There are two theories, neither of them as a Latin word, unless you're referring more generically to romance languages, which borrowed it from a region of what is now the Congo:
There are two common theories: https://en.wikipedia.org/wiki/Banana#Etymology The word banana is thought to be of West African origin, possibly from the Wolof word banaana, and passed into English via Spanish or Portuguese.
The other is that it comes from the Arabic word for finger. http://blog.oxforddictionaries.com/2014/08/origin-banana/
The first recorded use is in 1597.
Let's not forget the late lamented statesman, Canaan Banana, first President of Zimbabwe.