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

[thumbnail of 1-s2.0-S1544612323008711-main]
PDF (1-s2.0-S1544612323008711-main) - Published Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (409kB) | Preview


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


Downloads per month over past year

Actions (login required)

View Item View Item