Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
This work examines whether Large Language Models (LLMs) can serve as explanation layers that translate post-hoc explanation artefacts into stakeholder-appropriate risk narratives and discusses implications for the governance of risk models, including deployment considerations and the value of domain-aligned LLMs in reg...
Sahab Zandi, Noah Kostesku, Christophe Mues et al.
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