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Ujjwala Vadrevu

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Jul 2026

SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR

SHARC (SHAP for Regulatory Capital) is established as a regulator-aligned explainability layer that makes the Hybrid GPR-HS framework fully auditable and consistent with FRTB, ICAAP Pillar 2, and CCAR transparency requirements.

Ujjwala Vadrevu · arXiv.org · 0 citations