1. A system for detecting and assessing lending risks, the system comprising: a computer system comprising one or more computing devices, the computer system programmed, via executable code modules, to implement: a combined risk detection model for detecting and assessing data indicative of a plurality of risks in loan application data, the combined risk detection model adapted to receive as input a plurality of input features extracted from two or more of a plurality of risk detection models, the plurality of risk detection models comprising: a fraud model that detects the presence of data indicative of fraud in the loan application data, the fraud model configured to generate a fraud model score that is indicative of the presence of fraud in the loan application data; a multi-component risk model that assesses risks associated with a loan referenced by the loan application data, the multi-component risk model based at least in part on external data not within the loan application data, the multi-component risk model configured to generate a multi-component risk score indicative of risk associated with the loan; and a default risk model that detects the presence of data indicative of a risk of early payment default in the loan application data, the default risk model configured to generate a default risk score indicative of the risk of early payment default, wherein the computer system is further programmed to: determine combinability of the plurality of risk detection models based at least partly on evaluating predictive performance of scores from one or more combinations of the risk detection models against historical transactions data; and extracting input features from the risk detection models that are determined to be combinable, the input features created from a mathematical combination of the scores and additional data, wherein the scores from the models determined to be combinable include one or more of the fraud model score, the multi-component risk score, or the default risk score; generate a composite risk score based at least in part on the scores from the models determined to be combinable and the extracted input features; and a score reporting module that reports the composite risk score generated by the combined risk detection model.