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中文摘要：
银行信用风险评价用于判别不同银行风险的大小。通过组合赋权，可以确定银行信用风险评级指标的权重。运用评价得分的分布检验找到得分的分布规律，进而模拟、扩充样本数据，根据扩充数据划分银行的信用等级。通过对评价得分分布检验，可以揭示银行信用评价得分服从对数分布的规律，解决样本数据有限的条件下如何进行数据扩充的难题；根据对数分布规律进行数值模拟，对符合分布规律扩充1000倍后的得分数据进行信用等级划分，能够解决小样本无法进行信用评级的难题。实证结果表明，评级结果的序关系与权威机构评级结果的序关系一致。
英文摘要：
Credit risk rating is used to judge the size of different bank risks. The weight of credit rating index is determined by combination weighing approach. This paper tests the distribution of rating scores and finds out their distribution rules, from which data are generated and sample date are expanded. In the end, the ranks of bank credit risks can be divided. The innovations and features of this paper are as follows： through testing the distribution rule of rating scores, the logarithm distribution rule of rating scores on credit risk evaluation of commercial bank is re- vealed. This solves the difficult problem how to expand the small sample data while the sample is very limited in the real world. Through the numerical simulation on the logarithm distribution rule, the credit ratings score grading are gotten after 1000 times the data expansion of the original sample under the distribution rule. This solves the problem which the small sample can＇t be credit grading.
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