I know that there are Treasury Credit Teams in Banks, so I would like to know what Treasury Credit is? I would also like to know the difference between Treasury Credit Risk and Credit Risk?
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Treasury Credit Risk is the assessment of Credit Risk within Treasury.
Banks have a Treasury Function or a Treasury Office that (simplifying a little) oversees all of the bank's money, and watches over the bank's liquidity and capital condition.
http://thegatewayonline.com/investment-banking/types-of-work/barclays-treasury-the-heart-of-the-bank
One job they perform is the lending of surplus liquidity to other banks and the raising of funds in in the interbank market. This office also has a risk management job, which includes constantly assessing the Credit Risk of other banks that they deal with. They might decide not to do business with BANK X if they think Bank X is about to go under, for example.
Every bank is organized a little different so this answer may be a little too generic.
