Indeed, the bank would need to be situated in a secure region, unlikely to be assaulted, where the region lord is willing to run a super-low tax rate.
You'd need several such locations, of course. Maybe, fora continent the size of Atamara, 2-3 "vaults," and then numerous "branches" where deposits/loans could be made, but large sums are not stored.
I think the Dwilight Trade Company on Dwilight could be a guild that could evolve into something like this, if it grows some more.