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Moneydance can import any QIF?, QFX? or OFC? file, and can directly connect to any bank that supports OFX.
For a list of banks Moneydance can automatically connect to via the OFX protocol, check here http://moneydance.com/fi If your bank is not listed there you might find this question in the FAQ helpful: My bank does not appear in the List, how can I still connect to them?
see also: Banks Moneydance does not support