FinAssure Fragility Index
The FinAssure Fragility Index (FFI) is a regularized-logistic meta-model selected by grouped internal Brier-score comparison among regularized logistic regression, random forest, and XGBoost. It estimates a pre-registered benchmark assurance-policy breach probability from permitted aggregate audit telemetry and declared scenario context. It is not a novel random-forest method and it is not an individual credit-risk model.
On the 360-run frozen grouped holdout, FFI achieved AUROC 0.8878 (95% CI 0.8534–0.9197), PR-AUC 0.8110 (0.7574–0.8630), Brier 0.1327 (0.1157–0.1497), and ECE 0.0596 (0.0548–0.1027). FFI is identical by construction to the selected unweighted full-telemetry logistic comparator. Its AUROC differences against class-balanced logistic, uncalibrated random forest, and XGBoost are not uniformly conclusive; the artifact should therefore be read as evidence for the representation and protocol, not algorithmic supremacy.
The output is a policy- and scenario-conditioned research prioritization signal. It does not evaluate individuals, approve deployment, certify compliance, determine legal fairness, or replace independent validation and accountable human review.
