Air Carrier Captain reported a GPWS Bank Angle warning while correcting for a course deviation.

Narrative

Arriving on ZZZZZ into ZZZ We were switched to final controller. The final controller gave us the runway change we asked for with approach control. When the change was made we lost lateral guidance. Captain flew aircraft back towards magenta line for downwind vectors. In doing so; he overbanked aircraft while distracted by what the FMS was programmed for and to help First Officer recover the system. When bank angle" was announced; the Captain snapped back to flight Path First. Announce "bank angle correcting." and applied appropriate control inputs. The rest of flight proceeded without incident and was debriefed at the gate."