Supply chain has three major elements: cross-industry, cross-regional and multi-subject. When Banks conduct relevant financial business, their risk management becomes an important issue and difficulty. Therefore, more and more scholars begin to study the financial risk of supply chain.By reviewing relevant literature on supply chain financial risk, this paper sorts out the risk management of supply chain finance from three aspects: identification, evaluation, prevention and control of supply chain financial risk, and makes a summary and prospect, aiming to provide some ideas for relevant personnel to study supply chain financial risk management.