I think bank of all levels feel the potential threat of cryptocurrency. Central bank worried about losing control of fiat, investment banks thinking about ICO replacing IPO, retail banks worried about crypto wallets and cashless transactions. Bank will fight with cryptocurrency with exactly the same tech - blockchain. I believe the world will eventually integrate rather than clash.
Yes they may be thinking about it, because with the passage of time the users of bitcoin are now increasing which is making the future of bitcoin more secure and bright. Therefore there are more chances that then people will start giving more preference to bitcoin and that is the reason that the banks will be a little worrying about bitcoin.