Методика подготовки к разработке скоринговой модели для Р2Р-кредитования
Abstract. The relevance of the chosen topic is that in the modern world the role of technologies and alternative methods of banking services is constantly growing. Competition between different banks is increasing, and there is a need to resort to increasingly risky methods of doing business. The purpose of the work is to develop principles for assessing the base of borrowers for P2P lending. This article is aimed at the disclosure of the main indicators of the functioning of P2P lending. The leading approach to the study of this problem is the analysis of econometric and financial parameters of banks that provide P2P lending services (for example, the company "Lending club"), which allowed to comprehensively consider the existing problems in this industry. The methodology for the calculation of credit risk was adapted for P2P lending, disclosed the main parameters affecting credit risk, calculated significant and insignificant indicators of the probability of default, proposed an improved method for assessing the quality of the borrower based on the scoring model. The materials of the article are of practical value for banking organizations and other financial institutions that can use this model to provide a new service. As a result of the calculations, it was possible to determine the average credit risk for the P2P platform. It was higher than traditional banks (17% against 5%). This indicates high risks in lending to borrowers. To reduce the mathematical expectation of losses, methodological recommendations for the creation of a new improved scoring model were proposed, and the main variables affecting the probability of default were analyzed using econometric models. The most significant were the categories of the borrower's credit rating, interest rates, FICO. They should be taken into account when creating scoring models, providing them with a higher weight coefficient.
JEL: С44, G21