This paper explores the integration of Open Banking and Artificial Intelligence (AI) as a transformative approach to credit risk management in Morocco. By leveraging Open Banking’s secure data-sharing framework and AI’s predictive capabilities, this study addresses key challenges in the Moroccan banking sector, including limited access to comprehensive financial data, a significant unbanked population, and inefficiencies in traditional credit scoring systems. This paper examines how Artificial Intelligence (AI), Open Banking, and Federated Learning can collectively enhance credit risk management in Morocco. Open Banking enables secure data sharing, providing access to diverse financial data, while AI’s predictive capabilities offer more accurate credit risk evaluations. Federated Learning further ensures that AI models are trained on decentralized data, preserving user privacy and aligning with regulatory standards. By leveraging alternative data sources, such as transactional records and utility payment histories, this approach addresses critical challenges in the Moroccan banking sector, including limited data availability, inefficiencies in traditional credit scoring systems, and financial exclusion of underbanked populations. The findings demonstrate the potential of these technologies to foster innovation, improve credit risk management processes, and support economic growth in emerging markets like Morocco.