A Mexican bank is suspected of funneling money to Al Qaida. Although they have conducted their own investigation and found nothing to indicate the suspicions are correct, the UN sends a group of its own auditors to the bank. Unknown to the Mexican government, the US has a hand in the operation -- Frankie is among the UN delegation.
The UN auditors surprise the president of the bank by showing up a day early and end up getting an unpleasant surprise of their own when the bank is robbed before the audit even begins. As Frankie is in the bank with the auditors and the customers when the robbery takes place, she becomes a hostage along with everyone else.
The Threat Matrix team thinks that the robbery taking place at that precise moment is too much of a coincidence to be true, but get no help through official channels with the Mexican government ... which is understandably miffed that the US managed to get a member of its Homeland Security team added to a supposedly neutral UN team.
While the robbers are shooting a hostage every hour that their escape demands are not met, one of them takes Frankie into a back room and tells her that he can protect her from the other robbers and make sure that she is not killed, but he wants to be able to return to the US (he was deported as an illegal alien after 9/11 and was forced to leave his wife and son behind) and live with his family. Frankie promises to help him, as long as he tries to keep any more people from being shot (not just her) and also finds and turns on her PPX (which the robbers confiscated along with everyone's cell phones etc).
With Frankie's PPX feeding information to the Vault, Holly and Jelani find that while the bank is not involved with terrorists, it is very much involved with local drug lords, who have been laundering millions of dollars through the bank. The "robbery" was supposed to remove some 15 million dollars of drug money that was never "officially" deposited before anyone had to account to the UN auditors for its being there.
Fortunately, Kilmer manages to come to an understanding with the head of the Mexican ATF team. The Mexican ATF team, Kilmer and Tim Vargas bypass the corrupt general who has been put in charge of the hostage situation and together they manage to get into the bank by breaking through a wall in the back - just in time to prevent the general from having his soldiers murder everyone in the bank to prevent his involvement from becoming known.
The robber who vowed to help Frankie in order to get back to the US in order to be with his wife and son - stands in front of Frankie when the shooting starts and is killed. Frankie is wounded, but lives. The ATF team takes the corrupt general into custody.