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


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.

Principal Investigator

Primary responsible unit

Last updated on 2021-13-05 at 02:32