The "bank" in "bank deposits" is an attributive noun (a.k.a. a "noun adjunct"). In "oil deposit," since oil is a mass noun, we interpret the phrase as meaning "a deposit made of oil." But "bank" is a count noun--the phrase "a deposit made of bank" makes no sense--so the natural interpretation is "a deposit related to a bank."
Essentially, "bank" is just a noun being used as an adjective (as in phrases like "horse race," "corn maze," "motor vehicle," "chicken noodle soup bowl," etc.)
Essentially, "bank" is just a noun being used as an adjective (as in phrases like "horse race," "corn maze," "motor vehicle," "chicken noodle soup bowl," etc.)