Possible Clues:

• British Overseas Territory
• Claim sand, say, shifting around new overseas territory
• Tax haven is scandal many put to bad use
• British Caribbean dependency
• Unusually classy and main tax shelter
• Scandals, many I fancy, in banking centre
• UK Caribbean dependency, capital George Town
• Banking centre - one involved in many scandals, sadly
• W Indies group, a centre for banking
• British dependency in the Caribbean