Evaluation of Credit Risk models against adversarial attacks

Contents

1. Credit_Risk_Models contains credit risk models in the market and models that we have chosen to evaluate robustness
2. Credit_Risk_Data contains different types of credit risk data and example datasets for testing
3. Evluation_Framework contains the evaluation framework what we recommend for evaluating robustness on credit credit risk models

What is Credit Risk?

It is the risk of borrower not repaying loan, credit card or any other type of loan. Sometimes customers pay some installments of loan but don't repay the full amount which includes principal amount plus interest. This all contributes to a score that they will have, which can eventually be used to assess their risk for subsequent loans.