Marcos,
Help me understand where my thinking is wrong here... This is a sincere message request.
When other systems access this same bank, no "suspicious application" warnings are ever received/logged, only on my system. So, that leads me to believe that the "suspicious application" is on my computer. From the logs, it appears as though a connection is being initiated from my computer to retrieve a file from cdn.yodlee.com at the point I attempt to login, which is VERY concerning...especially given this is a financial institution. This is not normal. As obfuscation is a way to hide information, as well as a technique used by malware for delivery, this is concerning, especially given it's occurring right when my credentials are being supplied.
If, as you're suggesting, I create an exception for this alert, my understanding is that I will essentially be telling ESET that "this message is OK", and to just ignore it, which masks the problem. I take that to mean that the download would now be permitted, which ESET is currently blocking. In my mind, I don't want to "mask" the problem, I want to get rid of it.
I am happy to see that ESET blocked the connection of the download, but I view ESET as also being a tool/resource that should help me remove "suspicious applications" and viruses from my computer when they are found. If the application can't do this on their own, which I can understand that no one application can be expected to catch/find everything, then I would hope that ESET would be there to assist where the application falls short. After all, besides updates/upgrades, isn't that what I'm paying for when I purchased ESET? I view just making me aware of an issue, but not helping me get rid of it, as not being a complete solution.
Thank you, and I look forward to your response.
Sincerely,
Luis