The Welsh winger signed for the Bernabeu outfit from Tottenham in September for a reported fee of £85.3 million, sparking claims by Dutch MEP Derk Jan Eppink that the bank, which was bailed out by the Spanish government last year, had helped pay the fee.
But Perez moved to vehemently deny those claims on Thursday.
"We have not done a deal with any financial body, for the umpteenth time, as I've said ad nauseam," he told Desayunos Deportivos de Europa Press.
"People in football know what's actually going on and what is not.
"Bankia did not pay for the transfer of Gareth Bale, we completed it using our own resources. The financial statement was made public and all our shareholders have a copy of it.
"Now it's said that they (Bankia) helped transfer Bale to us and it's a lie. Real Madrid paid for him with significant resources and I'm a little annoyed to have to speak about it."
"In regards to our business with the Ciudad Deportivo (Sports City training ground), there was a complaint and a subsequent investigation," added Perez. "They wanted to hurt us but nothing happened."
