Vaibhav C. Gandhi

An Explainable Machine Learning Framework for Credit Risk Assessment and Optimization in the Indian Banking Sector

An Explainable Machine Learning (XML) framework for credit risk assessment that combines an ensemble classifier, integrating XGBoost, Random Forest, and LightGBM, with an integrated SHAP-and-LIME explainability layer is proposed and evaluated using a large-scale retail and priority-sector loan dataset drawn from public sector, private sector, regional rural, and small finance bank segments operating in India.