COB

The error is self-explaining, the file FBNK.AM.VEH.3 is missing.
There should be a file for every month ( 1 thru 12) when AM module is installed, if they haven't been created yet you can do it manually.
If you don't have AM module the setup in BATCH must be reviewed to exclude the AM jobs.

Which release are you on ?
In R11 the correct AM.VEH-filename is generated by reading the record AM.VEH.yyyymm from AM.VEH.INDEX directly and not by selecting via VEH.CONTAINER ... (before in R06 / R08 the file AM.VEH.DATE.REF was used)

By the way - VEH.CONTAINER in our environments is alway two.digit, so 03 and not 3. And so is the name of the corresponding AM.VEH.03 for which you shoud find a VOC and a FILE.CONTROL.