**Abstract**

This chapter discusses the issue of assessing the quality of risk management for a wide segment of retail lending (from consumer loans to loans for self-employed persons and SMEs). The quality of risk management is assessed using the generally recognized approach of the ROC analysis methodology and assessment of the optimal level of discrimination, taking into account risk-return. The chapter substantiates a marginal formula for assessing the economic benefits of improving the discriminatory power of the scoring models on which risk management is based. Based on the presented approach, it is possible to economically justify the costs of investment resources aimed at improving models and their technical implementation in credit business processes. An assessment of the quality of risk management in the mass lending segment reveals problems in lending strategies caused by the inefficiency of return in relation to risk in individual segments. This provides evidence-based grounds for adjusting strategies. The review of perspective modern directions of development and improvement of scoring models is presented.

**Keywords:** probability of default, gini index, profit, efficiency, validation, risk-management, credit, retail
