Banki explains: "It's quite a radical workshop. People are invited first to have a discussion with each other about where they're placed in society in terms of income and assets. Money is more intimate than sex, it's a topic that's under the carpet, so we break that down first."
Those who want to continue are encouraged to not only enter the bordello but to play an active role as either a client soliciting sex or as a service provider meeting the needs of others.
A madam will facilitate both but, Banki explains, no money is exchanged. Well, not really.
"We use Monopoly money," he tells news.com.au. He says the question of sex work is complex but it can be empowering, whichever side you choose to take.
"I wanted to create a forum for people who wouldn't normally sell sex to be able to do so in a very controlled way. I tried to encourage people who have been sex workers to be clients - to reverse the conventional scenario."
The workshop lasts just over an hour and Banki says there's "no full sex" in the workshop.
He would not, however, discuss whether it happens elsewhere during the festival.
"We're about educating people about sex. It's not a sex party," he insists.
The festival explores more serious topics, too, including recovery from sexual assault.
The workshop From Sexual Abuse to Sexual Healing is being run for the first time during the festival's existence.
It will be hosted by abuse survivors Dean Walsh and Andrew Batt-Rawden. Banki says at the workshop they will "take participants on their journey of sexual healing through movement, ritual and certain kink practices".
In November last year, Banki brought to Sydney the Festival of Death and Dying, which countered traditional thinking of taboo topics.
There was a topic on how long a grieving person can keep a body in the house and another exploring suicide. One was about the vivid end-of-life dreams experienced by those closest to death and another about the proximity to death becoming erotic.
"Death touches us not simply as 'a fact of life', but also as a fantasmatic object of desire," he said.
"Many people, consciously or unconsciously, search for limit experiences for the intensity and thrill of being on the threshold of something that gives them the feeling of being close to death.
"It takes a point of departure that the feeling of being close to death sometimes gives us the feeling of being most alive.
"We wanted to explore certain erotic techniques that give people a feeling of joy. It's normally thought of as painful and frightening and lonely, but these things can be a source of pleasure."
The Sydney Festival of Really Good Sex will be held at the Creative Space on Crown St, Surry Hills, until January 29.