In a large mixing bowl, whisk together pudding mix and milk. Whisk in condensed milk, followed by whipped topping. The mixture should be creamy, not runny. Place a layer of cookies in the bottom of a serving bowl. Spread ¼ of the pudding over the cookies. Lay ½ the banana slices over the pudding in a single layer. Spread another ¼ of the pudding over the bananas. Repeat. Place any remaining cookies on top. Refrigerate at least 3 hours or preferably overnight.