The European Central Bank has published a working paper examining how euro area banks’ funding structures affect the transmission of policy rate changes to lending and deposit rates. The research finds that banks relying more on short-term money market funding adjust lending rates more strongly and persistently, while those with larger bond funding shares respond more slowly and by less. Pass-through is weakest at banks combining high bond funding with a high share of loans carrying long rate-fixation periods, pointing to an asset-liability-management channel in monetary transmission. Aggregate estimates show that about 40% of a policy rate change passes through to new loans to non-financial corporations immediately, rising to about 80% after three months, while pass-through to household overnight deposits remains below 20%. The bank-level analysis covers 266 banks from July 2007 to April 2023. A model calibrated to the estimated pass-through indicates that assuming immediate and complete adjustment in bank rates overstates monetary policy’s effects on output and inflation.