Does the bank have the right to retrieve the short message record of the debtor's calling card?

No right, invasion of personal privacy.

Unless the public security organs intervene and produce relevant investigation documents. The bank's access to the short message record of the debtor's calling card infringes on the personal privacy of the parties and their families, resulting in serious consequences, which is an infringement. You have to bear legal responsibility. Without legal rights, no one or organ can infringe on personal privacy.