Navigation Path: Home > Events > Conferences & seminars > Interest rates in retail banking markets and monetary policy
Please note that the conference is by invitation only.
Venue:
European Central Bank
Euro Tower
Kaiserstrasse 29
D-60311 Frankfurt am Main
Organisers:
J. Lichtenberger (European Central Bank, Directorate General Economics)
J. Huerga (European Central Bank, Directorate General Statistics)
Administration:
S. L. Harvey (European Central Bank, Directorate General Statistics)
| 9.00 - 9.15 | Registration and Coffee |
| 9.15 - 9.30 | Welcome and opening pdf 41 kB, en P. Moutot, Deputy Director General Economics and Director Monetary Policy (ECB) |
| Session I | The cross-country perspective: What explains differences in MFI interest rates across euro area countries? Chair: J.-M. Israël, Head of Division, Monetary, Financial Institutions and Markets Statistics Division (ECB) |
| 9.30 - 10.00 | Integration in euro area retail banking markets – convergence of credit interest rates pdf 386 kB, en L. Vajanne (Suomen Pankki) |
| 10.00 - 10.30 | The dynamics of bank spreads and financial structure pdf 858 kB, en R. Gropp( * ), C. Kok Sorensen and J. Lichtenberger (all ECB) |
| 10.30 - 11.00 | Determinants of spreads in syndicated loans to euro area corporates pdf 195 kB, en L. Barbosa( * ) and N. Ribeiro (both Banco de Portugal) |
| 11.00 - 11.15 | Coffee Break |
| 11.15 - 11.45 | The effect of competition on the bank interest rate pass-through in the euro area pdf 271 kB, en J.A. Bikker (De Nederlandsche bank), C. Kok-Sørensen (ECB), M. van Leuvensteijn( * ) (CPB Netherlands Bureau for Economic Policy Analysis) and A. van Rixtel (ECB) |
| 11.45 - 12.15 | Interest rate pass-through, monetary policy rules and macroeconomic stability pdf 247 kB, en C. Kwapil and J. Scharler( * ) (both Österreichische Nationalbank) |
| 12.15 - 12.45 | Presentation on "Interest rate pass through: Evidence from the UK" pdf 373 kB, en by B. Hofmann (ECB) and P. Mizen( * ) (University of Nottingham) |
| 12.45 - 13.15 | Panel discussion |
| 13:15 - 14:15 | Lunch |
| Session II | The domestic perspective: What explains differences in MFI interest rates across regions within countries? Chair: F. Drudi, Head of Division, Capital Markets and Financial Structure Division (ECB) |
| 14:15 - 14.45 | Monetary policy and the adjustment of Belgian private bank interest rates – An econometric analysis pdf 168 kB, en V. Baugnet (NBB), M. Collin( * ) (NBB) and E. Dhyne (NBB, UMH) |
| 14.45 - 15.15 | Regional Differences in Banks’ Interest Rate Setting - The impact of local banking competition and local economic structure pdf 308 kB, en K.-H. Fischer (Goethe University Frankfurt) and H. S. Hempell( * ) (Deutsche Bundesbank) |
| 15.15 - 15.45 | Assessing the shape of the distribution of interest rates: lessons from French individual data pdf 1.5 MB, en R. Lacroix (Banque de France) |
| 15.45 - 16.15 | Are there asymmetries in the response of bank interest rates to monetary shocks? pdf 475 kB, en L. Gambacorta( * ) and S. Iannotti (Banca d’Italia) |
| 16.15 - 16.30 | Coffee Break |
| 16.30 - 17.00 | Loans, Interest Rates and Guarantees: Is There a Link? pdf 253 kB, en G. Calcagnini (Università di Urbino), F. Farabullini( * ) (Banca d’Italia) and G. Giombini (Università di Urbino) |
| 17.00 - 17.30 | Presentation on "Generalised econometric methods to investigate interest rate pass through" pdf 176 kB, en by A. Banerjee( * ) (European University Institute) and P. Mizen (University of Nottigham) |
| 17.30 - 18.00 | Panel discussion |
| 18.00 - 18.15 | Concluding remarks pdf 32 kB, en S. Keuning, Director General Statistics (ECB) |
| 18.15 | Meeting ends |
Presenters have 15 minutes to present followed by 15 minutes for a discussion.
