The concentrated defaults may result in bank's large loss and bankruptcy. Assuming that concentrated credit defaults happen when the bank's business begins, a new kind of early warning model is constructed through the shock model. When the business starts, the bank makes a warning region. When a default interval falls into the region, bank will take measures to lower risk; otherwise, the bank will ignore the risk. Under the condition that other parameters are unchanged, larger the default speed is, greater the difference between the true survival and the imaginary function is. So the bank can warn the risk early. Finally, it is found that the model can also be used well in the situation in which the moment of changing speed is random through numerical examples.