risk-model.md

Risk Model Governance

Replay and Reproducibility

Every decision must be reproducible from:

• tenant_id
• snapshot_id
• model_version_id
• threshold set version
• feature lineage/version
• deterministic replay time (cardops.replay_time)

Model Lifecycle Objects

• model_registry
• model_versions
• model_deployments

Explainability Contract

For each decision, keep:

• feature value
• feature weight
• feature contribution

This enables score reconstruction and audit defense.

Statistical Validation

• PSI for population stability
• KS proxy from score distributions
• ROC recalculation view
• feature drift tracking

Governance Gates

• Accuracy >= 0.85
• F1 >= 0.80
• Drift score <= configured threshold
• Guardrail constraints satisfied
• Replay equivalence validation must pass before activation