<p>The method involves dividing a frequency range transferable from a hearing aid device into multiple frequency bands. The adjoining frequency bands are combined into groups (G1-G3) of the frequency bands. Gain-frequency bands (W1-W3) are selected from the groups of the frequency bands. The selected frequency bands are transformed into target frequency bands (D1- D3). The target frequency bands are associated to the groups of the frequency bands. One of the frequency bands with highest sound energy and/or a large signal level is selected from the groups of the frequency bands. An independent claim is also included for a hearing aid device including a filter bank.</p>