@article{sharcshapbasedinterpretabilityinmachinel,
  title = {SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR},
  author = {Ujjwala Vadrevu},
  year = {2026},
  eprint = {2607.05484},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2607.05484},
}