Convergence in bank asset liquidity over the 2007-2019 period
Main funder
Funds granted by main funder (€)
- 65 000,00
Funding program
Project timetable
Project start date: 08/07/2021
Project end date: 07/08/2022
Summary
This study uses a large sample of Western European banks to examine convergence in bank asset liquidity over the 2007–2019 period. Our main interest is in the evolution of asset liquidity during the economic crises and after the introduction of Basel III’s liquidity coverage ratio (LCR) requirement. We test the presence of β-convergence, γ-convergence and convergence clubs.