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κ°€κ³„λŒ€μΆœ λΆ€λ„μš”μΈ 및 κΈˆμœ΅μ—…κΆŒλ³„ κΈˆμœ΅μ·¨μ•½μ„± : μžμ˜μ—… μ°¨μ£Όλ₯Ό μ€‘μ‹¬μœΌλ‘œ (Default Factors for Household Loans and Financial Fragility: The Importance of Self-Employed Borrowers in Korea)
Jung, Hosung - 2018
Korean Abstract: 이 λ…Όλ¬Έμ—μ„œλŠ” ν•œκ΅­μ€ν–‰μ΄ λ³΄μœ ν•˜κ³  μžˆλŠ” 차주별 λŒ€μΆœ 및 연체DBλ₯Ό μ΄μš©ν•˜μ—¬ 차주의 λΆ€μ‹€μš”μΈμ„ μ‚΄νŽ΄λ³΄κ³  μžμ˜μ—…λŒ€μΆœμ„ ν¬ν•¨ν•œ κ°€κ³„λŒ€μΆœμ΄ μœ λ°œν•˜λŠ” κΈˆμœ΅μ·¨μ•½μ„±μ„ μ κ²€ν•˜μ˜€λ‹€. 차주의 뢀싀에 영ν–₯을 λ―ΈμΉ˜λŠ”...
Persistent link: https://www.econbiz.de/10012927602
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EVT 및 CAViaR λͺ¨ν˜•μ— μ˜ν•œ ꡭ고채 VaR 예츑λͺ¨ν˜• 뢄석 (VaR Forecasts for Korea Treasury Bonds via EVT and CAViaR Models)
Yun, Jaeho - 2019
Korean Abstract: λ³Έ 논문은 μ‹œμž₯리슀크의 주된 μΈ‘μ •μˆ˜λ‹¨μΈ VaR(value at risk)의 μ—¬λŸ¬ 예츑λͺ¨ν˜•μ„ ν•œκ΅­μ˜ ꡭ고채(1λ…„, 5λ…„, 10λ…„ 만기 할인채) 보유수읡λ₯ μ— μ μš©ν•˜μ—¬ 비ꡐ λΆ„μ„ν•˜μ˜€λ‹€. 특히 EVT(extreme value theory)λ₯Ό μ μš©ν•œ λͺ¨ν˜•κ³Ό...
Persistent link: https://www.econbiz.de/10014112974
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λ‹€(倚)μ‹œμž₯ 정보λ₯Ό ν™œμš©ν•œ κΈˆμœ΅μ‹œμž₯ λΆˆμ•ˆμ •μ„± μ§€μˆ˜ κ°œλ°œμ— κ΄€ν•œ 연ꡬ-CISS 방법둠을 μ€‘μ‹¬μœΌλ‘œ- (A Proposal for a Systemic Stress Index in Korea-A CISS Approach)
Kim, Myeong Hyeon; Lee, Inro - 2019
Korean Abstract:λ³Έ μ—°κ΅¬λŠ” μœ λŸ½μ€‘μ•™μ€ν–‰(ECB)μ—μ„œ κΈˆμœ΅μ‹œμž₯ λΆˆμ•ˆμ •μ„± μ§€ν‘œλ‘œ ν™œμš©λ˜κ³  μžˆλŠ” Composite Indicator of Systemic Stress(CISS)λ₯Ό κ΅­λ‚΄μ‹œμž₯에 μ μš©ν•˜μ—¬ ν•œκ΅­ν˜• κΈˆμœ΅μ‹œμž₯ λΆˆμ•ˆμ •μ„± μ§€μˆ˜λ₯Ό μ œμ‹œν•˜κ³  μ§€μˆ˜μ— ν•¨μ˜λœ 정보λ₯Ό λΆ„μ„ν–ˆλ‹€....
Persistent link: https://www.econbiz.de/10014113719
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Copulaλ₯Ό μ΄μš©ν•œ μ€ν–‰λΆ€λ¬Έμ˜ μ‹œμŠ€ν…œμ  리슀크 μΈ‘μ • (Measuring the Systemic Risk in the Korean Banking Sector : The Copula Approach)
Lee, Geung Hee - 2015
Korean Abstract: 전톡적인 상관관계 츑정방법을 ν†΅ν•΄μ„œλŠ” μ‹€μ œ 리슀크 μ΅μŠ€ν¬μ € κ°„μ˜ 가변적이고 λ³΅μž‘ν•œ 상관관계λ₯Ό λ°˜μ˜ν•˜μ—¬ μ‹œμŠ€ν…œμ  리슀크λ₯Ό μΆ”μ •ν•˜λŠ”λ° ν•œκ³„κ°€ μžˆμ—ˆλ‹€. λ³Έκ³ μ—μ„œλŠ” 이와 같은 λ¬Έμ œμ μ„ κ·Ήλ³΅ν•˜κΈ° μœ„ν•΄ Copula...
