With the lift vector banked into the turn, the combination of lift and weight will create a force towards the centre of the turn (slip).
Since the aircraft is travelling in a circle, there is centrifugal force acting opposite to the slip and in a perfectlt executed turn the two will cancel each other.
If you try turn using rudder alone (wings level), you create the centrifugal force but have not created any slip force to cancel it out. Result - aircraft skids put of the turn.
Use excessive bank compared to yaw and the slip force is greather than the centrifugal force and the aircraft slips into the turn.
Regards,
DFC