There are several ways hackers can compromise your financial passwords.  The oldest is a keylogger.  Keyloggers are typically viruses (they can also be USB devices, but this requires that the hacker has access to your physical computer) that monitor the keys you press and the names of the windows you have open.  Sophisticated keyloggers will send the keys you press back to a hacker or phisher when the window matches a major bank's login page.