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The aim of the article is elucidation of credit risk problematic as well as group of selected aspects related its management. Effective credit risk management plays the key role within each financial institution. To define credit losses and thus to quantify the credit risk, there are two basic approaches of the credit models design, approach known as the default-mode and approach referred to as mark-to-market. Banks and financial institutions are trying to measure as accurately as possible the risk and manage it as good as possibly can. Therefore they are instantly improvingadopted credit models, enabling them for more sophisticated risk measurement and thus facilitate the work in managing these risks. The role of credit models to facilitate decision-making on how to create a portfolio of receivables, ie what companies to choose the portfolio, as well as accurately estimate, respectively whata loss will bringgiven portfolio.