Under the background of the deepening of the cooperation between mainland China, Hong Kong and Taiwan as well as the acceleration of the internationalization of Renminbi, the international financial center with competence is urgently needed to be built in great China area. Based on the theory such as factors, endowment and so on, the financial “golden triangle” centered by Shanghai, Hong Kong, Shenzhen, Xiamen and Taibei can be constructed in great China area. The new mode of the international financial center constructed mainly by this urban cluster can not only largely improve resources allocation efficiency inside great China area but also can form a new international financial center competitive to traditional big international financial center. The financial “golden triangle” strategy layout in great China area should be promoted by governments and be planned by mainland China, Hong Kong and Taiwan. The current main measures are to push forward universal electronic transaction platform construction, to conduct financial monitoring, exchange and cooperation and to form effective risk control mechanism by taking Qianhai of Shenzhen as a pilot zone.