Found something on a banks website:

The "Danske Andelskassers Bank" uses TietoEnators software "ProScan" to scan new coustomers, costumer register and past transactions. The scan is run against the following databases:

-EUs surveilance list.
-The European Union Common Foreign & Security Policy. Consolidated list of persons, groups and entities subject to EU financial sanctions.

-OFACs surveilance list.
-The United States Department of Treasury Office of Foreign Assets Controls list over Specially Designated Nationals and Blocked Persons.

-FATFs surveilance list. The Financial Action Taskforces list over Non Cooperating Countries and Territories.

So if you are denied service from a bank, you might simply have, at some point, transfeered money to a blacklisted area where you sister works as a voluntary nurse.

You get no explanation as to why you are denied service as the contents of these databases are classified.