Nah, found it. The map is a little misleading, the entrance to the bank room is actually in the very same cell, you don't leave the area at all. You must go to the area where Big Sal sits around, then folleow that way over the balcony at whose end a stairway leads down. The door is guarded, so I used a Stealth Boy and a lockpicking mag to enter ...
... only to find that my stuff isn't even in there anywhere? Please, does anyone know where they store the weapons they take from you when you enter the Gomorrah?
Nope, nothing there. I just ended up using some weapons I found in the casino.
I was just assuming I would have to find my stuff myself when the staff of the Gomorrah turns hostile and gets ... disposed of. But even though I wiped the place, the game just put all my weapons back into my inventory as soon as I left it, which doesn't make much sense, but at least I got everything back.