APPROACHES TO THE CONSTRUCTION OF THE SKORING SYSTEM OF INTEGRATED ASSESSMENT OF CREDITORITY OF POTENTIAL BORROWERS
The urgency of the problem is caused by the need to improve approaches and methods for assessing the creditworthiness of borrowers in the current economic and financial conditions for the development of banking institutions. The article is aimed at systematization and comparative analysis of formalized methods of building credit scoring. Among the main algorithms and techniques, the authors singulate discriminant analysis models that make it possible to distribute potential borrowers to one or another group of clients in order to minimize the bank’s risks; binary choice models that describe the relationship between customer characteristics of customers and the likelihood of their meeting financial obligations. Considered in the article algorithm Random Forest allowed to systematize the characteristics characterizing the borrower, to obtain an unambiguous algorithm for determining the potential solvency of customers. The obtained results can be used by banking institutions to improve the quality of the credit portfolio of risks, increase the accuracy of the borrower’s assessment, and also in order to reduce the level of defaults, reduce the formed reserves for possible losses on credit obligations.