Search Results
Korea Deposit Insurance Corporation (KDIC) Research Paper Series

KDIC KDIC Journal KDIC Publication KDIC Subscribe

 

Korea Deposit Insurance Corporation (KDIC) Research Paper Series

KDIC: Financial Stability Studies (Topic)

KDIC: Research Papers (Topic)

1,722 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 133 papers

1.

Diagnosis of Investment Behaviors of Occupational Defined Benefit(DB) Funds in Korea Using a Liability Driven Investment (LDI) Approach

Financial Stability Studies, Vol. 19, No. 1, Korea Deposit Insurance Corporation(KDIC), 2018, pp. 39-66.
Number of pages: 28 Posted: 03 Jul 2018 Last Revised: 09 Jan 2019
Working Paper Series
Kyobo AXA Investment Managers and Kyung Hee University
Downloads 11
2.

EVT 및 CAViaR 모형에 의한 국고채 VaR 예측모형 분석 (VaR Forecasts for Korea Treasury Bonds via EVT and CAViaR Models)

Financial Stability Studies, Vol. 19, No. 1, Korea Deposit Insurance Corporation(KDIC), 2018, pp. 1-38.
Number of pages: 38 Posted: 03 Jul 2018 Last Revised: 10 Jan 2019
Working Paper Series
Ewha Womans University
Downloads 6
3.

정리금융회사에 대한 조세지원 제공방안 분석 (How to Provide Tax Benefits to Resolution Financial Institution)

Financial Stability Studies, Vol. 18, No. 2, Korea Deposit Insurance Corporation(KDIC), 2017, pp. 29-62.
Number of pages: 34 Posted: 30 May 2018 Last Revised: 09 Jan 2019
Working Paper Series
University of Seoul
Downloads 3
4.

다(多)시장 정보를 활용한 금융시장 불안정성 지수 개발에 관한 연구-CISS 방법론을 중심으로- (A Proposal for a Systemic Stress Index in Korea-A CISS Approach)

Financial Stability Studies, Vol. 18, No. 2, Korea Deposit Insurance Corporation(KDIC), 2017, pp. 1-28.
Number of pages: 28 Posted: 30 May 2018 Last Revised: 09 Jan 2019
Working Paper Series
Seoul National University of Science and Technology and The Bank of Korea
Downloads 14
5.

코스닥50주가지수 현·선물시장간의 가격발견(Price Discovery)기능 연구 (A Study on Price Discovery in KOSDAQ50 Index Spot and Futures Markets)

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 100-131.
Number of pages: 32 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Kyungnam University
Downloads 4
6.

옵션모형을 이용한 은행부실의 조기경보모형 구축 Modeling Early Warning Signal for the Bank Vulnerability Using an Option-Based Approach

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 65-99.
Number of pages: 35 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Chonnam National University - Department of Economics and Kongju National University
Downloads 10
7.

사례기반추론을 활용한 일별 경제상황 판단지수의 구축방법론 (Using Case-Based Reasoning to Develop the Daily Economic Condition Indicator Based on Data-Driven Method)

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 36-64 .
Number of pages: 29 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Yonsei University and Keimyung University
Downloads 6
8.

주가를 이용한 은행산업의 위험 추정 (Estimating the Risk in the Banking Industry)

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 1-35 .
Number of pages: 35 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Korea Deposit Insurance Corporation
Downloads 10
9.

정책금융이 중소·벤처 창업기업의 성공에 미치는 영향 연구(An Study on the Impacts of Policy Fund on the Success of the Small and Medium-Sized Ventures)

Financial Stability Studies, Vol. 6, No. 2, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 116-159.
Number of pages: 44 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
small & medium business corporation
Downloads 13
10.

은행 자기자본 규제제도의 유효성에 관한 문헌연구 (A Critical Review on the Relationship between Bank's Risk Taking Incentives and Capitalization)

Financial Stability Studies, Vol. 6, No. 2, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 81-115.
Number of pages: 35 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Financial Supervisory Services of Korea
Downloads 7
11.

