Hey there! Very sorry for missing this question! Not too often one slips through the cracks.
Your line of thinking is correct though. It wouldn't ONLY be Canadian financial institutions that would benefit from rising rates. In fact, it's very likely that the US will raise rates first, and Canada will follow.
ZBK is arguably the best way to get exposure to the banks down south in Canadian dollars. Now, the only thing you have to ask is if you want it hedged, or unhedged. ZUB offers the same exposure, but it is hedged to the Canadian dollar.
Optimally, if you think the Canadian dollar will go down, you'd like the unhedged version ZBK. If you think the dollar will go up, ZUB is the route you could go.
With the Canadian dollar touching 6 year highs, I personally would opt for the unhedged version. But, the choice is ultimately up to you.