There are still some shortcomings in the practical application of the traditional credit mode of commercial banks and the innovative financing modes of supply chain finance. The commercial banks often face moral risk because of the information asymmetry and the imperfection of the constraint mechanism when financing the supply chain enterprises, which affects their credit income. Therefore, through the establishment of the model to analyze the moral hazard of the traditional supply chain SME financing, and then to introduce the operation mechanism of the silver enterprise alliance supply chain to analyze the advantages of the bank in the supply chain financing, and finally put forward some anti-model measures for the moral risk of supply chain financing, so as to better play the role of the bank in the supply chain financing model