A basic blockchain system would not necessarily change the feasibility of this attack, but it would probably make it easier to trace the funds. The crux of this attack is that the transacting and reporting computer were compromised. This means that fraud transactions were initiated and then notifications of those transactions were removed from the reporting machine. With a blockchain system I could see a similar outcome if the transacting and reporting machines were compromised. Of course, with a blockchain system there are many ways you could improve security to decrease the chances of this attack:

1. Multi-signature transactions could require a hacker to compromise multiple machines possibly on separate network segments. 2. Multiple reporting and auditing machines could be employed on several separate networks to again increase intrusion requirements.

I suspect SWIFT already allows for or could employ similar methods on their network to mitigate these types of scenarios as well.

Yes. Cryptocurrencies remove the needs for banks in the first place, so you're not vulnerable to a banker/politician running windows, inflating your currency, etc. Vulnerabilities of internal bank networks are rare, most of the risk lies in the e-banking frontend. Fiat banks running on a blockchain indeed could gain from the security properties in many ways.