SSRNML & AI Methods
Explainable Machine Learning for Basel and IFRS 9 Credit Risk: A Placebo-Controlled Test of Narrative Features
A placebo test reveals that features like central bank tone can raise credit model accuracy merely by indicating when loans were made, not by predicting defaults.
Featured in No. 136 on 23 Oct 2026 · 6 days after release
- Released
- 17 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7622180
- Authors
- Nawaz Muhammad
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).