By default your slideshows will be watermarked in Asset Bank. This is good as it ensures users who only have view permission cannot get hold of a large un-watermarked version of your images.
Asset Bank actually uses the large watermarked image that you can see on asset details pages for this (i.e. it does not create a new image specifically for this).
Publishing a Slideshow or Photo Essay
If you have permission to do so, if you publish a slideshow or photo essay then by default it will use this same large watermarked image. If you do not want it to use this then you simply need to change the image dimensions to force Asset Bank to generate a fresh image from the large original. This will not be watermarked.