Follow these steps:

• Open Chrome
• At the top right - click the three dots.
• Click 'Settings'. 
  
  
• Click "Privacy and security" in the left menu.
• Click 'Cookies and other site data'.
  
  
• Chose'Allow all cookies' or 'Block third-party cookies in Incognito'
  
  
• Close the window and restart Chrome.

Follow the guide:

• Open Edge
• Press Ctrl + Shift + Del on your keyboard to open the "Clear browsing data" window.
  Or at the top right - click the three dots and choose 'Settings'.
  
• To the left click 'Cookies and site permissions'.
• Toogle cookies on under 'Allow sites to save and read cookie data (recommended)' 
  
  
• Or you can set permissions for the specific site danskebank.dk
  In the box 'Allow',  choose'Add'.
• Enter danskebank.dk and click 'Add'.
  
  

Follow these steps:

• Open the Safari browser.
• In the browser toolbar click Safari.
• Select Preferences.
  
  
• Click Privacy.
  
• In the 'Cookies and website data' section clear the check mark in front of 'Block all cookies'.
  
  
• Close the window and restart Safari.
  
  

Now session cookies from Danske Bank are allowed.

Follow the guide:

• Open Firefox and visit danskebank.dk.
• At the top right - click the Firefox menu - three horizontal lines.
  
  
• Click the "Options" menu item.
  
• Click the 'Privacy & Security' menu item and scroll down to the 'Cookies and Site Data' section.
  
• Click 'Manage Permissions' or 'Exceptions' button.
  (note: on macOS it is called Preferences).
  
• Enter danskebank.dk and click on Allow for Session'.
  
  
• Click  'Save Changes'.
  

Next time when you visit danskebank.dk, session cookies will be allowed.