The Vault is unlocked after you complete the "Steal A Truckload Of Slots" job. After completing this job you'll be able to build your Slots, which allows you to build your Vault. The Vault functions as the Bank in Las Vegas. It can be upgraded to 5 stars in increments of half a star to secure your Vegas Chips. For each upgrade you will be able to deposit more chips in your Vault. You can also convert other currencies into Vegas Chips (see table). There is no 10% "laundering fee" for depositing chips. The amount you deposit will be in your Vault. The Maximum Capacity is limited to the star level of the Vault.