Credit risk is the largest source of risk financial institutions face. Overdue loans resulting from credit risk are main factors to the losses of financial industry. The output value of listed companies is in the high ratio of gross domestic product(GDP). Their credit lines with bank are also approved more than small-medium enterprises (SMEs), and pay lower interest expense than SMEs. Listed companies acquire a lot of benefit from society. Therefore, we should construct a set of credit risk models based on their public statements and market information . They not only help financial institutions to decide whether to lend or not, lending rate pricing policy, and establishment of financial crisis early-warning mechanism after lending, but also reduce unnecessary loss of public investors.This study uses statistical methods to construct Credit Risk model, and helps us to predict the probability of crisis of listed banks before crisis really occurring.