When you receive a warning from your banking app indicating that your device may be insecure, jailbroken, or rooted, this is usually due to a SafetyNet/Play Integrity API issue. Specifically, your device fails to pass MEETS_DEVICE_INTEGRITY
.
For more details, see the planned feature on this topic at the GrapheneOS issue tracker: Issue #1986.
As of now, there are no direct solutions available to users. However, you can help by contacting your bank. Inform them of this issue and suggest they refer to the GrapheneOS Attestation Compatibility Guide for their developers, available here: Attestation Compatibility Guide.