The determinant factor of currency anchor depends on the change of economic capacity and local political advantage of a country. With the promotion of currency internationalization of the United States, EU, Japan and the UK, US dollars, Euro, Yen and pound sterling are further consolidating their “currency anchor” position in emerging market countries and become the main currencies for emerging market countries to invest and reserve. Based on the adjustment of the “currency anchor” in emerging market countries, this paper studies the financial market factors in the process of currency internationalization of these currencies during 1999—2011. The results show that currency internationalization of western countries experiences a financial deepening process, the proportion of stock exchange amount to GDP has positive boosting effect on currency internationalization, however, the increase of stock turnover rate, the rate of the value of listed companies to GDP and the rate of domestic bank credit to GDP is not conducive to the promotion of currency internationalization. In the process of the promotion of RMB internationalization, China needs to give priority to stably developing domestic tangible economy, to raise internationalization degree of domestic financial market in the perspective of financial market development, to ensure stable development of stock market and meanwhile to be vigilant to rapidly increase domestic credit capital.