In the financial sector, according to different surveys, it is concluded that we are in an early phase of the adoption of AI and Machine Learning (ML) in financial services and credit management. Currently, the use of simpler models predominates in the market because institutions prioritise ease of interpretation and explanation of results over predictive power. However, the growth rates observed in the number of institutions analysing their viability in the market show a clear increase and interest in this innovation. The use of these techniques is not limited to banking institutions. Other types of institutions such as insurance companies or asset funds have also started to implement these types of models. In the survey conducted by the Bank of England in 2019, it shows that most of the banking institutions claimed to use ML models mainly in loan scoring and pricing. Similarly, in Europe, the use of ML and big data is gaining traction in Fintechs.