As things stand today, I think the risk that might emerge, say, from a theoretical UK rating downgrade or a possible revaluation of the UK property sector is manageable overall, but of course, no one really knows for sure. As for the EU, a Brexit would also cause some fallout in the medium term.
European banks based on the continent operate in the UK market and have branches in London. The UK capital is also home to a great number of non-European institutions which use the EU’s  2  Financial and insurance activities expressed as a share of UK GDP; the equivalent for the EU as a whole is 4.7% (source: OECD.Stat).