The emergence of credit risks in recent years has burned the world economy leading to the onset of one of the toughest global economic crisis. Superficiality and incompetence demonstrated by the banking system in credit risk analysis has seen the highest peaks. Banks had as main objective winning new markets at any cost and risk management and banking marketing have known the most serious contradiction. On the one hand, sales of banking products at any price, on the other hand mitigation of banking risks. The paper aims to demonstrate that a new approach is needed in credit risk analysis.