中文摘要：

客户风险限额是银行信用风险管理的重要手段，改进其测算方法有利于提高银行的风险管理水平。根据信用风险理论，通过分析得出一个合理的基本假设，即公司信用等级和公司的信用风险水平具有一一对应关系，根据该假设提出基于客户信用等级确定客户风险水平的方法，构建了一种非线性的银行客户风险限额测算模型，将这种模型应用于某银行的限额管理工作，并与银行现有的风险限额方法进行了对比分析。

英文摘要：

Client credit limits is an important method for bank to manage credit risk. The improvement of its calculation approach is good for enhancing the risk management of the bank. Firstly, according to the theory of credit risk, this paper presents the basic hypothesis through economic analysis ： companies＇ credit rating has a one by one relationship with their credit risk. Then, the paper puts this hypothesis into an approach to value the credit risk of a client based on its credit rating. Base on this, a nonlinear model for bank to decide credit limit of clients is built. Finally, the paper applies this model to a bank＇s practice of the limits management and analyzes its result with the current credit limit approach contrastively.