The volleyball player was great at banking

This joke cleverly plays on the double meaning of the word "banking." When you hear a volleyball player is "great at banking," your mind might immediately go to some impressive, perhaps unconventional, way of hitting the ball off a wall or boundary and keeping it in play – a kind of trick shot. It sets up an expectation of a unique athletic skill or a very specific, perhaps rare, maneuver within the sport itself.

However, the punchline swerves into a completely different kind of banking: the financial kind. The humor lands because "set" and "save" are not only core actions in the world of personal finance (setting up an account, saving money), but they are also absolutely fundamental, official terms in volleyball! A "set" is when a player positions the ball for a teammate to spike, and a "save" is preventing the ball from hitting the floor. The joke brilliantly uses these shared words to create a surprising and satisfying connection between two very different fields, making for a delightful example of a well-crafted pun that works on multiple levels.