Persistent link: https://www.econbiz.de/10013024620
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μ €μΆ•μ€ν–‰μ˜ μ†Œμœ κ΅¬μ‘°μ™€ λΆ€μ‹€μœ„ν—˜μ— κ΄€ν•œ 연ꡬ (A Study on the Ownership Structure and Insolvencies of Savings Bank)
Kim, Hakkon - 2018
Korean Abstract: 2011λ…„ λ°œμƒν•œ 저좕은행 μ‚¬νƒœμ˜ μ£Όμš”ν•œ 원인 μ€‘μ˜ ν•˜λ‚˜λ‘œ μ΅œλŒ€μ£Όμ£Όμ˜ μ „νš‘μ μΈ λΆ€μ‹€κ²½μ˜μ„ κ°€λŠ₯ν•˜κ²Œ ν•œ μ†Œμœ κ΅¬μ‘°μ˜ 문제점이 μ œκΈ°λ˜μ—ˆλ‹€. λ³Έκ³ μ—μ„œλŠ” λ‹Ήμ‹œ νŒŒμ‚°ν•œ 30개 λΆ€μ‹€μ €μΆ•μ€ν–‰λ“€μ˜ μ†Œμœ κ΅¬μ‘° ν˜„ν™©μ„...
Persistent link: https://www.econbiz.de/10012918049
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κΈˆμœ΅μ—…κΆŒκ°„ μƒν˜Έμ—°κ³„μ„± 및 λΆ€μ‹€μ „μ΄μœ„ν—˜κ³Ό μ˜ˆκΈˆλ³΄ν—˜κΈ°κΈˆ 체계에 κ΄€ν•œ 연ꡬ(Interconnectedness and Contagion Risk in the Korean Financial Industry and Its Implication for the Deposit Insurance Fund)
Chun, Sun Eae - 2018
Korean Abstract: μš°λ¦¬λ‚˜λΌμ˜ κΈˆμœ΅μ‚°μ—…μ΄ κΈˆμœ΅μ§€μ£Όμ²΄μ œ μœ„μ£Όλ‘œ μ§„μ „λ˜λ©° μ—…κΆŒκ°„ κ²Έμ—…μ΄λ‚˜ λ³΅ν•©μƒν’ˆ λ“±μ˜ ν™•λŒ€λ‘œ μƒν˜Έμ—°κ³„μ„±μ΄λ‚˜ 뢀싀전이 μœ„ν—˜μ— λŒ€ν•œ μš°λ €κ°€ ν™•λŒ€λ˜κ³  μžˆλ‹€. λ³Έκ³ μ—μ„œ κ°œλ³„ μ—…κΆŒμ˜ μ£Όκ°€μˆ˜μ΅λ₯  자료λ₯Ό μ΄μš©ν•˜μ—¬...
Persistent link: https://www.econbiz.de/10012906290
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μ‹œμž₯μœ„ν—˜ 뢀도확λ₯  λͺ¨ν˜•μ„ μ΄μš©ν•œ μ˜ˆκΈˆλ³΄ν—˜κ³΅μ‚¬ 차등평가λͺ¨ν˜•μ˜ μ •ν•©μ„± 연ꡬ : μ€ν–‰μ—…κΆŒμ„ μ€‘μ‹¬μœΌλ‘œ(A Comparative Study of Bank Risk-Based Deposit Insurance Premium System Using Market Approach Method)
Binh, Ki Beom - 2018
Korean Abstract: λ³Έ μ—°κ΅¬μ—μ„œλŠ” μ˜ˆκΈˆλ³΄ν—˜κ³΅μ‚¬κ°€ μ‹œν–‰ν•œ μ§€λ‚œ 4λ…„ κ°„μ˜ κ΅­λ‚΄ μ€ν–‰μ—…κΆŒμ— λŒ€ μ˜ˆκΈˆλ³΄ν—˜ μ°¨λ“±λ³΄ν—˜λ£Œμœ¨μ œλ„μ— λ”°λ₯Έ 평가 결과와 μ£Όκ°€λ₯Ό μ΄μš©ν•œ Black-Scholes-Merton의 μ˜΅μ…˜κ°€κ²©ν‰κ°€ λͺ¨ν˜•μ„ 톡해 μΆ”μ •λœ...
