As in some DnD rules with encumberance, and to encourage PCs using banks and not carrying around thousands of groats on them, I suggest making coins weigh something. Like 50 gold = 1lb or something like that.
Banks have a limit (a fairly low one) and people NOT using banks is actually more interesting to us so that your gold is at risk from conflict and banditry.
There is no real upside to this so I can pretty much guarantee it is unlikely to ever happen.