In order to draw the full lessons from the previous crises, it would be important to include elements such as housing markets and mortgage finance, heterogeneous agents (borrowers versus lenders), richer flow of funds analysis and asset and liability structure, as well as to develop good theories of maturity transformation.
More generally, models should acknowledge the evolving role of money in the economy, including the determinants of inside money creation (e.g. within financial markets and in the shadow banking system) and how it interacts with central bank money. But the wish-list extends beyond financial matters: a more vigorous role for fiscal policy and a more serious treatment of expectations.