Somewhat similar to the last question (Why do you want to work here?), you need to demonstrate your knowledge of the bank. You might talk about a deal or two that you’ve heard or read with which the bank has been involved. Or, if you know the bank is strong is certain product areas (such as M&A or leveraged finance) or industry coverage, then mention that. Perhaps the bank focuses on cross-border deals or deals in emerging markets.
By no means will you be expected to be an expert but you should be able to talk about a few things. If you don’t know anything, rather than make something up and sound stupid, be honest. Say something like, “I really don’t know many specifics, and one of the reasons that I’m really excited to interview with you is to learn more.” If you can ask the interviewer about the bank, then you can learn some things for your next interview, for when you are asked the same question.