Financial institutions are huge monetary capital distribution center, easy to breed crime, such as money fraud, corruption and other illegal activities, there is a serious crime risk and credit risk, while our financial institutions in corporate governance process, do not know the credit risk management adequate credit risk management philosophy is very old, can not adapt to the complex risk environment. performance: financial institutions, interests and long-term goals of the recent coordination is not in place, the awareness of credit risk management and banking in all the staff in the operation and management of the entire process of implementing insufficiently etc. In the extensive use of mathematical statistical models, financial engineering and other advanced methods, China's commercial banks credit risk management method is also far behind the international advanced banks [3] (P38).