Preheat oven to 350°. Lightly coat 8½x4½" loaf pan with nonstick spray and line with parchment paper, leaving a generous overhang on long sides.
In a small pan, heat 4 Tbsp butter (1/2 stick) and 2 of the bananas (quartered) over medium heat and cook, stirring often, until bananas are caramelized and butter begins to brown. Remove from heat and set aside to cool for 10 minutes.
Whisk flour, baking soda, and salt in a medium bowl.
Using an electric mixer on medium-high speed or a whisk, beat brown sugar, mascarpone, and remaining butter in a large bowl until light and fluffy, about 4 minutes. Add eggs one at a time, beating to blend after each addition and scraping down sides and bottom of bow as needed.
Reduce speed to low, add flour mixture, and mix until just combined. Add remaining bananas and mix just until combined. Fold in chocolate and walnuts. Scrape batter into prepared pan; smooth top.
Bake until a tester inserted into the center comes out clean, about an hour. Let cool before slicing.