If its Play Integrity you'll get a notification from GrapheneOS informing you.
If the banking app is saying it detected unsafe apps, then have to consider what you have installed. Anything that may be considered malicious, particularly related to using root or adb, if you have anything like that installed.
It may not be something you recently installed, but could be a new check the bank app has only recently started doing.
The warning about an app could be unrelated to what they actually have issue with - we have seen misleading warnings before.
If you read my post here it lists a lot of things that have been considered risk factors.
https://discuss.grapheneos.org/d/6751-dexcom-g7-connection-error/22