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Discovering bank risk factors from financial statements based on a new semi‐supervised text mining algorithm
15 references·12 citing·57 second hopsampled
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References

  • 2013Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts3,290 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 2010The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings922 cited
  • 2017The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation840 cited
  • 2014Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures491 cited
  • 2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*351 cited
  • 2003Cross-border bank mergers: What lures the rare animal?338 cited
  • 2000The intersection of market and credit risk304 cited
  • 1992The Globalization of Service Multinationals in the “Triad” Regions: Japan, Western Europe and North America302 cited
  • 2013Model uncertainty and VaR aggregation295 cited
  • 2016Internationalization and Bank Risk244 cited
  • 1990Politics and Perceived Country Creditworthiness in International Banking145 cited
  • 2004Exporting financial institutions management via foreign direct investment mergers and acquisitions119 cited
  • 2008Incumbents and protectionism: The political economy of foreign entry liberalization117 cited
  • 2019

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Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures
88 cited

Cited by

  • 2022Data-driven decision-making in credit risk management: The information value of analyst reports74 cited
  • 2021Loan growth and bank risk: empirical evidence from SAARC countries53 cited
  • 2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions38 cited
  • 2019Bank risk aggregation with forward-looking textual risk disclosures30 cited
  • 2023The quality of voluntary and mandatory disclosures in company reports: a systematic literature network analysis28 cited
  • 2020Risk dependence between energy corporations: A text-based measurement approach26 cited
  • 2023Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities23 cited
  • 2025Advanced AI and big data techniques in E-finance: a comprehensive survey22 cited
  • 2019Aggregating risk matrices under a normative framework21 cited
  • 2024Understanding critical service factors in neobanks: crafting strategies through text mining13 cited
  • 2023Using Text Mining in Financial Reporting: To Predict the Companies' Corporate Governance Qualifications1 cited
  • 2022Risk element identification in Bulk Stock Electronic based on the text of domain news1 cited