The financial risk of coal supply chain caused by the fluctuation of market price is mainly reflected in the fluctuation of coal market price and industry price, which greatly affects the original production plan and sales plan of the enterprise, and finally affects the possibility of repayment on time. For example, because the predicted coal price of the enterprise is in the opposite direction of the actual price change in the future coal market, the enterprise loses money. As prices are expected to rise in the future, a large amount of financing has been made for coal deposits. However, the coal market eventually fell into a downturn. Since 2014, the development of coal market is facing downward pressure, and the operation of coal industry is facing unprecedented difficulties. The recently released Taiyuan index of coal price trend in the main production area is 88.18 points, showing the trend of "seven consecutive declines". Some coal prices have even fallen below the annual contract price.