Fluctuation of macroeconomic factors is one of the main reasons causing the credit risk of bank. Since the financial crisis of USA, the main problem in China’s economy is the sharply fallen of export and import. What credit risk will China’s commercial bank face in such fluctuation of macroeconomic? The article evaluates past macro risk testing methods, and certifies that macro risk testing methods based on input-output model can analyzes the effect on sharply fallen of export and import. Further more, it can also give reference for analyzing the bad loan ration of banks and control the credit risk.