You'd never guess it from this tired old nonsense.
Just in case you're interested, here's the Advertising Standards Authority's 'how to make a complaint' page
and here is someone high up the heap at Nationwide:
Graham Beale, Chief Executive, Nationwide Building Society, Head Office, Nationwide House, Pipers Way, Swindon SN38 1NW.
edited to add...
My letter to Graham Beale
Dear Mr Beale,
I wish to register my dismay over the broadcasting of the new Nationwide television ads, featuring David Walliams and Matt Lucas, and particularly their portrayal of ‘Emily’ and ‘Florence’, presumably transvestites, attempting to open an account for ‘ladies’ at a branch of Nationwide.
I am a woman with a transsexual history. It might rightly be said that I have nothing in common with the absurd characters portrayed by Walliams and Lucas; that has not, however, stopped people from linking me with those characters in the past. Here, for instance, is a report concerning me in the Daily Star
(edited to remove the Daily Star article, as the other person cited in it still finds it upsetting)
This is not the only example I could cite, but it is hopefully enough to give you an idea of what people write and think.
The reason that I was at an employment tribunal was that I had experienced harassment, intimidation and violence in the workplace. And I believe that in large part, my colleagues behaved the way that they did towards me because they were too ready to see a caricature rather than a real human being. And when people treat other people as caricatures, they open the way to abuse. And people rarely knowingly encounter transsexual people in their everyday lives. So that the way we are portrayed in the media colours their opinions and prejudices.
Apparently Nationwide Building Society claims that it is ‘proud to be different’. On the evidence of this commercial, you are not different. You are part of the problem.