a network model, we analyze the systemic risk within the banking sector. As a result, we measured the time series of … credit risk reflecting the financial status of individual financial institutions. We also estimate the banking sector … banks that analyze the stability of the system in the banking sector and may prove a useful means of supervising the market …

of the Korean banking industry. The stability and the efficiency are measured using Z-score and composite functional form … based on the annual data of 2000 to 2004 for all domestic banks and insurance companies. The stability test indicates that …

in the safety net and the integrated risk management over bank and insurance industry. First, the safety net institutions … regulatory regimes over bank and insurance industry may induce the regulatory capital arbitrage chances, and lead to the risk …

financial institutions. This study finds that while the banking sector can remain robust to Covid19 shocks, several savings … banks and life insurance companies may be significantly negatively affected …

deposit insurance system in Korea, should be fully discussed when establishing an investor protection fund …

English Abstract: The previous literatures suggested how to reform the industrial structure of guarantee insurance … the Korean guarantee insurance data show how much the guarantee insurance is related with the financial system risk in the … followings: First, the guarantee insurance is more related with financial system risk than casualty and property insurance …

life insurance-variable annuity and variable universal life insurance-responds to exogenous shocks to macroeconomic … exogenous shocks. Our findings are that the lapse rate of variable life insurance responds negatively to a shock to CD rates …