Suneae Chun

Chonnam National University - Department of Economics

77 Yongbongro, Buk-gu, Gwangju

Seoul, 500-757

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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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
Suneae Chun and Bong-Han Kim
Chonnam National University - Department of Economics and Kongju National University
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Abstract:

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옵션모형, 부도거리, 부실화확률, 은행위기, Option-Based Approach, Distance to Default, Probability of Default, Banking Crisis