Heat the butter in a heavy skillet and add the chicken pieces skin side down. Cook until golden on one side, about 5 minutes, and add the onion, celery and garlic. Turn, cook briefly and sprinkle with curry powder. Add the bay leaf, apples, and bananas. Cook about 5 minutes and add the tomato paste, stirring it around. Add the chicken broth and stir to blend. Cover and cook 15 minutes longer or until chicken is tender.
Remove the chicken pieces. Strain the sauce through a fine sieve, pushing to extract as much of the solids as possible. Reheat and add the cream. Return the chicken to sauce, bring to the boil and serve hot with rice.