Preheat the oven to 350°F (175°C). Grease (with butter or oil) the bottom and sides of 1 loaf pan, line the bottom with parchment paper and grease this too. Dust the insides of the pan with flour and set aside.
In a medium bowl, combine flour, baking powder, baking soda and salt. In another bowl, combine the mashed bananas, yogurt, vanilla, dark rum, orange juice and zest. Set aside.
Cream butter and sugar in a large bowl or in the bowl of your mixer. When it's light and fluffy, after about 5 minutes, whisk in eggs one at a time, beating after each addition.
Alternately add the flour and banana mixtures, beginning and ending with flour. Stir just until incorporated. Fold in chopped nuts.
Pour the batter to the prepared pan in an even layer. Bake for 40-50 minutes or until a skewer inserted in the center comes out cleand and the top of the bread is golden brown. (If it's browning too fast as you bake it, cover it with aluminum foil to prevent burning.)
Transfer the pan to a wire rack and cool for 10-15 minutes, then turn the pan upside down close to the counter and remove the bread from the pan.
Let the bread cool completely before cutting and serving.