Besides dae2egg, there is also the Assimp loader, which can load FBX and DAE among a range of formats, directly into Panda’s native format. As of recently, it has experimental support for animations.
You will need a recent master build of Panda with Assimp support enabled, and then add to Config.prc:
load-file-type p3assimpThen you can convert it like this:
model = loader.loadModel("model.fbx")
model.writeBamFile("model.bam")