First, there's almost no chance that any kind of malware was involved. What probably happened is that your account was hacked on the bank's servers, and the bank is shifting the blame to you. That's a common occurrence.
On the other hand, if a sophisticated attacker had physical access to your computer, he could install spyware that you wouldn't be able to detect at all without expert knowledge.
A fully updated installation of OS X 10.6 or later is not known to be vulnerable to any malware now circulating on the Internet.