Zarządzanie ryzykiem finansowym
1 1 related system
Application of AI/ML models to financial risk assessment in banking, insurance, and fintech. Covers modeling probability of default (PD), loss given default (LGD), exposure at default (EAD), and regulatory stress-test scenarios. Machine learning models — including tabular foundation models like TabPFN — increasingly replace classical logistic regression approaches, offering improved accuracy while meeting explainability requirements (SR 11-7, IFRS 9, Basel III/IV).
