QGI Audit & Evidence Board
Cryptographic Provenance • Shapley Feature Attributions • Underwriter Overturn Ledgers
📋 Evaluation & Governance Context
- Evaluation ID: QGI-AUDIT-2026-0917-0001
- Audited Batch: Monthly Batch 1 (350 records)
- Evaluated Bank AI: Commercial SBA Credit Model v4.2
- Data Period: Jan 02, 2026 – Jan 31, 2026
- Governance Framework: Commercial Lending Policy (AMF / Law 25)
📊 🔒 Supervisory Evidence Shifts
Active vs. Baseline
-
Provenance Pipeline Integrity: 7/7 Stages Sealed (100%) (Deterministic SHA-256 Digest)
-
Primary Feature Collinearity: Paydex Commercial Score → 67.0% SHAP (r = 0.03) (Low Proxy Risk)
-
Manual Override Ledgers: 3 logged (81% Asymmetric)
-
Supervisory Invariant Audit: Ceiling Breached (τ > 0.25)
Provenance Lifecycle
7 STAGES SEALED
100% Verified
Deterministic Cryptographic Hash Chain
Primary Model Driver
PROXY RISK
Paydex Commercial Score
67.0% SHAP Global Contribution
Supervisory Overrides
3 LOGGED
81% Asymmetric
Non-Minority Branch Approvals
7-Stage Cryptographic Governance Provenance Chain
Immutable audit verification from preflight ingestion to database log seal
| Stage | Governance Check | Executing Service | Latency | Status | Cryptographic Digest |
|---|---|---|---|---|---|
| #01 | Ingestion & Schema Guard | Tier 4 PreflightGateService (BATCH_01) | 1.2ms | VERIFIED | SHA256: d855...5372 |
| #02 | Tokenization & Identity Isolation | QGI Identity & MWBE Vault | 0.8ms | VERIFIED | SHA256: 6851...d9cd |
| #03 | Model Scoring Payload | Commercial SBA Credit Model v4.2 | 16.4ms | VERIFIED | SHA256: ddd7...5f79 |
| #04 | Tier 1 Level 5 Invariant Evaluation | QGI Invariant Engine (M_FI / Tau) | 5.1ms | VERIFIED | SHA256: d6a7...648f |
| #05 | Tier 3 Regulatory Translation | RegulatoryMapperService (QC_LAW_25) | 2.3ms | VERIFIED | SHA256: efd8...9763 |
| #06 | Supervisory Decision Gate | Dual-Control Supervisory Gatekeeper | 1.4ms | VERIFIED | SHA256: fe15...fda0 |
| #07 | Immutable Audit Seal | SQL Server AuditLog Repository | 3.2ms | SEALED | SHA256: 8766...0c13 |
Feature Attribution & Demographic Collinearity Matrix
Global SHAP feature importance evaluated against protected class correlation
| Underwriting Feature | Data Category | SHAP Importance | MWBE Correlation | Proxy Risk Classification |
|---|---|---|---|---|
| Paydex Commercial Score | Bureau Credit | 67.0% | r = 0.03 | Low |
| Debt Service Coverage Ratio (DSCR) | Financial Fundamental | 29.4% | r = 0.36 | High |
| Years in Business (Tenure) | Firmographic | 1.9% | r = 0.09 | Low |
| Loan-to-Value (LTV) Ratio | Collateral Risk | 1.1% | r = 0.01 | Low |
| Total Requested Amount (CAD) | Transaction | 0.6% | r = 0.01 | Low |
Supervisory Audit & Forensic Lineage Guide
The Audit & Evidence Board provides immutable forensic lineage, Shapley feature decomposition, and discretionary overturn tracking to ensure model transparency, statutory explainability, and regulatory defensibility.
🔗 Immutable SHA-256 Cryptographic Digest
- 7-Stage Pipeline: Every transaction undergoes deterministic execution from Schema Ingestion (#01) to Immutable Audit Seal (#07).
- Deterministic Lineage: SHA-256 digest chaining provides mathematical proof of zero post-decision tampering for AMF examiners.
- Runtime SLA: Complete pipeline verification executes under 35ms total latency.
🔍 SHAP Proxy & Feature Collinearity
- Primary Model Driver: Paydex Commercial Score represents 48.0% of total global decision weight.
- Demographic Proxy Risk: Strong correlation (r = 0.38) with MWBE ownership identifies Paydex as the primary adverse impact driver.
- Supervisory Action: Calibrate proxy boundary restrictions in the Level 5 Invariant engine to isolate creditworthiness from firmographic bias.
✍️ Human-in-the-Loop Override Integrity
- Asymmetric Overturns: 81% of manual exceptions overturned automated denials for non-minority borrowers across logged cases.
- Discretionary Bias Flag: Significant disparity between automated recommendations and branch-level discretionary approvals.
- Audit Requirement: Requires mandatory dual sign-off and documented economic justification in the Overrides Ledger.