Dog to go astray entering bank (7)
I believe the answer is:
terrier
'dog' is the definition.
(terrier is a kind of dog)
'go astray entering bank' is the wordplay.
'go astray' becomes 'err' (I've seen this before**).
'entering' is an insertion indicator.
'bank' becomes 'tier' (I've seen this before).
'err' placed within 'tier' is 'TERRIER'.
'to' acts as a link.
(Other definitions for terrier that I've seen before include "Breed of dog - volunteer soldier - estate register" , "Small, short-bodied dog" , "One who volunteers to fight" , "Breed of dog - Territorial Army volunteer" , "inventory of property" .)