{
      "tool_id": "ml-02-credit-default-risk-scorer",
      "tool_version": "1.0.1",
      "display_name": "Credit Default Risk Scorer",
      "mcp_name": "score_credit_default_risk",
      "mandate_type": "credit_assessment",
      "wave": 4,
      "gpu": true,
      "url": "https://ainumbers.co/chaingraph/ml-02-credit-default-risk-scorer.html",
      "description": "Logistic regression PD scorer on synthetic loan portfolio with Basel 3.1 F-IRB / A-IRB / SA RWA comparison (BCBS d424 formula, Φ⁻¹ Horner rational approximation). AUC-ROC trapezoid, KS statistic, Gini coefficient (EBA GL/2017/16 model performance thresholds). Chains from ART-05 (EU AI Act conformity). Feeds SIM-03 (Basel RWA Scenario Modeler).",
      "input_schema_ref": "chaingraph/ml-02-credit-default-risk-scorer.html#manifest",
      "deadline": "2027-12-02",
      "deadline_note": "EU AI Act Annex III Part 5(b) credit-scoring high-risk obligations — 2 December 2027, per the Digital Omnibus amendments (June 2026); EBA GL/2017/16 IRB model performance",
      "consumes": [
        "art-05-eu-ai-act-credit-scoring-conformity"
      ],
      "feeds": [
        "sim-03-basel-rwa-scenario-modeler",
        "ptg-01-ap2-prompt-template-generator"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_proof_ready": "ready",
      "compute_images": [
        {
          "system": "sha256-source",
          "image_id": "sha256:a2933b0418c10f52d341cae29d664e594f88937aa4ad42187f95eaf86af9bb2f",
          "valid_from": "2026-07-12"
        },
        {
          "system": "risc0",
          "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
          "valid_from": "2026-07-12"
        }
      ],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "BPeMEkhrvmy7FtJek9bFkmeThn+mmmaa1pk2zV3Perkv8yFh/J4CeH1z4/jRb1IRXGPG7kEaJ08A36PGTOjAAiE14+mwuCSt9LJflqC5HI4OCerN4cuYFyson/sp8PCjL2JxYbt/pcZ9sIAu8OEs90aObpuwumSsC3hurCrqpkwMBihQNCXmn8mScAylZRa5QniZdb0fmYDKeoZ6kALMoRCKu93d8QFTmslHD/J9V1rnb7ORKb+lGVWC8SLhIPXPEPQf0dixfkB9Nsc9jd0eTw0CLdRK2WQyq76lOoIQAdIb2ZzjY6f5UzxnbCTJBbDRIy1iC+8zPO0S1rlelqlBDg==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:a2933b0418c10f52d341cae29d664e594f88937aa4ad42187f95eaf86af9bb2f",
          "output": {
            "auc_roc": 0.626506,
            "compliance_flags": [
              "CREDIT_SCORING_COMPLETED",
              "BASEL3_IRB_CAPITAL_COMPUTED",
              "EU_AI_ACT_ANNEX3_PART5B_HIGH_RISK_SYSTEM",
              "EBA_GL_2017_16_MODEL_PERFORMANCE_ASSESSED",
              "MODEL_PERFORMANCE_BELOW_0_70_AUC",
              "BCBS_D424_IRB_FORMULA_APPLIED"
            ],
            "expected_loss_gbp": 58934926,
            "gini_coefficient": 0.253013,
            "high_pd_loans": 498,
            "irb_capital_gbp": 0,
            "irb_rwa_gbp": 0,
            "irb_vs_sa_saving": 1,
            "ks_statistic": 0.233837,
            "n_defaults_observed": 87,
            "n_loans_scored": 500,
            "portfolio_pd": 0.506899,
            "sa_capital_gbp": 7207934,
            "sa_rwa_gbp": 90099181,
            "total_ead_gbp": 257426232,
            "verdict": "WEAK_MODEL_ELEVATED_RISK"
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }