As a starting point, you should verify the comparability between US banking performance and UK banking performance. Does your dataset take into account differences in terms of accounting principle (US-GAAP vs. IAS-IFRS) in examining banking performance (and which performance measure, an accounting- or a market-based: ROA, ROE, ROS, Tobin's Q, CAR?). If your dataser is already complete, you may initially do a bivariate analysis (e.g. Pearson or Spearman correlation between above performance measures and CEO' s compensation) and t-test of the means comparaison between US and UK. Finally, you may consider regression analysis including control variables.
I think it is quite impossible to have true answers in an interview when you talk about money...CEO or directors compensation is a sensitive topic. It is easier to obtain data from the financial statements.
most of the ceo compensation data i found in secondary sources like financial times, Forbes etc , originally i wanted to compare banking industry compensation in a emerging country but this proved difficult to find the data relevant
R Correa, U Lel, "Say on pay, executive compensation, pay slice, and firm valuation around the worfd", Journal of Financial Economics, 2016, forthcoming..
In case you are interested in a general analysis of banking corporate governance (CG) including executives' compensation and performance related issues, please have a look on my research paper: "Case Study: Analysis of Corporate Governance and Management Control at Kendallville Bank": https://www.researchgate.net/publication/306515523_Case_Study_Analysis_of_Corporate_Governance_and_Management_Control_at_Kendallville_Bank
I hope it may be of help. It was published in the International Journal of Applied Economic Studies Vol. 4, Issue 3, pp. 14-20 and thus can be used for referencing.
Paul
Article Case Study: Analysis of Corporate Governance and Management ...