In a saucepan, place the sugar and cook over low heat until it melts and forms a golden caramel.
Add the water little by little, bring to a boil, dissolve until you get a shiny caramel.
Add the sliced bananas, mix well and cook for 5 more minutes to caramelize.
Reserve 2/3 of this caramelized banana for assembly and to the rest of the banana in the saucepan, add the condensed milk, the heavy cream, the cornstarch dissolved in milk.
Next, add the milk powder, chopped nuts and yolks.
Cook over medium heat, stirring constantly, until boiling and thickening. Cook for 2 more minutes and remove from heat.
Pour half of the cream into a baking dish, cover with a layer of cookies moistened in milk and the rest of the cream.
Finish with the reserved caramelized banana and refrigerate for about 3 hours.
Remove from the refrigerator and serve this wonderful banana cake immediately.
Tip: Enjoy this sensational banana cake cold!
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