GPUs have long been discussed as accelerators for database query processing because of their high processing power and memory bandwidth. However, two main challenges limit the utility of GPUs for large-scale data processing: (1) the on-board memory capacity is too small to store large data sets, yet (2) the interconnect bandwidth to CPU main-memory is insufficient for ad hoc data transfers. As a result, GPU-based systems and algorithms run into a transfer bottleneck and do not scale to large data sets. In practice, CPUs process large-scale data faster than GPUs with current technology. In this paper, we investigate how a fast interconnect can resolve these scalability limitations using the example of NVLink 2.0. NVLink 2.0 is a new interconnect technology that links dedicated GPUs to a CPU@. The high bandwidth of NVLink 2.0 enables us to overcome the transfer bottleneck and to efficiently process large data sets stored in main-memory on GPUs. We perform an in-depth analysis of NVLink 2.0 and show how we can scale a no-partitioning hash join beyond the limits of GPU memory. Our evaluation shows speed-ups of up to 18x over PCI-e 3.0 and up to 7.3x over an optimized CPU implementation. Fast GPU interconnects thus enable GPUs to efficiently accelerate query processing.