Disclosure and bank risk: Evidence from European banks

Altunbaş, Yener, Khan, Atiqur and Thornton, John (2023) Disclosure and bank risk: Evidence from European banks. Finance Research Letters, 58 (Part B). ISSN 1544-6123

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Abstract

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.

Item Type:	Article
Uncontrolled Keywords:	: disclosure, bank risk, european banks,3* ,/dk/atira/pure/researchoutput/REFrank/3_
Faculty \ School:	Faculty of Social Sciences > Norwich Business School
Depositing User:	LivePure Connector
Date Deposited:	26 Sep 2023 08:30
Last Modified:	01 Feb 2024 03:06
URI:	https://ueaeprints.uea.ac.uk/id/eprint/93091
DOI:	10.1016/j.frl.2023.104499

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