It's a question that might come up in a situation like on-line banking, where you could say this is a potentially risky activity. I don't know whether the fatigue would show up there or not. But one of my concerns is that consumers take in e-mails, and if they're from a financial institution, as Philippa said, they don't know that 99% of those from financial institutions are frauds. Perhaps they should get a list mailed to them from their bank once a year, telling them that when they get an e-mail from someone asking for account details, do not reply. I don't know if it's being done or not.
Are there other warnings you can think of?