另一方面，信用风险模型可以用来确定银行所需的最优资本水平。可以说，即使是大比例的银行资本也会增加。这很可能在长期内对借款资本产生较小的影响。这是通过银行消费者体验到的(Crouhy等人，2000)。在确定最优信用决定水平的投资组合信用风险模型时，必须使模型满足通过监管者判断的特定监管标准，使其足够全面，可用于资本计算。考虑到这些模型目前的进化状态，这些模型有更高的限制，这就是它们有用的地方(Crouhy et al.， 2000)。
On the other hand, the credit risk models can be used for determining the optimal bank capital level required. It can be said that even large proportions enhance banking capital. This has a likeliness of resulting in a small influence in the long term over the borrowing capital. This is experienced through the banking consumers (Crouhy et al., 2000). When determining portfolio credit risk models for optimal credit determination level, it is essential for the models to meet specific standards of regulatory being judged through supervisors as comprehensive sufficiently to be utilized for calculations of capital. Taking into consideration the present evolution state of such models, there is higher restriction in these models and this is where their usefulness comes forward (Crouhy et al., 2000).
They should not need particular approaches of mathematical nature or the utilization of specific models of approval, as currently there is less basis concluding that a particular credit risk modelling approach needs frequent regulatory standard region. This leads towards encompassing modelling advancements and innovations. As a regulatory framework alternative with these credit risk models, depending upon particular restrictions of modelling, standards of conceptual nature need development. This development has to be in a way to make banks subjected with internal capital requirement models. This is to ensure that there is development and this is done when using credit risk models comprehensively. The model offers flexibility in the best possible manner and therefore optimal association of credit balance is appropriate.