the measures the industry actually reads, and uses SHAP to explain why each score came out the way it did — in a regulated sector, explainability is not optional.

Architecture

applicationSMOTE balancingfour modelsKS / Gini / PSISHAPscore API