Today I've just started getting a warning dialog when I try to run the RSA SecurID app:
This is a Java app I believe. I use it to authenticate when I connect to my company's private network. I've been running Catalina (10.15.3) for some time but this has only just started happening today (after a reboot, FWIW).
Unlike previous Gatekeeper interventions there doesn't seem to be any obvious way to circumvent this warning and run the app, which is problematic as I can't work remotely without it.
As suggested in the comments below, I downloaded and installed SecurID 4.2.1, and I now get a similar error message: