MODEL OF INTEGRATED DECISION OF SCORING MAKING

• Main Authors: Ольга Анатоліївна Жуковська, Дар’я Анатоліївна Мойсеєнкова
• Format: Article
• Language: English
• Published: Igor Sikorsky Kyiv Polytechnic Institute 2015-06-01
• Series: Ekonomìčnij Vìsnik Nacìonalʹnogo Tehnìčnogo Unìversitetu Ukraïni "Kiïvsʹkij Polìtehnìčnij Institut"
• Subjects: скоринг; скорингова модель; різновиди скорингових моделей; модель прийняття комплексного рішення
• Online Access: http://ev.fmm.kpi.ua/article/view/44173

The relevance of designing, implementing and using scoring systems for credit risk management today is not in doubt. These systems use the characteristics of the client who wants to get a loan, and assesses risk by predicting manners repayment by the borrower. The basis of such systems are usually based on the model of decision making that is based on one of the approaches bayyesivskyy, multiple regression, discriminant analysis, genetic algorithms, classification tree, logistic regression, neural networks, and others. Each approach has its advantages and disadvantages. This article provides an analysis of the existing algorithms scoring systems. The method ROC-analysis, by which is possible to determine the most efficient model of the decision to grant or denial of credit. It is noted that at present, the final decision is made by an expert. However, the same conditions different people make different decisions, because of personal factors that influence the decision making process. Therefore, the paper proposes to assess the borrower based on multiple models and in case of conflicting decisions of each model, to make the final decision based on the constructed model of collective decision.