No, your banking information is not shared when you use a Sign-In Partner.
The technology is designed in such a way that the Government of Canada will not know which Sign-In Partner (or financial institution) you have used. Similarly, the bank will not know which government department or agency its customer contacted. Also, the credential broker who facilitates this interaction will not know the identity of the individual or business. The participating financial institutions and departments and agencies will not share any information that identifies individuals, as directed under privacy legislation.