As a new kind of financing way, intellectual property(IP) pledge financing has injected new vitality into the small and medium-sized enterprises centered on science and technology. Compared to the traditional mortgage loans with real property, financial institutions assume greater risk in the IP pledge financing, and thus it becomes more important for evaluating the risk of IP pledge financing. This paper establishes a complete set of pledge financing risk assessment system from the perspective of bank, and gives interval value to each indicator. A method of multi-attribute decision making based on the possibility degree is used to assess the risk of IP pledge financing. Finally, numerical examples is used to demonstrate the feasibility and effectiveness of this method.