Nord Wave MIDI setup Cubase 6

Hi, can anyone help me to setup a Nord Wave synth in Cubase 6? Generaly it works fine without any configuration. Just set up Channel 1 for Slot A and Channel 2 for slot B and it works.

But how can I change the Bank of Nord Wave from Cubase? I can see that the MIDI signal for bank change is sent to the synth, but the bank is not changed on Nord Wave. The purpose is simple. I want to Cubase remember the Bank and the program number and that it automatically sets this combination on the synth when I open a project.

I have tried to play with the MIDI bank settings in cubase. Setting CC:BankSelect LSB and Program Change, but this does not work.

Thank you for any advice!