국면전환모형을 이용한 선진국 채권시장간 변동성 행태분석 (Regime Switching Volatility Analysis on International Bond Markets: Evidence from Developed Countries)

Financial Stability Studies, Vol. 6, No. 2, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 49-80.
Number of pages: 32 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
The Bank of Korea and Washington University in St. Louis - Department of Economics
Downloads 17
12.

신BIS 자기자본규제 제도와 거시건전성 감독: 문헌연구 (The Basle Ⅱ Capital Standards and Macro-Prudential Supervision)

Financial Stability Studies, Vol. 6, No. 2, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 1-48.
Number of pages: 48 Posted: 18 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Independent
Downloads 6
13.

주택대출 선택에 따른 차입자의 실질 상환부담: 모의 분석 및 시사점 (An Analysis of Borrower's Mortgage Debt-Servicing Burdens)

Financial Stability Studies, Vol. 7, No. 1, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 139-177.
Number of pages: 39 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Sangmyung University
Downloads 8
14.

금융상황지수와 금융스트레스지수의 모색과 유용성 (Financial Conditions Indexes and Financial Stress Indexes for Korea)

Financial Stability Studies, Vol. 7, No. 1, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 114-138.
Number of pages: 25 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Konkuk University - Department of Economics and Korea Securities Research Institute (KSRI)
Downloads 5
15.

金融機關 任員의 不實經營에 대한 責任 (Legal Responsibilities to the Insolvent Management of Financial Institutions Officers)

Financial Stability Studies, Vol. 7 No. 1, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 72-113.
Number of pages: 42 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Independent
Downloads 5
16.

은행 경영정책에 대한 경영자 보상구조의 영향 (The Effect of Executive Compensation on Managerial Decision Makings in Banking Industry)

Financial Stability Studies, Vol. 7, No. 1, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 35-71.
Number of pages: 37 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Hanyang University and Kookmin University
Downloads 4
17.

Structure-Performance Linkages in the Korean Banking Sector and Policy Implications

Financial Stability Studies, Vol. 7, No. 1, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 1-34.
Number of pages: 34 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Southeast Missouri State University
Downloads 7
18.

채권자의 의사결정과정을 반영한 신용스프레드 평가모형에 대한 연구: Merton 모형의 확장을 중심으로 (Bondholders’ Optimal Strategic Behavior and Credit Spreads: Merton Model and Its Extension)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 96-136.
Number of pages: 41 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST), KAIST College of Business and Independent
Downloads 7
19.

신용카드자산의 Boom-Bust 발생에 따른 신용카드시장의 위험 측정 (A Study on the Risk Measurement of Credit Card Industry)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 65-95.
Number of pages: 31 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Sungkyunkwan University - Department of Economics and The Financial Supervisory Service
Downloads 4
20.

예금자에 의한 시장규율 연구 (Depositor Behavior and Market Discipline in Korea)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 39-64.
Number of pages: 26 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Independent
Downloads 6
21.

효율적 위기예측을 위한 패널자료의 선택: 신호접근모형을 중심으로 (Crisis Prediction and Choice of Panel Data: The Case of Signal Extraction Model)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 3-38.
Number of pages: 36 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Sungkyunkwan University
Downloads 6
22.

주요 선진국 예금보험기구의 보호대상예금 지정체계: 일본과 영국의 사례를 중심으로 (Nomination System of Protected Deposits in Deposit Protection Scheme of Major Industrialized Countries: Focusing on Japan and United Kingdom Cases)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 125-166.
Number of pages: 42 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Sungkyunkwan University
Downloads 9
23.

금융위기의 조기경보를 위한 주식시장 안정성 지수의 개발 (Stock Market Stability Index for Early Warning System of Financial Crisis)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 97-124.
Number of pages: 28 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Yonsei University and Keimyung University
Downloads 8
24.

재무변수와 주가를 결합한 상호저축은행의 부실예측모형 (Expected Probability of Default Model for Mutual Savings Banks Combining Financial Data and Stock Prices)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 62-96.
Number of pages: 35 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Hankuk University of Foreign Studies and Korea Deposit Insurance Corporation
Downloads 7
25.

상호저축은행의 대형화 및 그룹화가 효율성에 미치는 영향 (The Scale and Group Effect of Mutual Savings Banks on Efficiency)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 26-61.
Number of pages: 36 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Ewha Womans University
Downloads 3
26.

