Here is how I fixed the issue:
1) Go to Organization Administration > Global Address Book > Global Address Book Parameters
2) Turn on Display DUNS number on addresses
3) Make sure that each vendor with a DUNS number has a primary address listed. If they do not, the DUNS number on the vendor bank
account will not associate with the correct address and the import will fail
a. To make sure that the DUNS number is associated with the primary address: from the vendor record, in the Addresses tab, click
ellipses > more options > advanced > general tab on the address record
4)Import Vendor Bank accounts with DUNS numbers