Banking sector is being heavily regulated by governments , right ? So write to the bank and demand to show you the >federal< law which clearly states that this form of identification is required. I'm guessing there will be none . As my understanding goes, your country is in the EU , so file a complaint to Brussels , BELGIUM .
Also , I think we need to stop being on their leash . Today we do what they want , tomorrow it will identification by DNA , have your tried using ordinary paper money ?
Official links and info from their page below :
"EU policy areas with a direct effect on the rights of European consumers, such as banking..."
https://ec.europa.eu/info/policies/consumers/consumer-protection_en
You have the right (Article 227 TFEU) to submit a petition to the European Parliament :
http://ec.europa.eu/justice/citizen/index_en.htm
If you consider that the European Commission has not dealt with your request properly, you may contact the European Ombudsman(Articles 24 and 228 TFEU).
http://www.ombudsman.europa.eu/home.faces