Via Mises Economics Blog: A Bank That Isn't, Zopa is an online lending exchange for dealing with micro-credit. It deals with risk of default by spreading risk among a group of fifty borrowers and fifty lenders. Right now, this is only available for residents of UK.
The Washington Mutual, a major bank, had started using eBay auction to set interest rates for its CDs (certificate of deposit or fixed deposit).
Maybe it is a good idea for eBay to do what Zopa is doing in UK.