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European bank profitability : the great convergence?

Martien Lamers (UGent) , Thomas Present (UGent) and Rudi Vander Vennet (UGent)
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Abstract
Have euro area banks restored viability in the post-crisis era? We investigate profitability convergence for euro area banks over the period 2009-2020 using the concepts of beta and sigma convergence and a club clustering algorithm. Our evidence is consistent with a slow catch up of the weaker banks, but we also document that better performing banks converge towards a lower profit level, suggesting a 'great convergence' towards the middle. Moreover, we identify a cluster of banks exhibiting dismal profit dynamics, characterized by high cost-to-income and non-performing loans ratios, indicating the need for a restructuring of part of the euro area banking sector.
Keywords
Finance, Euro Area banks, Bank profitability., beta convergence, sigma convergence, Club clustering analysis, PRODUCTIVITY GROWTH, UNION

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Please use this url to cite or link to this publication:

MLA
Lamers, Martien, et al. “European Bank Profitability : The Great Convergence?” FINANCE RESEARCH LETTERS, vol. 49, 2022, doi:10.1016/j.frl.2022.103088.
APA
Lamers, M., Present, T., & Vander Vennet, R. (2022). European bank profitability : the great convergence? FINANCE RESEARCH LETTERS, 49. https://doi.org/10.1016/j.frl.2022.103088
Chicago author-date
Lamers, Martien, Thomas Present, and Rudi Vander Vennet. 2022. “European Bank Profitability : The Great Convergence?” FINANCE RESEARCH LETTERS 49. https://doi.org/10.1016/j.frl.2022.103088.
Chicago author-date (all authors)
Lamers, Martien, Thomas Present, and Rudi Vander Vennet. 2022. “European Bank Profitability : The Great Convergence?” FINANCE RESEARCH LETTERS 49. doi:10.1016/j.frl.2022.103088.
Vancouver
1.
Lamers M, Present T, Vander Vennet R. European bank profitability : the great convergence? FINANCE RESEARCH LETTERS. 2022;49.
IEEE
[1]
M. Lamers, T. Present, and R. Vander Vennet, “European bank profitability : the great convergence?,” FINANCE RESEARCH LETTERS, vol. 49, 2022.
@article{8761327,
  abstract     = {{Have euro area banks restored viability in the post-crisis era? We investigate profitability convergence for euro area banks over the period 2009-2020 using the concepts of beta and sigma convergence and a club clustering algorithm. Our evidence is consistent with a slow catch up of the weaker banks, but we also document that better performing banks converge towards a lower profit level, suggesting a 'great convergence' towards the middle. Moreover, we identify a cluster of banks exhibiting dismal profit dynamics, characterized by high cost-to-income and non-performing loans ratios, indicating the need for a restructuring of part of the euro area banking sector.}},
  articleno    = {{103088}},
  author       = {{Lamers, Martien and Present, Thomas and Vander Vennet, Rudi}},
  issn         = {{1544-6123}},
  journal      = {{FINANCE RESEARCH LETTERS}},
  keywords     = {{Finance,Euro Area banks,Bank profitability.,beta convergence,sigma convergence,Club clustering analysis,PRODUCTIVITY GROWTH,UNION}},
  language     = {{eng}},
  pages        = {{8}},
  title        = {{European bank profitability : the great convergence?}},
  url          = {{http://doi.org/10.1016/j.frl.2022.103088}},
  volume       = {{49}},
  year         = {{2022}},
}

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