Sounds very much like the one I just got except that after fraudulent activities, I was told there was a warrant out for my arrest. I hung up straight after that.

When answered call, there was a short pause and then a computer generated female voice came out saying the call is from an investigation team from the Federal Home Affairs saying my name has been used for used in a number of fraudulent activities. And it asked me to press 1 straight away to speak to someone at the team.