Caller: Unsure but they were trying to tell me my bank account was compromised and there was some risk of legal action if I did not respond.

Unsure but they were trying to tell me my bank account was compromised and there was some risk of legal action if I did not respond. The recorded message was threatening enough to keep me on the line.
I hung on and I asked why I had not been emailed or mailed anything the person promptly hung up. If I did something dodgey I would be very concerned about this mesage, but I have no idea what they are talking about.