I never said it wasn't a warning from the OS, it is a warning when opening the app each and every time. I have never seen any other such warnings when using other apps but this is the only really important app I use on as far as finances go on any of my devices.Hmmmmm looks more like a warning from your banking app than an OS issue. Have you had any warnings from Android or any other apps outside of your banking app?
I opened the same app on my Nexus 4 running KitKat and got a similar warning. This one is more detailed but gives me the warning that using the app on JAILBROKEN devices increases the risk of malware or infection. Again, the app wouldn't allow me to screen cap it due to DRM of the app. I like the use of the word jailbroken on an Android device.