Data Lake will be a bit more expensive although they are in close range of each other. Blob storage has more options for pricing depending upon things like how frequently you need to access your data (cold vs hot storage).
References:
http://blog.pragmaticworks.com/azure-data-lake-vs-azure-blob-storage-in-data-warehousing

Explanation
https://www.bis.org/publ/bcbs85.pdf - page 12
Banks should gather sufficient information about their respondent banks to understand fully the nature of the respondent's business. Factors to consider include: information about the respondent bank's management, major business activities, where they are located and its money-laundering prevention and detection efforts; the purpose of the account; the identity of any third party entities that will use the correspondent banking services; and the condition of bank regulation and supervision in the respondent's country. Banks should only establish correspondent relationships with foreign banks that are effectively supervised by the relevant authorities. For their part, respondent banks should have effective customer acceptance and KYC policies.

Explanation
https://www.ojp.gov/pdffiles1/Digitization/119840NCJRS.pdf