How to Monitor ML Classification Models in production?
Yes, PSI and CSI are useful when we want to understand if there is any change/shift in the population type.
But to understand multi collinearity, VIF is what you should look into.
Ref: https://etav.github.io/python/vif_factor_python.html
and if you think you are left with only few variables, then you need to create few additional variables (interaction variables) and where there is a chance that they may not be correlated with others.