Aiming at solving the problem in SMEs financing, a government-supported credit guarantee system isconstructed in the study by the bank, guarantee company and business cooperation, which links the bank,guarantee company, SMEs and government through the guarantee fee account. Margin mark-to-market system isachieved through simulating the future margin account management method. This mode not only reduces thecredit risk of commercial bank loans to SMEs but also makes SMEs to get the low-cost funds. Thus this mode is afundamental solution to the issue of SMEs financing.