本文致力于研究适合我国商业银行的信用风险度量模型,根据对各种模型的分析比较,概括的对Creditrisk+的建模基础理论、模型的构成要素和模型具体运行程序方法进行阐述,并选定一家案例银行的1000名客户的住房抵押贷款的样本组合进行实地的风险度量和分析,最后部分根据中国商业银行发展现状探讨信用风险量化模型在中国的应用问题:建立起以商业银行为主体、各类征信公司和评级公司为辅助的征信和评级架构;加强商业银行改革力度;利用信用风险附加模型的优势进行创新。 This article is devoted to studying the credit risk measurement model suitable for commercial banks in our country. Based on the analysis and comparison of various models, this paper expounds the basic theories of Creditrisk + modeling, the components of the models and the specific operating procedures and methods, In the last part, the paper discusses the application of credit risk quantitative model in China based on the current situation of the development of China’s commercial banks: the establishment of a commercial bank as the main body, various types of Credit rating agencies and credit companies to support the credit rating and rating structure; strengthen the reform of commercial banks; the advantages of additional models using credit risk for innovation.