Yes, I just had this bug show up with the Spanish. I have well over 20K, the advisor told me I could build the world bank, and it just won't show up in any of my cities as a build option. I waited several turns, spent back down below 20K, and let it build back up, but no World Bank. This is definitely a bug.
It's very irritating, because that was the victory type I was aiming for the whole game. Now it won't give it to me.