No, neither of these objectives will hurt your application. B-schools love to hear about applicants who want to attend for entrepreneurial purposes. If you can flesh out your ideas in your application and discuss how you would like to utilize the b-school's facilities that would be helpful.
I think your desire to first go into banking rather than strategy consulting before starting your own business is interesting, because the majority of applicants would discuss strategy consulting in their application. Just make sure you lay out your logic for wanting to go into banking and it should be fine.