UBank Australia has launched a webisode called "Moneybox" that provides financial information in a way that's easy to undertand and quite funny too:

The first episode has had about 7000 views so far. Not spectacular, but not a bad start either. You can tell by the comments on thier YouTube channel that a  lot of people enjoyed it and are looking forward to the next one.

They also participate on Twitter, and have a decent Facebook page with a few fans. I think that their slow but steady approach to social-media is a natural way to acclimatize to an online social-media environment that can be hostile towards brutish corporate entrances.

Some South Africa banks have also launched social-media intiatives. See for example the FNBTV on YouTube (with a warm video welcome from the premier banking CEO), and Standard Bank's social-media release site.