RSK-4330 · Explainability
Explainability artefacts missing for 3 credit sub-models
SHAP artefact generation fails silently for three challenger sub-models, so declines lack reason codes.
high
Exposure score
16/25
likelihood 4 × impact 4
Remediation SLA
9 days
detected 2026-07-12 09:10
Accountable owner
Model Risk
named under the AI risk charter
Affected agent
SME Credit Memo Writer
AGT-1126 · SME Lending
Investigation
What the sweep found and how it was corroborated
SHAP artefact generation fails silently for three challenger sub-models, so declines lack reason codes.
Sub-models
3
Decisions affected
418
Regulatory exposure
RBI 5.4
Exposure position
Placed at likelihood 4, impact 4 on the enterprise 5×5 matrix.
Remediation plan
Tracked to closure
- Fail closed when artefacts missing
- Backfill reason codes
- Report to model risk committee
Case metadata
- Risk ID
- RSK-4330
- Category
- Explainability
- Detected
- 2026-07-12 09:10
- Owner
- Model Risk
- SLA
- 9 days
- Agent record
- AGT-1126