Spoilers ahead for anyone not caught up to Season 6 of Game of Thrones
In season 4 of the TV show, Stannis travels to Braavos to take a loan from the Iron Bank to get the forces he needs to conquer Westeros. In this conversation the Iron Bankers, initially dismissive of Stannis, are convinced by Davos that Stannis is the only one who will pay back the debts that the Iron Throne owes to the bank.
Here in an except from the Game of Thrones Wiki relating to Season 4:
After being granted an audience with the Iron Bank of Braavos, Stannis and Davos travel to Braavos where they meet with Tycho Nestoris. Although at first dismissive of Stannis' claim due to his inferior army and his lack of resources to repay any debts to Bank, Davos defends Stannis as the only one able to repay the debts, both that he takes and those of the Iron Throne. Davos' plea insists that Stannis always pays up and that the Lannisters will be faced with a power vacuum when Tywin Lannister (who is 67 years old) dies and that, if such a moment occurred, the Bank wasn't likely to see a return on its investment in Westeros. The bankers decide to grant Stannis his loan and their support, allowing Davos to once again hire Salladhor Saan into their service.
Now at the end of Season 5:
Stannis was defeated by the Boltons and executed by Brienne of Tarth.
So now that the above has happened, what happens to the debt that Stannis owes the Iron Bank? Does it shift to another Baratheon house or do the bankers consider their investment a loss?