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Speed up the informationization of financial supervision construction pace, ensure the safety of liquidity in the financial market is one of the urgent problems of our country's financial supervision department. Financial information is changing the traditional model of financial service, one of its remarkable characteristics is that financial markets in the capital flow pattern change, however, the cash flow model of the new greatly promoted the global economic development and at the same time, has brought the unprecedented challenge but also to the financial supervision departments on cash flow behavior supervision. This article mainly embarks from the flow of funds to abnormal behavior supervision perspective, analyzes the financial information to bring our government financial supervision work challenges and opportunities.