Speaking as a former teller and new accounts representative, I would report this to my manager immediately.
As a former manager in a bank (lead teller, then supervisor, then branch manager), I can say that you should report this behavior to management. If I found out you knew it was going on and didn't report it, it would reflect very badly in your annual review and, if HR would let me, I would write you up for failing to report it. In our bank, referrals meant bonus money. Stealing referrals was no different from taking a coworkers purse and stealing $20 from it. And I would
hope expect my employees to report that kind of theft.
The first time your manager hears about this should NOT be when you are getting a reprimand for failing to meet sales goals. Since you can be written up for failure to meet goals, I presume that this can lead to further disciplinary action. Keeping silent when an employee is setting you or another employee up to be written up and (eventually) possibly fired is not okay.
You should be sure to keep records of your referrals so that, if/when they disappear, you can show that you really did meet your goals. But you should absolutely report this to your manager/lead teller/supervisor (whatever the appropriate chain is in your bank). Your management team cannot see everything, especially if the person doing this is careful to try to hide it. If you saw a coworker stealing $100 from another's drawer, causing them to get written up/fired, you would report it, right? This isn't different. They are causing you or a coworker to get written up/fired by stealing referrals.