Abstract：Based on the analysis of credit rating model, and in view of the advantages of Analytical Hierachy Process (AHP) in establishing a credit rating model, the author emploxs the thought of system engineering-AHP-to build a model.The present paper mainly includes: the author gives further analysis of the commercial banks credit rating system, and makes a new system of indicators on the basis of surveys and statistics;the author applies AHP to establishing a credit rating model.Given the credit rating's characteristic that is it can not be completely quantified, the author applies AHP to establishing a rating model to better China's commercial banks in the actual rating in order to achieve a purpose of the combination of quantitative and qualitative analysis.

Keyword：credit risk;credit rating;AHP;model;