How individuals' thoughts and beliefs shape their emotions and behaviours is what makes up the cognitive theories of abnormality. According to this theory, when a person experiences something in the environment, they use their thoughts and beliefs to make sense of the experience, which may lead to them making a positive or negative interpretation of the event - a causal attribution. How this relates to abnormal behaviour can be exemplified using an example of someone failing a test. If they consider the failure as temporary and situational ('I failed this test because I didn't study enough, but I'll study harder and do better on the next test'), then they're likely to feel more positively about themselves. However, if they consider the failure as global and permanent ('I failed this test because I'm stupid and I'll never be able to pass anything'), then they're likely to develop feelings of depression.
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Another concept of cognitive theories of abnormality involves control theory, which describes how an individual assesses a situation depending on how much control they think they have over it. Multiple situations in which a person deals with an uncontrollable event can cause them to feel learned helplessness, which can result in negative feelings about the self and perceptions of future events being uncontrollable as well.
Self-efficacy and global assumptions are also two important areas of cognitive theories of abnormality. A person's self-efficacy is their belief that they can do well and achieve the things they wish to achieve. If a person has negative self-efficacy, then they may experience depression and anxiety. Furthermore, global assumptions are thoughts that people have in general about the world and themselves. A global assumption is likely irrational and self-defeating, such as 'Everyone has to love me'.
While cognitive theories of abnormality are supported in the fact that they are the most widely used framework for depression, the major drawback is that it is hard to determine whether negative cognitions, thoughts and beliefs cause a disorder, or are a symptom of it.