In order to improve the adaptability of financial institutions to internal and external drastic changes，improve the innovation ability of business products，and strengthen competitive advantages，this paper analyzes the framework and connotation of organizational agility，business agility and technical agility from the positioning and development of agile system，and focuses on the analysis of difficult problems in combination with the analysis of practical cases，so as to smooth internal and external communication channels for financial institutions，enhance cross departmental and cross institutional collaboration，improve the agile response ability to market and demand，and the support ability of technology to business innovation. So it finally provides reference for the digital transformation and upgrading of financial institutions to build an agile innovation system.