Unfortunately denmark is not on that list. No wonder, small country. Might be useful if I go shopping for a new country to live in...
Or don't use a bank at all. Do it the Jimbo way. Bitcoin ATM, wallet sweep, cash in hand. No names, no IDs, no records. The anonymity is worth the 5% (or whatever it is) commission.
Unless you're talking large sums, in which case you need to be extra careful.