An entertaining banker's nickname (7)
I believe the answer is:
agnomen
'nickname' is the definition.
(thesaurus)
'an entertaining banker's' is the wordplay.
'entertaining' means one lot of letters goes inside another.
'banker' becomes 'gnome' (I have seen 'international banker' mean 'gnome' so perhaps 'banker' could also mean 'gnome').
'an' going around 'gnome' is 'AGNOMEN'.
(Other definitions for agnomen that I've seen before include "Roman extra name" , "Nickname" .)