That's not the source of the stress of coding on a whiteboard. The source of the stress is you have to guess what the interviewer wants or you don't get to pay your bills next month.
Having conducted many interviews; there are plenty of people that lock up, but relax when you let them use a laptop even if you stay in the room.
If this is true of the people around you, then you know folks who are very, very lucky in their life and work.
Anyway, some combination of cash on hand, liquid assets, credit, or just friends and family should be able to cover next months rent or something is very wrong with your finances. If you just mean need income at some point then sure most people are in that place, but any specific interview should not be all that important long term.
Further, for the vast majority of people retirement is based on personal savings. If you don't have several months savings by 30 that's a really bad sign that something is very wrong.
(Note median is lower than average but means 50% of people have more) So, having a few months savings is common close to retirement age for people who make above average wages. Scale that back to mid 30's and a few months savings is still common.
A 401k is also supposed to be able to provide you with an income resembling your at-retirement income for at least 10 years, which is obviously impossible if you only have 2.5x your at-retirement salary in it.
Also, and I say this as someone currently going through the process: given the way hiring for senior to C-level roles goes in 2017, do not expect "several months" of savings alone will be enough to cover you. Most of the large companies you might like to work for (Google, Microsoft) have hiring processes which can't move much faster than six weeks, and they can stretch out to six months or more.