In my experience, banks and financial institutions tend to be among the worst offenders against sane bulk mailing practices. SPF or DKIM will be broken or inconsistently applied, and sender/relay domains seem to vary with the weather. I think it will be tough to nail down all the valid domains a bank might use to contact its clients. You'd think that banks would care enough to do things right, but in many cases they really seem not to.
The general technique proposed is effective, but I think that trying to create and maintain a list like this for more than a handful of banks will be a hassle at best, and will be highly prone to false positives. It might still be worth trying, but I just wanted to vent my pessimism. :)
