Micro-credit loans of guizhou rural credit cooperatives plays an important role in supporting the province's economic development. As the main risk facing micro-credit loan is credit risk, how to achieve effective management of micro-credit loans' credit risk is bearing on the survival and development of guizhou rural credit cooperatives and the development of the success of Rapid Development. This paper on the basis of analyzing the impact of the main risks for micro-credit loans in rural credit cooperatives, depending on the risks, Combined with its own characteristics, uses of financial derivatives to manage and prevent from its risks.