The bank can make a lot of money when times are good, but when tough times come around, it can get ugly fast.Capital One Financial (COF -5.40%) is an interesting bank. Unlike most banks, it hasn't focused on building out a branch network. It has instead built out a credit card business.This is a very different model from the banking industry giants, and investors need to fully appreciate the risks involved. Here's what you need to know, and why investors might want to tread with caution today.Capital One is ...