It is called the right of property. Not God-given, for sure, but it exists in most countries. One can keep his own money as he wants, including under the mattress.
If only it was that easy. With several governments regulating against cash, e.g. banning cash transactions above a certain amount, and limiting withdrawing/depositing cash in bank accounts, can we really say we have right of property (of money at least)? It seems yet another right to throw under the bus for the sake of mitigating "money laundering" and "terrorism".