When he says "What do you call a Mancunian in a bank? - Safe!" He is implying that mancunians are dangerous/untrustworthy in a normal circumstance...but in a bank..safe!
British humour has a lot of irony...you have to consider what we are "implying"
Sorry Nigel, your wrong with the Mancunian joke.. In Manchester, a lot of Mancunians use the word "safe" as a general term for good, trustworthy and stuff like that...
"ee's a friend of ahh kid, so ee's safe. An eel get it sorted, get it boxed off"