Preferential Selective-Aware Graph Neural Network for Preventing Attacks in Interbank Credit Rating

Junyi Liu, Dawei Cheng, Changjun Jiang

Abstract: Accurately assessing and forecasting bank credit ratings at an early stage is vitally important for a healthy financial environment and sustainable economic development. However, the evaluation process faces challenges due to individual attacks on the rating model. Some participants may provide manipulated information in an attempt to undermine the rating model and secure higher scores, further complicating the evaluation process. Therefore, we propose a novel approach called the preferential selective-aware graph neural network (PSAGNN) model to simultaneously defend against feature and structural nontarget poisoning attacks on Interbank credit ratings. In particular, the model establishes a phased optimization approach combined with biased perturbation and explores the Interbank preferences and scale-free nature of networks, to adaptively prioritize the poisoning training data and simulate a clean graph. Finally, we apply a weighted penalty on the opposition function to optimize the model so that the model can distinguish between attackers. Extensive experiments on our newly collected Interbank quarter dataset and case studies demonstrate the superior performance of our proposed approach in preventing credit rating attacks compared to state-of-the-art baselines.