With[{myCell =
   Cell[BoxData[
     RowBox[{ToBoxes[
        Text[Style["My banner", 24, Italic, FontFamily -> "Times",
          Background -> Yellow]]]}]], "DockedCell"]},
 nb = NotebookCreate[
   ScreenStyleEnvironment -> "SlideShow",
   DockedCells ->
    Dynamic[If[
      CurrentValue[EvaluationNotebook[], ScreenStyleEnvironment] ===
       "SlideShow",
      {Inherited, myCell}, myCell]]]]