We analyse the pass-through of money market rates to retail interest rates at the disaggregate level in the Belgian banking market. First, we measure the extent of pass-through for a total of fourteen products. We find that the response varies over loans and deposits and depends positively on...

We investigate the association between ECB monetary policy and market-perceived short- term and long-term bank risk, using the term structure of default risk captured by bank CDS spreads. During the period 2009-2020, ECB expansionary monetary policy diminished bank default risk in the short...