You can use the MCCs of each tx, then generating a zk-proof that shows none of the MCCs in your account match restricted categories. This requires cooperation

You can use the MCCs of each tx, then generating a zk-proof that shows none of the MCCs in your account match restricted categories. This requires cooperation from the "bank", ideally providing Merkle trees to make sure no tx is missing in the proof like it would be for a blockchain-based solution.