AVG VPN prevents me to connect to my bank, any suggestion?

Whenever I want to logon to my bank I’m unable when AVG VPN is active, it took me a while to realize it. After I entered my user/pw I was going back to login screen, no error message, nothing unusual. Then I thought maybe it’s my VPN I just started to use, I disabled and VOILA I have now access. Does VPN offers some process to create exceptions to VPN? Any suggestion beside deactivate VPN every time I visit my bank.

In the settings in the AVG dashboard you can select sites and apps that AVG will automatically allow access to

I have the same problem, with the perfectly safe site, www.iec.ch. With VPN, I get a 403 error, but with VPN disabled, I can connect. I have set www.iec.ch to allowed access, but that doesn’t solve the issue.