The big four banks must be praying legendary Hollywood director Martin Scorsese doesn't make a surprise appearance at the major exhibition of his life and cinematic works opening in Melbourne on Thursday.

If Scorsese caught wind of the current foul-mouthed antics of traders arguing over "who has the bigger balls" and allegations of sex and drugs at the banks, he would discover the perfect script for a sequel to his highest-grossing film The Wolf of Wall Street.