My question involves a consumer law issue in the State of: MO

"Hello,
Received a demand letter from a financial institution asking me to pay them back for a transaction that occurred due to an "administrative error" with their computer system. They did not provide any documentation that this error actually occurred. Before I waste my time going through my bank and brokerage accounts, and even if I find that this demand is legit, what should be my first response to them?
Thanks a lot!"