Just take your car.

I used to work at a rite aide that was only about three blocks from the bank, and we had a manager get robbed while he walking there to make a deposit.

How likely is it? Not very. But your employers have a point. They're in charge of the money, so let them make the decisions about how it is handled.

If you REALLY have to bike to work, you could always leave a car parked there and use that to go to the bank to calm their fears, but commute to work by bike.