Design of the System for Evaluation of Efficiency Scoring Methods Application on the Example of Russian Bank

Nowadays, the lending market is one of the most promising and developing areas in the Russian banking sector. One of the most important tasks for banks is the assessment of the trustworthiness and creditworthiness of the client. Now many different methods of assessing the reliability of the borrower are known. One of the most popular methods is credit scoring, which can assess the chance of the client repaying the loan on time. In this regard, the question arises: Which of the methods used in scoring, the best way to assess the creditworthiness of the potential client. This paper presents an algorithm by which the effectiveness of the scoring system of one of the well-known Russian banks was evaluated, significant and insignificant characteristics were determined in the model used by the bank, and a new model for assessing the creditworthiness of borrowers was proposed, under which specialized software was developed to use the scoring method.