Hi,
Luxembourg banks use the local "LuxTrust" national scheme of authentication / signature. One of the solutions is a physical "token" that emits a numeric code that you enter as second factor. (Smartcards are another solution, and I had a draft patch for OpenSC somewhere sometime that allowed to use the authentication key, and plans to extend it to the signature key... never finished it up; also authentication uses the signature key!!! Duh.)
As to whether a Luxembourg bank would take a customer from your country, which you do not say which that is, is another question <shrug>
Best Regards,
Lionel