Hi Claudia,
setting up banking relationship in SAP is not a trivial task and requires a project. in the least, your company's treasury needs to be involved as they control the banking relationships. no one has forgotten about you and the advice given so far has been very relevant.
what if the bank doesn't want to use FTP? is your infrastructure ready for security required by banks? is your SAP system on the latest support stack if your bank requires it?
what may seem like a few transactions in SAPGUI may turn into multiphase IT integration project.
good luck,
greg