Combine first 3 ingredients in medium skillet. Stir over low heat until sugar dissolves. Increase heat and boil without stirring until syrup turns deep amber, occasionally brushing down sides of skillet with wet pastry brush and swirling skillet, about 7 minutes. Remove from heat. Add banana slices and stir gently to coat with caramel. Cool 5 minutes.
Divide caramelized bananas among 4 shallow bowls. Top with scoop of frozen yogurt. Sprinkle with pecans and serve immediately.