关键词: 信用风险, 可能机会, 机会影响图, 决策分析

Abstract: This paper focuses on the consumer credit problem in the credit business of commercial banks.Using decision analysis techniques,it gives the design principle of credit rating and the method about how determining the critical rate.It also provides the calculation formulas of expected return and risk in the optimum credit strategy.Finally,it explains these by an example.

Key words: Credit risk, odds, probability influence-diagram, decision analysis