The Financial Consumer Agency of Canada has taken some tentative steps along this line. I believe they're working on phishing documents, so it would be a natural outgrowth for them to continue their work. Whether banks like it or not, they are at the centre of all this, because inevitably, identity theft is reported to them.
The Financial Consumer Agency of Canada has a mandate to educate the public on matters of financial prudence as well as security, and although it only deals with federal financial institutions, as I said, that's the crossroads for this. So it's one place you can look to in the federal government, and it's a logical place, because it doesn't seem that the Privacy Commissioner is interested in doing this stuff and it doesn't seem that the Competition Bureau is interested either.