The maximization of financial supervision policy objective is the efficiency and stability of financial system, and the business goal of financial agencies is to pursue profit maximization by innovating financial products and services. However, no matter how excessive supervision or innovation are, both policy objective and business goal can not obtain ideal result. Thus, only by unifying the two goals, can the relationship between financial supervision and financial innovation realize the balance. In the equilibrium state, there is no excessive supervision or excessive innovation, both the policy objective of financial supervision and the business goal of financial agencies can reach the maximization.