New Offering
Deposit Intelligence
By Collins Fraiman
Your deposit assumptions were set for a different rate cycle.
Beta, decay and stress run-off — measured from your own book,
not borrowed from someone else's.
Why Now
March 2023 changed what
"stable deposits" mean.
Deposits that models treated as sticky moved in days.
Every deposit book now faces three questions:
01
"How much of a rate move actually reaches our depositors?"
Deposit Beta
02
"How long do these balances actually stay in our books?"
Deposit Decay
03
"How much could leave under acute stress, and how fast?"
Stress Run-Off
The Opportunity
Your last five years hold
a complete rate cycle.
Beta can now be measured in both directions — not estimated.
2021
Near Zero
Deposit rates barely moved — establishing the baseline structure of each book.
2022–23
Fastest Hike Cycle in 40 Years
The rising-rate beta is encoded in your historical data — precise and measurable.
2024 →
Easing & Normalization
Falling-rate beta and whether margin was recovered — visible in your own books.
Three Measures. One Study.
Beta, Decay & Stress Run-Off
Calibrated entirely from your historical transaction records.
01 · Beta
Repricing Sensitivity
Rising and falling betas measured separately — by product and segment against the benchmark your ALCO uses. Two estimators: full-cycle and distributed-lag.
02 · Decay
Behavioural Longevity
True economic lifespan for non-maturity deposits underpinning your interest-rate risk models. Balance-weighted cohort survival curves.
03 · Run-Off
Stress Calibration
Run-off velocity from 1 month to 2 years at 90th–99th percentile severity. Day-by-day profile to day 30, anchored on calibrated month.
Deliverables
What your institution receives
All compiled securely from a standard data extract provided by your team.
For Your ALCO
Executive summary deck
ALCO presentation visuals
Comparative risk narrative
For Your Models
Rising & falling deposit betas
Cohort survival & decay curves
Daily stress run-off profiles
For Your Examiners
Complete methodology guide
Traceable figure mapping
Full audit-ready documentation
Governance
Built for ALCO. Built for examiners.
A deposit study is only as valuable as the scrutiny it withstands.
✦
Custom Segmentation
Your internal segments month-by-month, or our validated taxonomy — your choice.
⊘
Zero Personal Data
Anonymised references only. Client names, addresses and IDs never touch our systems.
◉
In-Region Residency
US data processed in the US. UK data remains securely within the UK.
≡
Full Traceability
Dataset parameters, benchmark sources and logic chains travel with every figure.
Get Started
What would your deposit book do in a stress event?
Let's measure it precisely — from your own data.
enquiries@collinsfraiman.com · collinsfraiman.com