You should be aware that Ra's al-Ghul only trained Batman in the movie Batman Begins. It didn't happen in the comics (unless the movie has since been serialized that I'm not aware of). The
The relationship between Ra's and Bane in the comics is summarised at Wikipedia. Bane impresses Ra's and is chosen by him to be his daughter Talia's mate. When Bane loses a fight to Batman, Ra's is disillusioned and disowns him.
The story is contained in the Batman:LegacyBatman: Legacy storyline. A list of the issues involved is here, and is given as:
Prequel: Bane of the Demon #1–4
Prelude: Shadow of the Bat #53
Prelude: Batman #533
Part 1: Detective Comics #700
Part 2: Catwoman #36
Part 3: Robin #32
Part 4: Shadow of the Bat #54
Part 5: Batman #534
Part 6: Detective Comics #701
Part 7: Robin #33
Epilogue: Detective Comics #702
Epilogue: Batman: Bane (one-shot)
- Prequel: Bane of the Demon #1–4
- Prelude: Shadow of the Bat #53
- Prelude: Batman #533
- Part 1: Detective Comics #700
- Part 2: Catwoman #36
- Part 3: Robin #32
- Part 4: Shadow of the Bat #54
- Part 5: Batman #534
- Part 6: Detective Comics #701
- Part 7: Robin #33
- Epilogue: Detective Comics #702
- Epilogue: Batman: Bane (one-shot)