group-finance/deposit-flow-forecaster
Deposit Flow Forecaster
MAPE (1 to 7 day, total deposits)
1.9%
MAPE (30 day, by product)
4.6%
Coverage of 80% interval
0.81
Parity vs SAS champion (MAPE delta)
-0.4 pp
About this model
Forecasts daily net deposit flows for CASA and fixed deposits by product and segment over a 1 to 90 day horizon. Treasury uses it for liquidity buffer planning and the LCR and NSFR outlook; Group Finance uses it to stress the funding plan. Outputs include P10, P50 and P90 bands and a flag when month-end or festive-season effects dominate.
Intended use
Liquidity planning, daily treasury funding decisions and ALCO packs, as one input alongside the treasury desk's own view. Not for customer-level decisions.
Training data lineage
Rebuilt from the SAS Forecast Server model that Treasury ran since 2019. Trained on deposit-balances-daily (aggregated by product and segment, January 2019 to June 2026) in BigQuery, with OPR decisions and CPI from macro-indicators as covariates. Hierarchical reconciliation across product and segment. Pipelines, backtests and model versions are tracked in Vertex AI; parity with the SAS model was signed off by Model Risk Management before the SAS job was switched off.
Limitations & bias notes
Wider errors in the two weeks around Hari Raya Aidilfitri and Chinese New Year, when flows are dominated by withdrawals the history covers only seven times. Large corporate placements and maturities are not forecast; the desk overlays known deals. OPR surprises are not anticipated.
Evaluation metrics
| MAPE (1 to 7 day, total deposits) | 1.9% |
| MAPE (30 day, by product) | 4.6% |
| Coverage of 80% interval | 0.81 |
| Parity vs SAS champion (MAPE delta) | -0.4 pp |
Try it
Live sandboxhorizon=12&book=casa
fixtureEvaluation only: restricted models run against synthetic or masked sample data until your business unit's access request is approved.
Feedback
Owning business unit
- Updated
- 2026-06-26
- Latest version
- 1.2.0
- Licence
- BU Restricted
- Access
- Restricted