This document provides guidance on building a credit risk strategy. It discusses defining objectives and constraints, understanding what a risk strategy is, when to build one, the steps to build one including data analysis and segmentation, implementing the strategy, and measuring results. The overall goal is to introduce credit risk strategy building for those without experience. Key points include using data to segment the portfolio to meet objectives within constraints, implementing strategies through automated systems if possible, and defining measurements upfront to effectively assess strategy outcomes.