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Beyond Churn: Predicting Financial Fragmentation in Retail Banking with Temporal Machine Learning

arXiv · AI, language, vision and robotics · article · Aug 31, 2026 · UTC

Retail banking attrition is usually represented as a terminal binary event, even though client relationships often weaken earlier through partial movements of deposits, investments, and recurring activity to external financial institutions. This paper defines that preceding state as financial fragmentation and presents an end-to-end temporal machine-learning system for predicting it before complete disengagement. Using anonymized multi-source data from a large retail bank, the framework predicts whether a valid external transfer or investment event will occur within 90 days. The study uses 595

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