Keeping away and eliminating financial risk is one of the main tasks of every rank government. To solve the problem of local financial risk, a method that constructs a Multi-agent system to edit local financial risk budget is presented. Categorizing the owns of government that give rise to local financial risk, scheming four owns agents, scheming cooperative agent and some auxiliary agents to constitute the system are also proposed. Meanwhile, the agent-based distributing computation structure of the system is given, and the basic structure of agent and the cooperation mechanism of those agents are discussed.