There's a couple of interesting things to look at.
Firstly, just look at the cert - it will not come form a well-known Certificate authority. This is visible (firefox, Windows) by clicking the arrow on the right once you click the green padlock. Eg. Facebook says "Digicert".
Once you have seen one or two certs generated by TMG you will identify them with ease.
The second thing to note is that some sites are hard to MiTM due to "certificate pinning". This depends on the browser having preloaded a certificate, and it won't accept a "fake". Not really sensible for every site on the internet - but google, twitter and a few others do it.
Chrome doesn't pin for local CA, to allow "corporate" MITM, but prevent compromised CAs. Firefox has a setting to determine what to allow.
To be honest - these browser defences are not very useful against corporate MiTM, because if your browser refuses to take a forged cert, you will get blocked from the site anyway.
Most "good" web filters (and some bad ones) allow the administrator to exclude some sites from MiTM. For example, Smoothwall comes with defaults that exclude online banking for privacy reasons. Other sites may be excluded because they don't play nice with MiTM.
My advice is talk to your admin. If they don't want to turn of MiTM for banking, I think that's pretty unreasonable (in my view as an ex-employee of web filter company). Either they want to let you do your banking, or they don't. Its not something where malware is likely to leak in, or users are likely to abuse. Facebook and personal email on the other hand are greyer areas.
Last thing to mention: in order to get a "block page" on an HTTPS site (even one blocked by domain) it is necessary to MiTM, so you may see some MiTM that you wonder why that's happened if they were going to block the page anyway - it's because the alternative would be a less informative browser error.