Where I am in Ao Nang, Bangkok Bank wanted a letter from my pension agency in USA with an original signature. Then it was easy. Prior to that, they would not accept a pension statement I printed out myself.
it may not help your current situation, but it is possible to get electronic banking access (what they call iBanking) on a non-O visa with a retirement extension. I did it a couple of months ago. You just have to go to a branch with your passport and bank book.