U.S. Deposits and the Critical Lessons on Deposit Betas

Originally published on LinkedIn

The 2022-2023 rate cycle taught the banking industry an expensive lesson about deposit betas. This analysis examines why actual deposit cost sensitivity far exceeded forecasts and provides a framework for improving future predictions.

Key Topics:

  • Understanding deposit beta fundamentals and measurement
  • Why banks systematically underestimated deposit betas (20-30% forecasts vs. 50-60% reality)
  • The role of digital banking, competitive dynamics, and customer sophistication
  • Practical approaches to improving deposit beta forecasting
  • Implications for balance sheet planning and NIM management