I have the same problem with Lloyds Bank in UK. They save my PC so that I don't need to do the extra security check each time. After I clean with CCleaner I always have to do the check again. I have preserved all cookies related to the bank. I ran CCleaner without cleaning cookies or internet cache at all for Chrome and it was fine, but if I clean Internet cache (but not cookies) the security check returns. The information that the bank has stored is therefore not a cookie but must be something in the cache.
Is there any way of finding and preserving it?