Some banks actually support FIDO2 and hence security keys
FIDO2 is a standard by the FIDO Alliance comprised of the two technical standards WebAuthn and CTAP. Here the excerpt from their website:
FIDO2 enables users to leverage common devices to easily authenticate to online services in both mobile and desktop environments. The FIDO2 specifications are the World Wide Web Consortium’s (W3C) Web Authentication (WebAuthn) specification and FIDO Alliance’s corresponding Client-to-Authenticator Protocol (CTAP).