Intellectual property pledge financing has become an important way to solve the financing difficulties and expensive financing of small and medium-sized technology-based enterprises, but due to the insufficient comprehensive and reasonable consideration of pledge risk factors and the lack of objective weight of pledge risk indicators in the pledge process, banks bear great risks and limit the development of this business. Therefore, an intellectual property pledge risk index system was constructed from the perspective of banks, and then game theory portfolio weighting to evaluate the pledge risk was used, which was a reference for banks to carry out pre-loan and post-loan risk identification and control.