So this is a very good con, and it would catch many--if not most--people, but if you follow the ONE RULE, you will probably be okay.
That rule is NEVER accept a call from anyone claiming to be from your bank/CU. If you receive such a call, say you will call THEM and then use the FI's main number.
Jackie Barbosa 📚 ⚾ 🍺 🌮🇲🇽
It was for a transaction from Delta Airlines for $700, and no, it wasn't me, so I replied that it wasn't me, and then shortly got a call from a well-mannered man saying he was a fraud prevention specialist.