Abstract
Risk assessment methodologies seek to assess the maximum potential change in the value of a portfolio of financial instruments with a given probability over a pre-set horizon resulting from changes in market factors, credit risk, This paper provides a methodology to assess credit risk. credit transition matrix has a great impact. It will affect the credit rating changes. Credit Change this index ranged from zero when the critical state has a different default status, when the credit quality index greater than zero, the rise in the value of its credit; if the credit quality index is less than zero, the credit quality of the index on the lower Level; If zero, credit rating is to maintain the normal status.
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