解码企业沟通策略:分析第三支柱下的强制性公布信息,跨越无监督机器学习的动荡时期
Anna Pilková1, Michal Munk2,3, Lívia Kelebercová3
1Comenius University in Bratislava, Bratislava, Slovakia.
PloS one
|July 31, 2025
概括
斯洛伐克银行 斯洛伐克银行
科学领域:
- 银行和金融业的银行和金融业.
- 财务信息 财务信息 财务信息
- 自然语言处理自然语言处理.
背景情况:
- 对银行来说,利益相关者沟通至关重要,尤其是在经济波动期间.
- 巴塞尔III的第三支柱框架和年度报告是主要的披露道.
- 分析沟通情绪,可以了解银行利益相关者的动态.
研究的目的:
- 确定斯洛伐克银行披露 (2007-2022) 中的关键主题和分析沟通情绪.
- 检查金融稳定和危机时期的情绪变化.
- 评估沟通情绪对利益相关者的看法的影响.
主要方法:
- 从第三支柱披露,年度报告和监管文件中收集的文本数据.
- 开发了一种混合模型,将统计,语言和机器学习 (BERT) 方法用于关键字提取.
- 使用洛格兰-麦克唐纳金融词典进行情绪分析.
主要成果:
- 随着时间的推移,银行通信的情绪大大变化,在危机和稳定时期有明显的模式.
- 负面情绪在2008年金融危机和COVID-19大流行期间达到顶峰.
- 在经济稳定期间,积极的情绪普遍存在,影响了利益相关者的信心和投资.
结论:
- 银行沟通情绪是一种动态指标,反映了经济状况并影响了利益相关者的信任.
- 对强制性披露的情绪分析为金融危机建模提供了宝贵的见解.
- 银行披露的战略措辞对于管理利益相关者的行为和感知至关重要.
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