Analysis On Credit Risk Using Game Theory Based On The Behavior Of Customer Manager In The Chinese Banking

China's current financial system still is dominated by the banking industry. Among the commercial banks in China's business, the bank's credit business is still the main source of income. Therefore the credit risk has been the main risk that the commercial banks are faced with, and the credit risk management in bank risk management plays an important role. However, the comprehensive and effective credit risk management is not achieved in banking, which making great problems and hidden dangers. Custom Manager was introduced in Chinese banking in the late 90s. Experienced a decade of exploration and development, customer manager system in all commercial banks has been widely implemented. In this new marketing mode, the custom manager has effectively promoted the development of the banking business, and become an essential part of the credit business process. But at the same time new problems has been brought in the credit risk management.To discuss the how the behavior of account manager influence the credit risk of commercial bank, first of all the article uses game theory to describe the account manager's strategy choice based on the state of bank and enterprise under the asymmetric information and the bank account manager behavior-based strategy selection. After that, fuzzy analytic hierarchy process is introduced to evaluate the degree of due diligence of account manager. Then the article describes practical experience of the United States and Hong Kong commercial banking client manager system, and analysis the advantages and disadvantages of these Custom Manager for the bank's credit risk management system. The situation and issues of credit risk management in Chinese banking is presented afterward, by that we understand client manager affect various aspect of credit risk management. So the article takes some bank for example to analysis of the Customer Management System problems and these problems on the credit risk. Finally, several sound proposals to our Custom Manager are put forward on the basis of the theoretical analysis conclusions and other country's'experience with the industry and Custom Managers and credit risk management issues, thereby strengthening the management of credit risk.