Disclosure and bank risk: Evidence from European banks

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

StandardStandard

Disclosure and bank risk: Evidence from European banks. / Altunbas, Yener; Khan, Atiqur; Thornton, John.
Yn: Finance Research Letters, Cyfrol 58, Rhif part B, 104499, 01.12.2023.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

HarvardHarvard

APA

CBE

MLA

VancouverVancouver

Altunbas Y, Khan A, Thornton J. Disclosure and bank risk: Evidence from European banks. Finance Research Letters. 2023 Rhag 1;58(part B): 104499. Epub 2023 Medi 19. doi: 10.1016/j.frl.2023.104499

Author

Altunbas, Yener ; Khan, Atiqur ; Thornton, John. / Disclosure and bank risk: Evidence from European banks. Yn: Finance Research Letters. 2023 ; Cyfrol 58, Rhif part B.

RIS

TY - JOUR

T1 - Disclosure and bank risk: Evidence from European banks

AU - Altunbas, Yener

AU - Khan, Atiqur

AU - Thornton, John

PY - 2023/12/1

Y1 - 2023/12/1

N2 - 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.

AB - 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.

KW - Disclosure

KW - Bank risk

KW - European banks

U2 - 10.1016/j.frl.2023.104499

DO - 10.1016/j.frl.2023.104499

M3 - Article

VL - 58

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

IS - part B

M1 - 104499

ER -