Instructions
Press the "Start" button to access the menu. Scroll through the buildings until you reach "Government" buildings. Scroll through the list until you see "Bank," then press "A" to select it.
Use the directional pad to move the cursor until you find a clear location where you can build the bank. Press "Y" to begin construction. Use the directional pad again to look around in your town until you find a faction leader who you'd like to bribe. This has the benefit of making that faction like you more, which will come in useful later.
Press "X" to select a person who you'd like to bribe. This will bring up a list of options. Click on the "Social" tab. Select "Bribe Faction Leaders" and press "A" to confirm the bribe.