My bank is an internet bank too. However, I think they have dealt quite effectively with this type of scam by sending letters around saying that they will
NEVER request this sort of information, so you should never reply to these requests.
The same message appears on their home page.
Of course the more vulnerable members of society like the old and the confused might still be suckered by this, but then the old and confused wouldn't be banking on the internet would they?

:"Yes, they would...after all, you do Jools"
Jools: "Feck off rodent"