Persistent link: https://www.econbiz.de/10012906292
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κΈˆμœ΅μœ„κΈ° μ‹œ μ˜ˆκΈˆλ³΄ν—˜μ œλ„μ˜ 역할에 κ΄€ν•œ 연ꡬ : 2008λ…„ μ•„μ΄μŠ¬λž€λ“œ 사둀λ₯Ό μ€‘μ‹¬μœΌλ‘œ(A Study on the Role of Deposit Insurance System During the Financial Crisis: Focusing on the Iceland Case in 2008)
Lee, Jinho - 2019
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” κΈˆμœ΅μœ„κΈ° μ‹œ μ˜ˆκΈˆλ³΄ν—˜μ œλ„μ˜ κ°œν˜μ„ 톡해 μ‹œμž₯의 μ‹ λ’°λ₯Ό ν™•λ³΄ν•˜κ³  κΈˆμœ΅μ‹œμž₯의 μ•ˆμ •μ„ λ˜μ°Ύμ€ μ•„μ΄μŠ¬λž€λ“œ 사둀λ₯Ό μ€‘μ‹¬μœΌλ‘œ κΈˆμœ΅μœ„κΈ° μ‹œ μ˜ˆκΈˆλ³΄ν—˜μ œλ„μ˜ 역할을 κ³ μ°°ν•˜κ³  λ™μ œλ„μ˜ μˆ˜μ •μ μš©μ΄...
Persistent link: https://www.econbiz.de/10012889980
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μ‚¬νšŒμ΄ˆλ…„μƒμ˜ 금육적 νŠΉμ„± 뢄석 및 κ°œμΈμž¬λ¬΄κ΄€λ¦¬λ₯Ό μœ„ν•œ 정책적 μ œμ–Έ (Analysis of Financial Characteristics of Young Employees and Policy Proposals for Personal Finance)
Lee, Jina; Kang, Hyoung Goo; Kim, Suk-Hwan - 2022
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” μ‚¬νšŒμ΄ˆλ…„μƒμ˜ 금육 κ΄€λ ¨ νŠΉμ„±μ„ νŒŒμ•…ν•˜κ³  κ°œμΈμž¬λ¬΄κ΄€λ¦¬λ₯Ό μœ„ν•œ κΈˆμœ΅μ„œλΉ„μŠ€ 제곡 λ°©μ•ˆ λ“± 정책적 μ œμ–Έμ„ ν•˜λŠ” 데 λͺ©μ μ΄ μžˆλ‹€. 이λ₯Ό μœ„ν•΄ 졜근 6κ°œμ›”κ°„ μ›” 평균 개인(본인)μ†Œλ“ 100만 원 이상이며 λͺ¨λ“ ...
Persistent link: https://www.econbiz.de/10013492230
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μ„Έμ œν˜œνƒ νŽ€λ“œλ₯Ό μ΄μš©ν•œ ꡐ차보쑰 ν–‰μœ„λŠ” μ‘΄μž¬ν•˜λŠ”κ°€?(Do Asset Management Companies Conduct Cross Subsidization Using Tax Exempt Funds?)
Park, Young Seog - 2019
Korean Abstract:μ—¬λŸ¬ νŽ€λ“œλ₯Ό λ™μ‹œμ— μš΄μš©ν•˜λŠ” μžμ‚°μš΄μš©μ‚¬λŠ” νŽ€λ“œ κ°„ ꡐ차보쑰(cross subsidization) ν–‰μœ„λ₯Ό 톡해 수읡λ₯ μ„ μ™œκ³‘μ‹œν‚¬ κ°€λŠ₯성이 μ‘΄μž¬ν•œλ‹€. 특히 μ„Έμ œν˜œνƒ νŽ€λ“œ(μ—°κΈˆμ €μΆ•, μž₯κΈ°μ£Όνƒλ§ˆλ ¨, ν‡΄μ§μ—°κΈˆ)λŠ” μš΄μš©μ„±κ³Όμ— λŒ€ν•œ...
Persistent link: https://www.econbiz.de/10012898092