Check your dossier of house documents to make sure you really don’t have it.
Then I would suggest that you contact the lawyer you used to purchase the property as your first port of call and request a copy.
If you didn’t use a lawyer (or otherwise can’t contact them) then go to the urbanismo dept of your relevant town hall to request a copy.
Do you have any reason to suspect that there may not be an LFO for your property? Is your property a one-off or part of an urbanisation? Is the development complete? Do you have utilities connected with meters and bills that you pay direct to the utility providers?
Hopefully your lack of this document is just an oversight on somebody’s part and not something more sinister.
As an aside, why is your bank asking to see it at this stage? Don’t answer this if you don’t want to!!!