Let me caveat... it has been a while since I read the book, so I could be fuzzy.
I don't remember us being told specifically that the banner was something that is necessarily related to the Winter Knight or Mab. I remember Mab saying that no Winter Knight has been able to do this since that one famous guy. She didn't say that the other guy did it because he was Winter Knight, just that he was the last guy who did it that was Winter Knight. One could take that to mean that it is some latent Winter Knight thing that only a super small percentage of them can do. But in the light that Marcone also did this thing, it is easy to also interpret this as Mab just saying that this power to grab this mystical Leadership banner is rare, and the last Winter Knight to pull it off was that Tam guy.
So all I'm saying is that, unless I am forgetting some detail, we don't have a really detailed explanation of exactly what the "Banner" thing entails, or what exactly causes it. For all we know, a person could do this without any formal position (like Baron of Chicago, or Winter Knight), perhaps all it requires is a large scale confluence of Magical Forces and a person who can call and inspire leadership. This would mean it is more likely to happen if you have a title and position, but not necessary.
Mind you, I'm not claiming this is the case, just that we don't have enough info to say exactly either way.
This topic was intriguing enough that I re-read the book this weekend. Paying special attention to these passages.
I believe that though it is not said explicitly, it does seem to hint that being Winter Knight has something to do with the Banner, but it still could be that WK just gives Harry a position that people can focus on.
It does say explicitly that Harry "feels" the hurts of the people under his banner because that is Winter Law. Once again here, it is not explicit that The Banner is caused by Winter, but that this property is from Winter. I think I'm being pedantic with this, though. It is a good indicator that at least Harry's Banner might be a Winter Knight thing.
We do have the extra thought that we don't know how Marcone "felt" his Bannerlings. He doesn't say anything about it at all, he just seems to recognize what Harry is describing as familiar. Since Marcone is not Winter, he may not have been affected by Winter Law, and thus may have not "felt" his Bannerlings taking damage like Harry did.
The Banners were theirs to lead but were only possible because of the power Mab was exerting. They made use of a tool Mab made available subconsciously. She set up the conditions but their wills are what shaped their banners from her power
There was definitely nothing in the passaages that explicitly says Mab is causing the Banner. It also doesn't say she isn't.
If we get evidence (WoJ or other) that says Marcone felt the damage from his Bannerlings as Harry did, then we can claim evidence that Winter (and possibly Mab) made the Banners possible.