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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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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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An Evaluation on an Evaluation on the Korea Financial Hub Strategy (동뢁아 κΈˆμœ΅ν—ˆλΈŒ μ „λž΅μ— λŒ€ν•œ 평가와 μ œμ–Έ)
Jeung, Shin Dong - 2018
Korean Abstract: μ°Έμ—¬μ •λΆ€λŠ” 2003λ…„ 12μ›” 제32μ°¨ κ΅­μ •κ³Όμ œνšŒμ˜μ—μ„œ ｒ동뢁아 κΈˆμœ΅ν—ˆλΈŒ μΆ”μ§„μ „λž΅ο½£μ„ ν™•μ •ν•˜μ˜€λ‹€. 2007λ…„κΉŒμ§€ κΈˆμœ΅ν—ˆλΈŒμ˜ κΈ°λ°˜μ„ κ΅¬μΆ•ν•˜κ³ , 2010λ…„κΉŒμ§€ μžμ‚°μš΄μš©μ—… μ€‘μ‹¬μ˜ νŠΉν™” κΈˆμœ΅ν—ˆλΈŒλ₯Ό λ‹¬μ„±ν•˜λ©°, 2015λ…„κΉŒμ§€...
Persistent link: https://www.econbiz.de/10012928071
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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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λŒ€ν˜•ν™”Β·κ²Έμ—…ν™”μ™€ μ˜ˆκΈˆλ³΄ν—˜μ œλ„μ˜ 과제 (Financial Conglomeration and Effective Deposit Insurance System)
Shin, Jhinyoung - 2019
Korean Abstract: λ³Έ μ—°κ΅¬λŠ” μš°λ¦¬λ‚˜λΌ κΈˆμœ΅μ‚°μ—…μ˜ λŒ€ν˜•ν™” 및 κ²Έμ—…ν™” κ²½ν–₯을 μ‚΄νŽ΄λ³΄κ³  이에 λ”°λ₯Έ μœ„ν—˜μš”μΈμ„ λΆ„μ„ν•˜μ—¬ μ˜ˆκΈˆλ³΄ν—˜μ œλ„μ˜ μ—­ν• κ³Ό κ°œμ„ μ„ μ€‘μ‹¬μœΌλ‘œ κΈˆμœ΅μ‹œμŠ€ν…œμ˜ μ•ˆμ •μ„±μ„ λ‹¬μ„±ν•˜κΈ° μœ„ν•œ 정책적 λ°©μ•ˆμ„ μ œμ‹œν•œλ‹€....
Persistent link: https://www.econbiz.de/10012901285
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λŒ€ν˜•Β·λ³΅ν•©κΈˆμœ΅νšŒμ‚¬μ˜ μ •λ¦¬μ œλ„ κ°œμ„ μ— κ΄€ν•œ 연ꡬ (Reforming Resolution Regime of Systemically Important Financial Institutions)
Lee, MinHwan - 2019
Korean Abstract: λ³Έ μ—°κ΅¬μ˜ λͺ©μ μ€ ν˜„μž¬ λ…Όμ˜λ˜κ³  μžˆλŠ” λŒ€ν˜•Β·λ³΅ν•©κΈˆμœ΅νšŒμ‚¬(SIFIs)에 λŒ€ν•œ μ •λ¦¬μ œλ„ κ°œμ„ λ°©μ•ˆμ„ μ •λ¦¬ν•˜κ³  μ •λ¦¬λΉ„μš© μ΅œμ†Œν™”μ˜ κ΄€μ μ—μ„œ μš°λ¦¬λ‚˜λΌ ν˜„μ‹€μ— μ ν•©ν•œ SIFIs의 μ •λ¦¬μ œλ„λ₯Ό μ‚΄νŽ΄λ³΄λŠ” 것이닀. 이미 ꡭ제적인...
Persistent link: https://www.econbiz.de/10012901331
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κΈˆμœ΅νšŒμ‚¬ νŒŒμ‚°κ³Ό κΈˆμœ΅μ†ŒλΉ„μž 보호 (Bankruptcy of Financial Institution and Financial Consumer Protection)
Chun, Sun Eae - 2019
Korean Abstract: 졜근 λ°œμƒν•œ 저좕은행 ν›„μˆœμœ„μ±„ μ‚¬νƒœλ‚˜ 동양그룹 CP μ‚¬νƒœ λ“±μ˜ 사둀λ₯Ό 톡해 λ“œλŸ¬λ‚¬λ“―μ΄, ν˜„ν–‰ μš°λ¦¬λ‚˜λΌ 금육 μ†ŒλΉ„μž 보호 체계 ν•˜μ—μ„œλŠ” λΆˆμ™„μ „νŒλ§€ λ“±μœΌλ‘œ 인해 κΈˆμœ΅μ†ŒλΉ„μžκ°€ ν”Όν•΄λ₯Ό μž…μ€ 경우, κΈˆμœ΅νšŒμ‚¬μ˜...
Persistent link: https://www.econbiz.de/10012901386
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μ€ν–‰μ˜ μ†Œμœ Β·μ§€λ°°κ΅¬μ‘°μ™€ μœ„ν—˜ (The Ownership-Governance Structure and Risk Appetite of a Bank)
Wee, Jung B - 2019
Korean Abstract: 이 μ—°κ΅¬λŠ” μ€ν–‰μ˜ μ†Œμœ  β€€ 지배ꡬ쑰가 μœ„ν—˜μ„±ν–₯에 λ―ΈμΉ˜λŠ” 영ν–₯을 λΆ„μ„ν•œλ‹€. μ‹€μ¦λΆ„μ„μ—μ„œ 은행 μœ„ν—˜μ„±ν–₯은 BISμžκΈ°μžλ³ΈλΉ„μœ¨ λ˜λŠ” μ˜ˆλŒ€λΉ„μœ¨μ— μ˜ν•΄ μΈ‘μ •λ˜λ©°, μ£Όμš” κ²°κ³ΌλŠ” λ‹€μŒκ³Ό κ°™λ‹€. λ¨Όμ €, μš°λ¦¬λ‚˜λΌ μ€ν–‰μ˜...
Persistent link: https://www.econbiz.de/10012901388
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μ˜ˆκΈˆλ³΄ν—˜κΈ°κ΅¬μ˜ 효율적 검사·쑰사λ₯Ό μœ„ν•œ μ œλ„μ  기반과 κ·Έ κ΄€λ ¨ λ¬Έμ œμ— λŒ€ν•œ 곡법적 κ²€ν†  (A Legal Analysis on the Institutional Framework and its Relevant Issues for Effective Examination and Investigation of the Deposit...
Choi, Seungpil - 2019
Korean Abstract: μ˜€λŠ˜λ‚  μ˜ˆκΈˆλ³΄ν—˜μ œλ„κ°€ μœ„ν—˜κ΄€λ¦¬ν˜•μœΌλ‘œ μ „μ΄ν•˜κ³  μžˆλ‹€λŠ” μ μ—μ„œ 검사 및 μ‘°μ‚¬κΆŒμ˜ 보완이 ν•„μš”ν•˜λ‹€. μ˜ˆκΈˆλ³΄ν—˜κ³΅μ‚¬(μ΄ν•˜ β€˜κ³΅μ‚¬')λŠ” νŠΉλ³„λ²•μ— μ˜ν•΄ μ„€λ¦½λœ μ˜μ‘°λ¬Όμ‘°μ§μ΄λ‹€. 곡행정 κΈ°λŠ₯의 μˆ˜ν–‰μ—¬λΆ€λŠ”...
Persistent link: https://www.econbiz.de/10012901389