대형화·겸업화가 은행 리스크에 미치는 영향 (The Effect of Megabanks and Universal Banking on the Stability of Banking System)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 1-25.
Number of pages: 25 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Hankuk University of Foreign Studies - Department of Economics, Research Department and Independent
Downloads 1
27.

은행대형화와 예금보험기금의 건전성 제고 방안 (Bank Consolidation and the Soundness of the Deposit Insurance Fund)

Finacial Stability Studies, Vol. 8, No. 3, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 97-155.
Number of pages: 59 Posted: 15 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Korea Advanced Institute of Science and Technology (KAIST), Students
Downloads 15
28.

대형화·겸업화와 예금보험제도의 과제 (Financial Conglomeration and Effective Deposit Insurance System)

Finacial Stability Studies, Vol. 8, No. 3, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 49-96.
Number of pages: 48 Posted: 15 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Yonsei University and Inha University
Downloads 7
29.

금융환경변화와 금융시스템의 안정성: 금융안전망의 재설계 (Financial Environment Changes Require Restructuring the Financial Safety Net)

Finacial Stability Studies, Vol. 8, No. 3, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 1-48.
Number of pages: 48 Posted: 15 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Ewha Womans University
Downloads 3
30.

연쇄와 반전의 변동성효과에 관한 실증연구: CHARMA모형을 이용하여 (The Effects on Volatility of Sequences and Reversals-Applications of General CHARMA-)

Financial Stability Studies, Vol. 8, No. 2, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 175-196.
Number of pages: 22 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Baekseok University
Downloads 3
31.

보험의 글로벌화와 보험계약자보호제도에 관한 연구: 보험계약의 보상한도를 중심으로 (The Effect of Insurance Globalization and Insolvency Guaranty Funds to Protect Policyholders)

Financial Stability Studies, Vol. 8, No. 2, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 141-174.
Number of pages: 34 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Dongeui University - Department of Finance
Downloads 6
32.

금융그룹 계열사간 위험전이 방지를 위한 법제도 연구 (A Comparative Study on Legal Systems for Prevention of the Risk Contagion between Affiliates within Financial Conglomerates)

Financial Stability Studies, Vol.8, No.2, Korea Deposit Insurance Corporation(KDIC), 2007, pp.79-139 .
Number of pages: 61 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Pai Chai University
Downloads 7
33.

예금보험공사 파산채권지분율과 회수율의 상관성에 관한 연구 (A Study on the Correlation between the Ownership Ratio of KDIC of Defaulted Financial Institutions and the Recovery Ratio)

Financial Stability Studies, Vol. 8, No. 2, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 35-78.
Number of pages: 44 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Kyungnam University and Korea Deposit Insurance Corporation - Clearing Support Department
Downloads 5
34.

공적자금 상환 특별기여금 수납 예상액 추정과 정책적 대응방안 연구 (New Forecast for Special Assessment in Public Funds Redemption Plan and Policy Responses)

Financial Stability Studies, Vol. 8, No. 2, Korea Deposit Insurance Corporation(KDIC), 2007. pp. 1-34.
Number of pages: 34 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Chung-Ang University - Department of Economics and Hanyang University
Downloads 1
35.

장외파생상품의 거래상대방 익스포져(EAD) 측정방법 (Measurement Method of Counterparty Exposure(EAD) in OTC Derivatives Products)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 121-151.
Number of pages: 31 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Financial Supervisory Service and KIS Pricing
Downloads 33
36.

장기채권시장의 수급요인이 장기금리 행태에 미치는 영향 (How the Imbalance between the Demand for and the Supply of Long-Term Bonds Affects Long-Term Interest Rate Movements in Korea?)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 99-119.
Number of pages: 21 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
The Bank of Korea - Policy Analysis Team
Downloads 8
37.

규제유예기간과 도덕적 해이를 고려한 예금보험료율 결정모형 (Consideration of Capital Forbearance and Moral Hazard in the Determination of Deposit Insurance Premium)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 63-97.
Number of pages: 35 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Korea Development Bank
Downloads 5
38.

