Usually they'll accept it, but some parts of the backend are still running code from the 60's.
So you get your name rendered properly on the web interface, and most core features, but one day you're wandering off from the beaten path, by, like, requesting some insurance contract, and you'll see your name at the top with some characters mangled, depending on what your name's like. Mine is just accented latin characters so it usually drops the accents ; not sure how it would work if your name was in an entirely different alphabet
For some reason they have a hard-on for putting last names in capital letters and they still have systems in place that use ASCII