It is impossible to avoid risks, in banking sector, because as such, it is a subject of various types of financial risks. As the major financial risk points the credit risk, because it caused the collapse of the large number of banks. Credit risk can be identified and located, and reduced by active measures. As the most important risk in the banking industry, raises a priority to establish bank ability to identify adequately, assess and to respond to credit risk using active measures. The bank ability to estimate is consistenly conducted, thus providing long-term security in the bank and development of credit risk management.