{
  "tool_id": "ml-02-credit-default-risk-scorer",
  "kernel_id": "ml-02-credit-default-risk-scorer",
  "display_name": "Credit Default Risk Scorer",
  "tool_version": "1.0.1",
  "mandate_type": "credit_assessment",
  "purpose": "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).",
  "control_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).",
  "declared_inputs": [
    "art-05-eu-ai-act-credit-scoring-conformity"
  ],
  "declared_outputs": [
    "sim-03-basel-rwa-scenario-modeler",
    "ptg-01-ap2-prompt-template-generator"
  ],
  "kernel_digest": "sha256:a2933b0418c10f52d341cae29d664e594f88937aa4ad42187f95eaf86af9bb2f",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-12",
  "last_validated": "2026-07-12",
  "conformance_fixtures_vendored": false,
  "compute_proof_ready": "ready",
  "wave": 4,
  "source_url": "https://ainumbers.co/chaingraph/ml-02-credit-default-risk-scorer.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}