One of the accepted ways of importing bank statement data is by using an BankStatementLoader. You can implement the interface BankStatementLoaderInterface and an Instance of MBankStatementLoader will use this interface to create a line in the Import table for BankStatements (I_BankStatement). One of the next steps in the workflow will be to create payments from these records by using the "create payment" button (configured to be in the toolbar).
This next step does not work out of the box. The "create payment" process needs a real currency reference set and not only a text field with the currency value.
I hope the currency is the only problem. If there is more I want to collect and resolve it here too.
This was solved in - with a different column, instead of the ISO_Code proposed by , used EftCurrency, but I think is fine.