3. The Shadow Ratings Revolution

Sub-header: AI-driven credit ratings for a new generation of private markets.

Mini Description: Learn how next-gen rating engines benchmark internal portfolios against agency-style scoring using NLP and vector similarity. The paper details the framework for explainable AI ratings, ratings drift detection, and integration with internal risk models..

Highlights:

• Framework: explainable AI models for credit scoring
• Use case: real-time ratings drift on leveraged loan portfolios
• 92% accuracy vs. agency ratings across a 500-loan sample

Context: In collaboration with leading risk teams exploring internal ratings modernization.

Already shared with senior leaders at top private-credit platforms.