Hello Husain,
I think you should use the HTTP_AAE Adapter, it's available since 7.3 version, I suggest you to create an HTTP to File Synchronous Scenario.
HTTP <---------------------------- SAP PI
HTTP --(Bank Response)--> SAP PI --(FETCHING FILENAME)--> FILE
Chek below links:
HTTP_AAE Document:
http://scn.sap.com/docs/DOC-44764
Example:
Saludos Cordiales !! Adalid.