ORIGINAL: turnnburn
I guess it depends upon what the airplane is doing when banked. I think TP is correct, the nose is probably yawing some what in the opposite direction (adverse yaw) and therefore the gyro used on rudder should be in effect a yaw damper and help coordinate the turn. this is certainly true on full size swept wing transport type airplanes.
Adverse yaw only occurs whilst aileron is applied in the roll in and out. There is no adverse yaw while banked unless you have to hold quite a bit of aileron on in the turn. Whilst rolling in or out the yaw damper will reduce the adverse yaw but when turning the plane must be yawing in the direction of the turn and the yaw damper must apply rudder away from the turn.