In my experience, banks will fight you. I am so sorry this happened to you. There are things you can do. The Automatic teller is either owned by the bank or by a third party contractor. I suggest you file a compliant right away with the bank, the hotel and the police if you have not done so already.
Further, if you wish to persue the matter, you can file complaints with the following agencies. (you can complain about the Bank, the hotel and if applicable, the agency who owns the ATM and let the authorities figure out who is responsible)
A government consumer protection agency
I believe them to be a ONG consumer organization.
And if you really want to push it, give the hotel some bad publicity if they do not protect their guests, you can file a complaint with IPERU, the Peruvian tourism board though they will not do anything, they will make a public record of the incedent at the hotel that travel agents around the world can review. http://www.peru.info/en/iperu-offices-o ... ip4-2-proc