Preheat oven to 400°F. Place a large pan filled with 1/2 inch of water in the oven.
In a large bowl, combine the cream cheese and erythritol using an electric hand mixer, until smooth and creamy. Add in the vanilla, sour cream, and heavy cream and mix until well combined.
Add the egg, and mix 1 min or until combined.
Pour this mixture into the prepared banana bread crust
Carefully place cheesecake into preheated water bath in oven. Bake for 10 minutes, then turn the oven down to 350°F and bake for 25 minutes or until top is browned.
Remove from oven and allow to sit at room temp for 1 hour, then chill in the refrigerator for at least 4 hours before serving.