Multi-Agent Credit Scoring with Dynamic Trust Calibration
Keywords:
multi-agent systems; credit scoring; dynamic trust calibration; financial risk; algorithmic governance; fairness; socio-technical infrastructure; robust deploymentAbstract
Credit scoring has become a core computational infrastructure for allocating financial opportunity, managing institutional risk, and shaping household access to credit. As scoring systems move from static, single-model pipelines toward distributed decision architectures, multi-agent credit scoring offers a way to combine specialized reasoning, continuous monitoring, and adaptive governance. This paper examines the system-level implications of multi-agent credit scoring with dynamic trust calibration. It argues that trust cannot be treated as a fixed weight assigned to agents at deployment; instead, trust must be calibrated continuously through observable performance, regime-sensitive reliability, fairness constraints, and institutional accountability. The paper develops a socio-technical framework that links architecture, governance, deployment, robustness, sustainability, and policy. It considers how specialized agents can manage data ingestion, feature interpretation, risk estimation, compliance review, fairness auditing, and adversarial monitoring while remaining subject to human oversight. Dynamic trust calibration is presented as a mechanism for adjusting the influence of agents as market conditions, data distributions, and regulatory expectations change. The analysis also addresses structural trade-offs among accuracy, interpretability, resilience, and procedural legitimacy. It concludes that multi-agent credit scoring can improve adaptive risk management only if trust calibration is embedded within transparent governance, contestability mechanisms, and long-term infrastructure planning. The central contribution is a research agenda for designing credit scoring systems that are not merely predictive but institutionally legitimate, socially accountable, and robust under uncertainty.
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