The article considers the issue of quantifying the quality of discrimination (approval) in the retail portfolio segments based on current statistical data on the level of refuse of customers who applied to the bank, the current level of defaults and market data (credit history bureaus). The analysis of the economic efficiency of the practiced level of approval/rejection of applications, taking into account the credit risk, is carried out. On the example of several cases, the typical reasons for the weakness of the quality assessments of discrimination of risk procedures are considered.