Masters Question - Applying without internships?

hi all. so I'm in the process of applying to top target schools in Europe for finance masters programs however I do lack experience in finance (although my end goal is consulting). Looking at all the discussions here, I wonder is it really worth it to apply if I don't have relevant internship? was thinking of starting an internship to a small firm while I'm applying, but would that be beneficial at all? I’m very keen to get in but feel very skeptical that I will after I see some profiles on linkeding and here of people who got in…
(bit of background; good grades from semi target uni (business), +1 year experience in management in large company but not consulting (can't disclose more), studying for GMAT for some time so hoping for a very high score)
Would appreciate anyones advice