Dog to go astray inside bank (7)
I believe the answer is:
terrier
'dog' is the definition.
(terrier is a kind of dog)
'go astray inside bank' is the wordplay.
'go astray' becomes 'err' (I've seen this in another clue).
'inside' means one lot of letters goes inside another.
'bank' becomes 'tier' (both can mean a row of similar things).
'err' put inside 'tier' is 'TERRIER'.
'to' acts as a link.
(Other definitions for terrier that I've seen before include "he's not a boxer" , "Breed of dog - Territorial Army volunteer" , "Small lively dog, may be Scotch" , "Dog originally used to ferret out burrowing animals" , "Short-bodied canine" .)