Compliance Board
Risk Drivers & Scenarios
Simulating counterfactual credit feature interventions and testing policy recalibrations against QGI Level 5 governance ceilings.
Active Invariant Score (MFI)
ELEVATED RISK
0.68
Four-Fifths Reference Benchmark: ≥ 0.80
Observed Maximum Risk Score
0.3170
QGI Governance Ceiling: ≤ 0.2500
Primary Driver Identified
Paydex Commercial Score
Underwriting weight contribution: 67%
Matched-Pair Counterfactual Sensitivity Analysis
Simulating the marginal effect on predicted default probability (PD) when toggling demographic indicators under identical financial fundamentals.
Baseline MWBE Application (Xobserved)
11.3%
Observed Average Default Probability for MWBE (Paydex ≈ 67.5, DSCR ≈ 1.36)
Synthetic Counterfactual Twin (X'counterfactual)
9.5%
Predicted Default Probability for Control Cohort under matched credit profile
Investigation Signal:
A 1.8% disparity gap exists between identical financial profiles upon toggling the protected cohort indicator, driven by upstream credit rating models and regional branch distributions.
A 1.8% disparity gap exists between identical financial profiles upon toggling the protected cohort indicator, driven by upstream credit rating models and regional branch distributions.
Interactive Policy Intervention & Recalibration Sandbox
Test feature weighting interventions and evaluate projected post-remediation invariant compliance live.