I get the occasional Financial Crisis event. Usually only when I have multiple millions in the bank and it knocks it down by half.
It doesn't happen particularly regularly and certainly not at a fixed amount like 6-7 million, but it does happen. It's a money sink device to drain the old coffers of excess currency. Not an entirely bad way of doing it, but tweaking it on the supply and demand side to slow an over-accumulation of wealth in the first place would be good too.
Certainly, that part of the economy seems improved in Shadows, but once you have millions you're pretty much secure, but have nothing to spend it on. I mean, I guess your economy could tank at some point from war or somesuch and you could start depleting those savings, but I've not seen that really happen. By the time you're that powerful, there's just not a whole lot of risk economically. Hence, the event.