Since the MT940 are just text files you can read them easily (use StringFromFile of the community commons and then some import mapping may be). For the specifications there are multiple sources like: https://www.rabobank.com/en/images/rcc-format-description-mt940-2.1.pdf
Personally I have no experience in working with those files but I can image that there are people on this forum that have experience and might share some code. Otherwise a nice start for a new appstore module for parsing MT940 files :)
You may be able to use the flat file importer appstore module for this: https://appstore.home.mendix.com/link/app/429/
You could try to convert the SWIFT files to xml files. Then you could create an xsd and use Mendix own import mapping to import the files. You could use a java library from Prowide or Swift to convert the SWIFT tile to an xml file according to sources on the internet. You would need to write a java action to convert a SWIFT file to an xml file using the java libs. Good luck.