There are basically three credit reference agencies that financal institutions share their data with - Experian, Equifax and Call credit. Equifax and Experian are the most commonly used ones, with Experian being the one that banks use the most.
For example, if you miss a couple of payments on your Barclaycard, this may appear on the experian database and the Equifax one, but not the Call Credit one if Barclaycard chose not to use this agency.
Your bank obviously has more information about you - they know how you operate your accounts for example. They thus have their own internal assessment of your credit worthiness (how hard they are going to try and flog you other products).
It is likely that your internal one is not good, but if you've kept up all your payments on credit cards and the like there is nothing evil on your external records. It can be worth getting hold of a copy of your credit report just to see.
PL