Think of it as a warehouse, but for gold. Have earned gold earned distributed to cities proportionally based on levels in relation to each other as their proportion of the total levels of bank for all cities.
Just to get numbers started for discussion, have it store 6 million per level with 500K safe. Allow players to move around gold with cargo ships.
This concept has the purpose of addressing the problem of how gold pillaging was broken in the old game system. This would hopefully allow the concept of gold pillaging to return to the game in a realistic way and add another layer of complexity.
As it stands, players simply have to look at where they want to protect traditional resources for where they are currently building. This forces players to consider protecting their gold as a resource and consider where they want to store it.