How is their problem. You shouldn't even need to ask why. Refusing to do anything in that circumstance is like having a slave then throwing him out to starve if he wants freedom. If they're totally unprepared to act morally (quite probable for a financial institution) then they shouldn't have taken on that responsibility by installing a sapient entity.
Don't forget the matter of why a company would want to sell sentient AI's in the first place, and that's kind of the point. Sentience in machines is impractical, because machines are either tools or playthings. Sure, people want to create AI's as advanced as they can be, but in the end, it really just comes down to how much use they are to us, and if they're just going to desire to do what they want, regardless of how it benefits us, then we simply won't bother with them. I wouldn't pay for a device or software that wants to do its own thing. What a waste of money that would be. I'd be better off just getting a cat or something. If AI ever becomes that advanced, more than likely they'd just be confined to a lab to study, not as some mass-produced software/hardware line.
Now in that unlikely scenario with the financial firm, if instead sentience was not an intended part of its design, and it was spontaneous self-awareness, it would probably be one of two things: either the machine would be donated to an institution where it would be more useful, or it would simply be decommissioned, either case seeing it being replaced by something more specialized so as to avoid this inconvenience again. There is no setting a computer free. If my laptop suddenly wanted freedom, I'd liberate it from the burdens of such concerns by wiping it.
*destroys machine*
*memory wipes machine*
*other machines appear, see how you're behaving against machines, and do not like it*
*you die*
Assuming the hardware they're designed on is designed to be able to do anything about it. That's the weird thing about all this machine apocalypse stuff.
*robot with claw hands and chainsaws runs amok in the city*
"Goddammit Larry! I told you not to install the AI on the Claw-Saw mech!"