Warning overrides toss SSL's security
This "unknown issuer" warning is caused by a simple server configuration error that is trivial for the server administrator to fix.
How sad that a financial institution would advise (and hence train) their customers to ignore this vital browser warning and thereby defeat the security that SSL otherwise provides those users, instead of getting their business partner to correct the server misconfiguration!
These "unknown issuer" warnings are the very same warnings that the browser gives if it is visiting an ATTACKER's web site. Users ignore (and override) that warning at their own peril! Responsible server administrators will do the necessary things within their power to prevent their users from experiencing those errors.