Vacation Day as an intern?

no

Yikes that’s rough. My wife’s sister might be getting married during my internship - if she does then I’m skipping the wedding because I don’t want to risk it personally.

Two sides of thought. First, you’re only there for ~10 weeks and most people would give up literally anything (including their brother) for the internship. You might come off as not as dedicated as that. It’s not necessarily a great look for you to skip out when the full-time job will require tons of personal sacrifices.

Second, bankers are people too. If you explain it well enough then they likely won’t care because it’s a single day for something very important, but you’ll be on call for it and won’t be able to just unplug. 
 

On another note, everything might be online next summer. I hope for your sake that it is. You could just sneak out for an hour this way and (possibly) nobody would know. 
 

You should reach out to any mentors/close alumni you have in banking, especially if they’re at your bank. They might have a better feel for the culture of the group, which is what it’ll especially come down to. 

Wtf go to your brother's wedding. 

Yes. 

As long as it's only for one day, you should be able to go. Don't listen to the Prospects who have warped perceptions of banking - bankers are people and will understand. Obviously missing more than 1 days is not good, but missing 1 Friday shouldn't be a big deal. Just communicate with your group/staffer in advance so you don't catch them by surprise.