You put a trigger in the EBBS script which would then account for the cities that hold a treasury, and can find out what faction has taken them (this already works as we know from EB1). Then the trigger starts to work and it will take a large portion from the faction that lost it and gives it to the conquerer (say about 35,000 mnai, perhaps. If there was a way to account how much money a faction owns it would be even better). Of course, there would always be the possibility to change the location of your treasury. Imagine your capital being under siege by a bunch of savage hordlings, why not speed your treasury away to a more secure location?
Yes. Very likely.