Sometimes they make mistakes. My wife once went to the bank office to make some operation and they unexpectedly asked a "security question" about her father's given name - something they don't usually do (the standard practice is to ask for one's mother's maiden name). She gave the answer and they rejected it, and immediately locked down access to her account without her realizing it. She only found out when she couldn't log in to the on-line interface at home. Angry phone calls were made and situation was restored, but it took a day or two and was pretty stressful.

Speaking of countries, it might be worth it to let the bank know if you're going somewhere atypical. Before my work trip to China, I phoned the bank and told them I'm gonna be there from this to this date, and didn't have any problems with accessing my account (modulo one branch of ATMs not cooperating with my card).