Klarna Bank AB is the company behind the Sofort payment method. The bank is regulated by the financial supervisory authority of Sweden (Finaninspektionen), and was founded in 2005. It has since proven their trustworthiness to their users and expanded operations to offer payment solutions in multiple countries.
Payments are carried out through SSL-secured connections, and the company doesn't store online banking information from their users on their servers. Furthermore, user data is not disclosed to unauthorised third parties.
What makes using Sofort safe for the users is that every transaction will need to be confirmed with your online banking details and a unique transaction number (TAN) provided by your own bank. Of course, the method is safe as long as your online banking information is not compromised.