The reason an aircraft banks when yawing is because the outside wing in the yaw has an increased velocity of the relative wind. This generates more lift on the outside wing L=V2(D)(S)(AoA)/2. The reason the aircraft then yaws back is due to adverse yaw. For instance, if you yaw left your right wing will rise due to the increase in lift on the right wing in respect to the lift on the left wing. The aircraft then yaws back to the right because of adverse yaw. Adverse yaw is caused by induced drag on the raised wing. There is an increase of induced drag on the right wing because of the increase in lift. Any lift generated with a positive Angle of Attack will create an increase in induced drag.
