how do I deposit euros?

I brought a bit of cash with me to Norway in USD and Euros and now neither sparbank nor dnb open a currency account for me to deposit it. They said they need proof that I have income from external sources and Everyone is suggesting to convert to NOK from an exchange like forex. But the problem is I want to keep it as a USD and secondly I dont want to have to lose a percentage of my money when converting it to NOK. Isn't there anyway to deposit other currencies in Norway?