Possibility of risk contagion over an entire financial system may be elucidated by studying relationship among creditors and borrowers. Here we study temporal change of community structure of a credit network formed by banks and listed firms through their financial relations over the last 30 years in Japan; the communities may be regarded as reflecting concentration of risk. The network is a bipartite graph consisting of two species of nodes connected with bidirectional links. The direction of links is identified with that of risk flows and their weights are relative loans with respect to the targets. In a partial credit network obtained only with the links pointing from firms toward banks, the city banks forms one major community in most of the time period to share risk when firms go wrong. On the other hand, a partial network only with the links from banks toward firms is decomposed into communities of similar size each of which has its own city bank. Finally we take overlapping parts of the two community sets to find cores of the risk concentration in the credit network.