ИМИТАЦИОННОЕ МОДЕЛИРОВАНИЕ ПРОЦЕССА КРЕДИТОВАНИЯ ФИЗИЧЕСКИХ ЛИЦ С ИСПОЛЬЗОВАНИЕМ КРЕДИТНОГО РЕЙТИНГА

Abstract

The article considers the concept of «credit rating», «scoring system». The structure of the credit rating, which includes 5 parameters: payment history, current debt, length of credit history, new credit and types of loans. As a research, tool the proposed simulation, the chosen concept of discrete-event simulation, and the tool – AnyLogic. The paper presents a mathematical model providing a formula for calculation of factors that make up a credit rating. The simulation model consists of two main agents. The agent «Customer» mimics the behavior of individuals when applying for a loan. The agent presents the logic model the process of customer interaction. The calculation of the credit rating simulation model is carried out using charts of action. The model calculates the main indicators, which include all components of the credit rating, the total amount of the loans, the share of Bank failures in the credit, failure of the client to loan and received proposals for the credit. This work may be of interest to employees of financial-credit institutions, as well as professionals in the field of simulation.