생존분석기법을 이용한 상호저축은행 부실예측 (Default Prediction of Mutual Savings Bank by Using a Survival Analysis)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 31-62.
Number of pages: 32 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Korea Employment Information Service and NICE Group
Downloads 34
39.

파산시기 변동성을 고려한 차등예금보험료 산출모형 (Deposit Insurance Premium When Korean Financial Institutions Face Variable Default Time)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 1-29.
Number of pages: 29 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Seoul National University
Downloads 6
40.

통화선물을 이용한 환위험관리 방안 연구: 원엔 및 원유로화 통화선물시장을 중심으로 (Estimation of the Hedge Performance of the Won/Yen Futures and Won/Euro Futures Markets)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 145-169.
Number of pages: 25 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Kyungnam University
Downloads 4
41.

자본시장통합법상 금융투자자보호제도의 문제점과 예금보험제도의 개선방안 (Problems in Respect to Investor Protection in the Capital Market and Financial Investment Business Act and Possible Reformative Measures to the Deposit Insurance System)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 105-144.
Number of pages: 40 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Independent
Downloads 7
42.

상장폐지율과 생존자편의에 관한 실증연구 (An Empirical Study on the Delisting Rate and the Survivor Bias)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 57-103.
Number of pages: 47 Posted: 15 Aug 2017 Last Revised: 27 Dec 2018
Working Paper Series
Baekseok University
Downloads 7
43.

동아시아 국가 외환보유수요의 구조변화: ASEAN + 3개국을 중심으로 (The Changes in the Demand of East Asian Countries for Foreign Exchange Reserves)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 33-56.
Number of pages: 24 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Korea University Sejong - College of Business and Economics, Construction Industry Institute and Korea University - Department of Economics
Downloads 4
44.

날씨가 주가수익률의 변동성과 주식거래량에 미치는 효과 분석 (Weather, the Volatility of Stock Returns and Trading Volumes)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 1-31.
Number of pages: 31 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Sogang University and Hansung University - Department of Economics
Downloads 12
45.

한국 다각화기업(Conglomerates)에 대한 금융시장에서의 경제적 성과분석 (The Economic Performance of Conglomerates in the Korean Financial Market)

Financial Stability Studies, Vol. 10, No. 1, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 125-150.
Number of pages: 26 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Kyung Hee University and Konkuk University
Downloads 7
46.

자본시장의 시스템리스크와 투자자보호 (Systemic Risk in Capital Market and Investor Protection)

Financial Stability Studies, Vol. 10, No. 1, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 85-123.
Number of pages: 39 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Hanyang University, Sogang University and Yonsei University
Downloads 6
47.

예금보험기금의 예상손실규모 추정: 은행산업을 중심으로 (Estimating Deposit Insurance Fund in Korean Banking Industry)

Financial Stability Studies, Vol. 10, No. 1, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 59-83.
Number of pages: 25 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Korea Capital Market Institute (KCMI)
Downloads 5
48.

IMF 구제금융기간 전후 자산 변동과 가계소비에 관한 실증연구: 패널 데이터분석 (The Effects of Household Asset on Consumption During and after the IMF Bailout Period: Analysis of Panel Data)

Financial Stability Studies, Vol. 10, No. 1, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 35-58.
Number of pages: 24 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Korea Institute for International Economic Policy and Korea Institute for International Economic Policy
Downloads 7
49.

Fund Run과 시스템리스크 발생가능성에 대한 실증분석 (An Empirical Investigation on Fund Run and Systemic Risk in Korean Mutual Fund Market)

Financial Stability Studies, Vol. 10, No. 1, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 1-33.
Number of pages: 33 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
Kongju National University and Chonnam National University - Department of Economics
Downloads 5
50.

금융위기 이후 감독체계 개편론 분석: 미국·영국·EU와 한국 (A Review of the Post-Crisis Proposals for Reforming the Institutional Structure of Financial Supervision in the United States, the United Kingdom, the European Union and in Korea)

Financial Stability Studies, Vol. 10, No. 2, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 101-172.
Number of pages: 72 Posted: 15 Aug 2017 Last Revised: 10 Jan 2019
Working Paper Series
Gyeongsang National University
Downloads 10