My guess is that the costs of doing this (security is quite hard: anything that can sign messages using cold storage keys can obviously also empty the cold storage, since transactions are simply signed messages) does not outweigh the demand for this. Most traders don't care (and subsequently get burned).

> And the transparent bank would publish a daily record of balances for each account

I think this is a terrible idea though. Even if done anonymous it gives way too much information about a market and its participants. IMO just use a merkle tree so everyone can check their own balance.