After IMF crisis many Korean banks try to reform their Loan System to secure Efficiency and Transparency. This activities were forced by their internal requirements of catching up with the current financial trends as well as the external enforcement by Financial Supervisory Service to level up their Loan Management System. So Korean Banks have to construct Loan management system and they are exposed to new method of Credit risk management system. The ultimate problem of Credit Risk Management System is to the applicability of its output. As a practical approach to this matter that is suitable for Relationship Manager, I would like to propose the usage under given Credit Risk Management System. This method argues the way on the basis of portfolio theory reducing non-performing loans and protecting loss from default of debtor.