The banking sector is one of the most internationalized services in our world. There is a need to transform these financial institutions into a more sustainable and value-driven business. The Global Alliance for Banking on Values (GABV) is a network of banks from around the world committed to advanced positive change in the banking sector. This case is an example of change as collaborative play in a Global Alliance for Banking based on Values. After a description of the play ambition and the change approach, every play element provides examples and suggestions for starting to play with the model oneself.