Reserve Bank Of India [RBI] — fraudulent transaction on my bank of baroda account

Address: Kapu Street, Nellore, Andhra Pradesh, 524001

I'm holding an account in Bank of Baroda, on 26th evening two debit transactions happened in my account, i got to know about the transaction after i received a message of one of the transaction. I had rushed to the ATM and checked the mini statement and then found that two amount of rupees 4437 and 30000 has been debited from my account without my consent. I called the bank's customer care since the bank was closed by the time i noticed the message. They have raised a complaint on my request and provided me the complaint number #2276358 & #2276366 but i was asked to file an FRI for the same. My query is since the incident has happened from the bank side why am i liable to take the rounds of local police station and bear the unnecessary harassment. My request is to ask the bank to take swift action and refund my amount within 10 days.