Disclosure and bank risk: Evidence from European banks
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Fersiynau electronig
Dangosydd eitem ddigidol (DOI)
We employ a self-developed dictionary designed to analyze bank financial statements to study the link between disclosure and bank risk in a sample of 225 European banks over the period 2011–2017. Disclosure is associated with reduced default risk for all but the most aggressive risk- taking banks, with the result weakly conditional on capital strength. At the same time, disclosure appears to increase systemic risk for European banks.
Allweddeiriau
| Iaith wreiddiol | Saesneg |
|---|---|
| Rhif yr erthygl | 104499 |
| Nifer y tudalennau | 8 |
| Cyfnodolyn | Finance Research Letters |
| Cyfrol | 58 |
| Rhif y cyfnodolyn | part B |
| Dyddiad ar-lein cynnar | 19 Medi 2023 |
| Dynodwyr Gwrthrych Digidol (DOIs) | |
| Statws | Cyhoeddwyd - 1 Rhag 2023 |