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Step 1
Bring the cream to a simmer. Meanwhile, whisk yolks, sugar and salt until the sugar dissolves. Scrape the vanilla-bean seeds into the yolks and toss the husk into the cream.
Step 2
Whisking constantly, pour a small amount of hot cream into the yolk mixture, then whisk in the rest. Strain through a fine sieve and discard the vanilla-bean husk.
Step 3
Place the bread, bananas and walnuts in a deep 9-inch-by-13-inch baking pan. Pour in enough cream mixture to cover the bread well (you may have a bit left over). Let sit for 20 minutes.
Step 4
Preheat oven to 350 degrees. Mix the bread pudding gently, then cover the pan with foil. Place in a larger pan, add enough hot water to come partway up the sides of the pan and bake until the pudding is set and a knife inserted comes out almost clean, about 1 1/2 hours. Serve with banana caramel sauce.