I've done work for gigantic investment banks, hedge funds, two of the world's largest retail banks, several insurance companies, and three major trading exchanges. None of them keylog. Can you give me a more specific example of "strict financial institution" that does keylog all its employees?

At every F-500 company I've ever been posted to, the logs produced by a keylogger would be considered a far greater threat than anything the keylogger itself might detect. I can't imagine the regime you'd have to come up with to protect those logs.

It would be a nightmare having to classify this flood of data, store it, manage its lifecycle, identify (or de-identify) it, understand its risk properties from legal, privacy, and insurance perspectives, manage its domicile(s)... Hard to imagine what benefit would outweigh all the cost and risk.