There are many research topics, wherein one can integrate AI based systems or AI technologies to solve problems of banking industry, a few of which are explained on this link:
Banking, financial services, and capital markets industries are challenging with many types of data mining, evaluations, estimations, forecasts or analytics problems, which it appears that you are interested in those towards "globalization", holding more mathematical promises.
Rating systems would be an example, which all compartments of finance industry use one or another sort of ratings or gradings for information, data processing, asset pricing, equity analysis, exchange rates, behavioral analysis, and the list goes on and on.
There are also customer-oriented products and services that are more engineering oriented.
Use of AI techniques, systems or technologies have become recently highly attractive to finance sector in general due to various and varying facets of risks available or imposed to said industries, wherein human is becoming rather incapable of processing pertinent information or data for decision making purposes.
I hope the above information would be helpful for you such that you may research further to see which niche may be of your interests.
There is a survey maybe related to your research with title of "
Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey" You can find the paper here "Article Assessing Bank Efficiency and Performance with Operational R...