Distributed Credit Risk Modeling

With our transparent approach to credit risk modeling, credit scores can now be democratized in many ways. As an example, multiple credit scoring organizations can aggregate their scores for any party without revealing their credit risk models to each other. For this, each party needs to provide proofs along with their assigned credit scores to each user. Once we have these verifiable proofs, we can be sure that the scores are consistent with each organization's models. Since different organizations might have different models, the credit scores they assign to the same party/individual could be different. Combining these proofs allows for a more holistic approach to credit risk modeling where scores from different models can now be aggregated in the hope of providing a more robust credit risk model. We also require each model to have a proof of integrity. Proofs of Integrity allow us to ensure that each model performs with high accuracy and does not maliciously poison the aggregate model.

Aggregation Flow