From A Wiki of Ice and Fire
The northern cavalry are the horse-mounted warriors of the North.
Because few northerners worship the religion of the Seven, they rarely choose to become knights. However, the warrior tradition of the North is similar to that of knighthood. Heavy cavalrymen in the North serve a nearly identical function to knights in the South, and are considered knights in all but name. As Master Luwin explains to Bran Stark,
|“||To be a knight, you must stand your vigil in a sept, and be anointed with the seven oils to consecrate your vows. In the north, only a few of the great houses worship the Seven. The rest honor the old gods, and name no knights ... but those lords and their sons and sworn swords are no less fierce or loyal or honorable. A man’s worth is not marked by a ser before his name.” ||”|
According to George R. R. Martin:
|“||Those who follow the old gods can be the northern equivalent of knights, but it's not quite the same.||”|