Agree with #4. Employers have a legal obligation to ensure that they are employing people who have the right to work in this country and can face heavy penalties for employing illegals.
The only reason I can think of for providing financial information at the interview stage is that the data entry position is one that requires a full credit check. Unless you have been advised otherwise, it sounds as though the data may be finance-related so if you want the job, take your bank paperwork with you and ask questions before you hand over copies.
Good luck with the interview.