The transformation of the economic structure of society, including changes in the field of financial relations, requires improving the research methods and developing of new methodological approaches that are adequate to market transformations. The below article presents a study of the national capital market through the modern integrated analysis method used to assess the evolution of the capital markets of the EU countries, both by national regulators and European and international institutions. The study aims at improving the existing methods of analyzing the financial market of the Republic Moldova and reveals the complex interconnection of ongoing institutional transformations, understanding the logic, main trends principles, basic elements of evolution and development prospects.