You've never worked a large bank. They get attacked all the time, every day, over the network, with social engineering (dropping infected USB drives in the park

You've never worked a large bank. They get attacked all the time, every day, over the network, with social engineering (dropping infected USB drives in the parking garage), and plain old physical theft and con-artistry. Moving any file on or off their system is a huge pain (e.g., e-mail attachments are automatically removed unless you go through a security process).