The statistical law of random quality fluctuation is characterized by the Markov chain in which the quality level is divided into different states according to the degree of defective rate of the product, and the optimization and control model for the multi-product inventory system with the financing capacity and CVaR criteria is proposed. Numerical examples show that the random quality fluctuation, risk-averse factor and financing capacity have a key impact on the optimal solution for the model. The values of the three factors are given, which determine the movement trend of the optimal solution of inventory system under the situation with the cost parameters in the model.