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Disclosure and bank risk: Evidence from European banks

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Standard Standard

Disclosure and bank risk: Evidence from European banks. / Altunbas, Yener; Khan, Atiqur; Thornton, John.
In: Finance Research Letters, Vol. 58, No. part B, 104499, 01.12.2023.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Altunbas, Y, Khan, A & Thornton, J 2023, 'Disclosure and bank risk: Evidence from European banks', Finance Research Letters, vol. 58, no. part B, 104499. https://doi.org/10.1016/j.frl.2023.104499

APA

Altunbas, Y., Khan, A., & Thornton, J. (2023). Disclosure and bank risk: Evidence from European banks. Finance Research Letters, 58(part B), Article 104499. https://doi.org/10.1016/j.frl.2023.104499

CBE

Altunbas Y, Khan A, Thornton J. 2023. Disclosure and bank risk: Evidence from European banks. Finance Research Letters. 58(part B):Article 104499. https://doi.org/10.1016/j.frl.2023.104499

MLA

Altunbas, Yener, Atiqur Khan, and John Thornton. "Disclosure and bank risk: Evidence from European banks". Finance Research Letters. 2023. 58(part B). https://doi.org/10.1016/j.frl.2023.104499

VancouverVancouver

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

Author

Altunbas, Yener ; Khan, Atiqur ; Thornton, John. / Disclosure and bank risk: Evidence from European banks. In: Finance Research Letters. 2023 ; Vol. 58, No. 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 -