English Abstract: This paper highlights the growing significance of global bank ‘branches’ in the context of financial … economy DSGE model which to the best of my knowledge is the first to distinguish between ‘domestic banks’ and ‘global bank … branches’. These banks have distinctive features but are connected through currency swaps. My model predicts that global bank …

nearer, incorporates an innovative risk measurement approach that is clearly distinguished from current international … insurance liabilities, the methods of risk categorization and measurement, and Own Risk and Solvency Assessment and other …

Korean Abstract: 본 연구는 2002년 이후 한국의 은행 자료를 이용하여 은행 자기자본비율과 자기자본비용 관계를 추정하였다. 먼저 자본자산가격결정모형(CAPM) 모형을 이용하여 한국의 은행 … banks. The cost of equity in Korean bank showed the downward trend in the period of 2002~2015. The results showed a …