Taking the DVLA as an example, what will they have to change if Scotland votes Yes this week, in truth very little, cars on UK plates will still be liable for road tax etc payable to the DVLA until they are notified the vehicle has been exported. Wouldn't be hard for Scotland to start up its own DLVA but the cost of re-registering the cost would be huge, they could always pass on the cost by charging people but I imagine it wouldn't go down to well !
As for finance I'm sure the finance companies will become risk adverse and start hiking the costs to protect themselves, I'm sure all the new FCA regulations are produced under 'copywrite', I'm sure the UK government will be happy to 'SELL' to the Scottish regulators as will the DLVA be happy to sell its services the Scottish.
I get the feeling Scotland wants to finish the relationship yet still pop round and sleep in the same bed when it suits.