diff --git a/fints/client.py b/fints/client.py
index 213972a..95411c8 100644
--- a/fints/client.py
+++ b/fints/client.py
@@ -1608,7 +1608,14 @@ def _process_response(self, dialog, segment, response):
             # Fail-safe block all further attempts with this PIN
             if self.pin:
                 self.pin.block()
-            raise FinTSClientPINError("Error during dialog initialization, PIN wrong?")
+            error = FinTSClientPINError(
+                "Error during dialog initialization, PIN wrong? Bank response: {} - {}".format(
+                    response.code, response.text
+                )
+            )
+            error.response_code = response.code
+            error.response_text = response.text
+            raise error
 
         if response.code == '3938':
             # Account locked, e.g. after three wrong password attempts. Theoretically, the bank might allow us to
diff --git a/tests/test_client.py b/tests/test_client.py
index f602e4f..9fbdf99 100644
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -37,10 +37,16 @@ def test_pin_wrong(fints_server):
         fints_server,
         product_id="TEST-123", product_version="1.2.3",
     )
-    with pytest.raises(FinTSClientPINError):
+    with pytest.raises(FinTSClientPINError) as excinfo:
         with client:
             pass
 
+    # The bank's own response is passed on, since the error is raised for
+    # any 9xxx code during initialization and not only for a wrong PIN.
+    assert excinfo.value.response_code == '9910'
+    assert excinfo.value.response_text.startswith('Pin ung')
+    assert '9910' in str(excinfo.value)
+
     assert client.pin.blocked
 
     with pytest.raises(Exception):