Exclude specific URLs on a javascript popup warning message

I’m using the following code on a banking website to warn users that they are leaving the website.

$('a').filter(function() {
            return this.hostname && this.hostname !== location.hostname;
          })
          .click(function () {
             return window.confirm('Warning message here...');
            }); 
});

Currently when you click on the online banking login you get the popup window. I need to be able to exclude specific URLs that are not part of the website’s domain name so I can exclude the online banking website, but I have no idea how to do it.

Any help is appreciated.

$('body').on('click', 'a', function(e){
  if(this.hostname != 'mydomain.com' && this.hostname != 'www.mydomain.com'){
    if(!confirm('This is an external link. Are you sure you want to leave?')){
      e.preventDefault();
    }
  }
});

I've used event delegation here to make sure it captures all links (including injected links). You may want to add mutiple domain conditions if you have sub-domains for example (www.mydomain.com).