Roughly $2.3 trillion in bank CDs will reprice this year, with another wave close behind it. These cycles, shaped less by rates and more by bank actions, are becoming predictable. Last year’s push into short-term CDs concentrated maturities and trained customers to chase near-term yields. Now those same dynamics are resetting across the system.
The shift is showing up in pricing. The 12-month CD is crowded and expensive, forcing banks to pay up. The opportunity is to step out of that lane. Not all depositors are chasing the top rate; many are responding to term preferences, timing needs, or ease of moving funds. Banks that target those less competitive maturities and treat this as an opportunity to win new relationships can attract balances while lowering funding costs.
Last chance to register for today’s webinar with The CorePoint CEO Neil Stanley on how AI is helping customers identify higher-yielding alternatives and what banks can do to defend against an estimated $3.5 trillion in at-risk deposits.
How does your institution think about the link between term structures and customer behavior? Where are you willing to pay up, and where will you avoid competing? Do you treat these repricing cycles as retention exercises or windows to acquire new customers?