Bank of Scotland did the same to me once, phoning up to report suspicious activity on our account. I wouldn’t confirm my details over the phone (how did I really know they were BoS before giving out various account details) and they wouldn’t confirm things over the phone despite my argument that I know who I am, they should confirm who they are.
As it was possible suspicious activity, I found the general phone number and got put through various departments to eventually land at the one who did phone me. Turns out someone cloned the card at a garage and there were attempts to use it in Australia.
I always find it the wrong way round that if a bank, power company, mobile company phones you out the blue, why should I have to confirm all my details – surely it should be a bit of both.
Just renewed my Orange contract and someone phoned on the new phone, same number to ask how I was getting on with it but could I just confirm a few details. Err, no thanks.
It is easy to step into though, and most calls would be genuine I imagine, I’m just naturally suspicious.