Originally, banking authority kept using capital (4)
I believe the answer is:
baku
'capital' is the definition.
(capital of Azerbaijan)
'originally banking authority kept using' is the wordplay.
'originally' says to take the initial letters.
The initial letters of 'banking authority kept using' is 'BAKU'.
(Other definitions for baku that I've seen before include "Azerbaijan's capital" , "Caspian Sea port" , "Capital of Azerbaijan on shore of Caspian Sea" , "Capital city of Azerbaijan" .)