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The paper has introduced the most famous models including CreditMetricsTM, CreditRisk+, KMV and CreditPortfolio View, and analyzed the differences,advantages and disadvantages among them. These models, with their unique framework and reasoning clues, will have reference values to the country’s credit risk management of financial institutions., authors=YANG Yun-shi¹, Xu Cong-wei², authorsList=YANG Yun-shi;Xu Cong-wei, authorCompany=1. Beijing University of Aeronautics and Astronautics,Beijing 100083, China;2. 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