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The impact of bank opacity on systemic risk

Author

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  • Zhang, Xiaoming
  • Wang, Nan
  • Zedda, Stefano
  • Zhou, Lulu
  • Gong, Yaxuan

Abstract

In order to more effectively reduce systemic risks, this paper uses quarterly data of 42 Chinese listed banks from 2009 to 2024 as the research sample to explore the impact of opacity on systemic risks. The results show that an increase in bank opacity leads to an increase in systemic risks, and this impact is more significant in systemically important banks and state-owned holding banks; the capital adequacy ratio and monetary policy can regulate the impact of bank opacity on systemic risks; the opacity affects systemic risks through channels such as bank risk-taking and financial innovation.

Suggested Citation

  • Zhang, Xiaoming & Wang, Nan & Zedda, Stefano & Zhou, Lulu & Gong, Yaxuan, 2026. "The impact of bank opacity on systemic risk," Finance Research Letters, Elsevier, vol. 99(C).
    • Handle: RePEc:eee:finlet:v:99:y:2026:i:c:s1544612326004228
    DOI: 10.1016/j.frl.2026.109893
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