The banking industry has redefined its activities by including environmental, social, and governance dimensions of sustainability. Using the System General Method of Moments (SGMM) Panel Data method, this study evaluated 34 banks from 2013 to 2022 to determine the relationship between sustainable disclosure policies and financial performance. The study examined the Economic, Environmental, Social, and Governance (EESG) ratings of the selected banks and estimated cross-sectional and time-series variations. The findings indicated a substantial relationship between banking organisations’ economic, environmental, and social behaviours and financial performance. The study’s findings would benefit banks in designing future sustainability strategies and contribute to improved sustainable banking performance.