This paper presents a systematic literature review of customer retention in the digital banking sector. Based on a PRISMA-guided review of 29 empirical studies, the review synthesises evidence across six interconnected thematic domains: loyalty and relationship marketing foundations; digital transformation and AI; service innovation; customer experience (CX) in digital and omnichannel banking; service quality, trust, and AI-enabled services; and retention value operationalisation and decision-support. The findings demonstrate that customer retention in banking is a multi-dimensional, relationally embedded system comprising attitudinal, behavioural, and value-based dimensions connected through causal pathways. Customer experience functions as the central mediating mechanism through which digital transformation and service innovation initiatives translate into observable retention outcomes. Trust and perceived risk consistently moderate the satisfaction-to-loyalty conversion, operating as non-negotiable threshold conditions in trust-sensitive financial environments. The review identifies a persistent decision gap in the literature: while substantial evidence explains why customers remain loyal, structured mechanisms for prioritising competing retention initiatives remain underdeveloped. Eight evidence-based design requirements for an integrated decision-support customer retention framework are proposed.