Walking Bank is an achievement/trophy in Metro: Last Light awarded by having 1000 military-grade rounds on you at any one time, but not over time. This can be gained legitimately by not buying anything during a single play-through, and making sure you hunt for extra MGRs. Selling extra ammunition will also help. However, a simpler way to unlock this is found on the level Bandits. All you have to do is collect the weapons from the bandits, after taking them down, and selling them to the weapons vendor at the start of the level (In the corner of the group of refugees). This is also a great way to earn MGR's faster should you need them anyway.