It can be a very convincing trick…
“You can check the number in your display online sir. You’ll see I’m really calling from your bank.”
That is, of course, if you are unaware that phone numbers can be spoofed. Then again, they wouldn’t be successful scammers if they weren’t convincing. If you suggest calling them back, they’ll tell you it’s impossible to call their extension directly and you would have to go through the operator in the head office. Which could take a while and because of the urgency that is not really an option now, is it?