* Italian anarchist group claims responsibility
* Two more letter bombs may have been sent
* Ackermann is high-profile symbol of German capitalism (Adds FBI in touch with German authorities)
FRANKFURT, Dec 8 (Reuters) - An Italian anarchist group has claimed responsibility for a letter bomb sent to Josef Ackermann, chief executive of Deutsche Bank, and may have sent two more packages, investigators said on Thursday.
The suspicious envelope, intercepted on Wednesday evening, has raised fears that a wave of protests against the failures and excesses of bankers could turn more violent, and prompted police across Europe to warn banks to be extra vigilant.
Ackermann, 63, a Swiss who is the first non-German to head Germany's biggest bank, is one of the few senior managers in the country always surrounded by bodyguards.
A hidden, rolled-up letter written in Italian from the Federazione Anarchica Informale (the Informal Anarchist Group, or FAI) spoke of "three explosions against bankers, banks, fleas and bloodsuckers", the German investigators said.
"So it must be deduced from this that two more letter bombs may have been sent," the Criminal Investigations Office for the state of Hesse and Frankfurt prosecutors said in a statement.
Earlier they said initial tests had shown the letter bomb sent to Ackermann was operational.
The FAI previously claimed responsibility for a parcel bomb that injured two people in the offices of the Swiss nuclear lobby group in March, as well as for parcel bombs sent to the Swiss and Chilean embassies in Rome last year.
The group also claimed to be behind a letter bomb sent to the European Central Bank, also based in Germany's financial capital Frankfurt, in 2003.
A United States official told Reuters FBI agents in Germany were in touch with German authorities about the investigation, but that the FBI was not aware of any specific or related threat to New York.
Security has been stepped up at Deutsche Bank offices around the world, banking sources said. One insider said the number of threats against Ackermann had increased in recent months and his security would be tightened, though there were no plans to cancel public appearances.
One banking source said that since 2006 every item of mail sent to members of Deutsche Bank's executive committee was put through a security check.
"We are deeply affected by the violent assault on our CEO Josef Ackermann," a spokesman for Deutsche Bank said. Employees heading to work, however, said they did not feel threatened.
"There are always people who think a solution would be to make someone pay, but as an employee, I do not feel threatened," Stefan Popp told Reuters Television.
European leaders gathered in Brussels on Thursday to try to agree on a way out of a sovereign debt crisis that has triggered a wave of government austerity measures and caused Germans to fret they may have to foot the bill.
Some experts said the euro zone debt crisis could have prompted the attempted attack.
A letter bomb sent to Chancellor Angela Merkel last year originated in Greece and is thought to have been linked to an anarchist group reacting to the extreme austerity measures.
Earlier, Frankfurt's offshoot of the Occupy protest movement, which is critical of banks and has been staging protests in New York, Washington, London and many other cities, denied any connection with the attempted attack.
"We condemn any action that is linked to violence," said Frank Stegmaier, an activist in the Occupy Frankfurt group, which has been camping outside the ECB since mid-October.
"Occupy has other ways of protesting," he added.
Before the FAI claim of responsibility, security experts had speculated about the possible involvement of the anti-capitalist movement in Germany which has been gaining momentum, as seen by a number of arson attacks on the Berlin rail network earlier this year.
"I don't think a sustained campaign against business or even banking leaders is likely in Germany. Ackermann is a highly symbolic target, who has personal security wherever he goes," said David Lea, a senior analyst for Europe at Control Risks.
Ackermann is the highest-paid chief executive of a German blue-chip company, earning 9 million euros ($12 million) in 2010. He is chairman of the Institute of International Finance, the bank lobbying group negotiating a private-sector contribution toward a multi-billion euro bailout of Greece.
Due to retire as chief executive in May after more than 10 years at the head of Deutsche, he is credited with transforming the bank into a "global champion", and has become associated with Wall Street-style bonuses and a shareholder-driven management style.
A previous Deutsche Bank head, Alfred Herrhausen, was murdered in 1989 by leftist Red Army Faction guerrillas who blew up his car. ($1 = 0.7468 euros) (Additional reporting by Sabine Wollrab, Edward Taylor, Philipp Halstrick, Reuters TV and Harry Papachristou in Athens, William Maclean in London; Writing by Madeline Chambers and Gareth Jones in Berlin, Editing by Rosalind Russell)