Certified GKH Gardening Expert
This will depend on if you have the hardy banana or not. If this is a fruiting banana, then it will not survive. If this is a cold hardy banana, then a layer of mulch or hay, or even burlap should help during the coldest portions of winter.
This article will help you to winter a banana if you are unsure of the variety: https://www.gardeningknowhow.com/edible/fruits/banana/banana-plants-in-winter.htm