Preheat the oven to 180C/350F/Gas 4. Grease a 9x5-inch loaf pan, and set aside.
Whisk together the flour, cocoa powder, sugar, baking soda, and salt. Set aside.
Whisk together the egg, banana, vanilla, vegetable oil, and yogurt. Pour the wet ingredients into the dry ingredients, and mix until just combined.
Pour half of the batter into the prepared pan.
For the Cheesecake
Whisk together the cream cheese, sugar, egg, vanilla, and flour until smooth and combined. Spread the cheesecake mixture evenly over the bread batter, then top with the remaining batter.
Bake for 1 hour, or until a toothpick inserted into the centre comes out clean. Cover loosely with aluminium foil halfway through baking to prevent the bread from browning too much.
Allow to cool completely in the pan on a wire rack before slicing and serving.
Notes
Bread stays fresh in an air-tight container at room temperature or in the fridge for up to 5 days. It also freezes well for up to 3 months. Thaw overnight in the fridge.