For all of you who play in a different currency than the one you have in your bank account, how do you make sure that every time that you deposit or withdraw you bleed the less money out?

I think this is even more of an issue for those who keep their bankroll in the bank, and deposit regularly depending on what they need for the games they are playing.

Say for instance, I withdraw 500$ from PS. Then I would get 400 euros (roughly) in my bank account. If I were to redeposit that money again on PS, I wouldn't get the original 500$, but a bit less, since the bank always keeps a % of because of their own exchange rates.

Is there a way to go around this? How do you guys do all this kind of transactions?

Thank you.