From Market Rates to Deposit Outflows: A Threshold Model of the Cyclical Component of Belgian Regulated Savings

Delbouvry, Théo
(2026)

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Details

Supervisors
Vrins, Frédéric
Faculty
Louvain School of Management
Degree label
Master [120] : ingénieur de gestion, à finalité spécialisée
Abstract
enThis thesis proposes a quantitative framework that links the client rate and the cyclical deposit volumes of Belgian regulated savings accounts. A threshold model captures how deposits leave once the gap between market alternatives and the rate paid grows large enough, and coupling it to a client-rate model makes deposit outflows deducible from the interest-rate environment alone.