Data Subject Access Request (DSAR) is the best known method of retrieving anything that the bank / institutions hold on you personally.
Requests must be made in writing but it is really worth it!
If the bank says it has nothing, logically it should not be able to use whatever it is holding against you either!
For more information to go to the Information Commissioners Office (ICO) click here
To download a sample DSAR letter click here
If your DSAR request comes through looking like it has been blacked out, contact the ICO and ask them to review what you have been sent. Click here