Please check your terms and conditions of your Bond/Training Agreement.
There might be some clause in the bond which state " during the period of training/bond the employee shall not leave, resign and or give cause to the Company for terminating his services.... In the event of the employee leave,resign or in any manner give cause to terminate his services, the employee shall be liable to pay to aforesaid liquidated damages ......"
Your employer may keeping this point may be asking you to pay compensation. However still it is not valid as they have not framed any charges against you for misconduct and they are supposed to follow the process...It is just a act of threat... please talk to your HR and explain.