BaselⅢ 관련 수협은행의 위험가중자산 추정모형에 관한 실증연구
(주)코리아스칼라
- 최초 등록일
- 2016.06.04
- 최종 저작일
- 2016.04
- 14페이지/ 어도비 PDF
- 가격 4,600원
* 본 문서는 배포용으로 복사 및 편집이 불가합니다.
서지정보
ㆍ발행기관 : 한국수산경영학회
ㆍ수록지정보 : 水産經營論集 / 47권 / 1호
ㆍ저자명 : 최계정, 김병호
영어 초록
Suhyup Bank became to be subject to regulation of capital ratio by BaselⅢ which was introduced in order to enhance stability of the financial institution. Accordingly, Suhyup Bank will require recapitalization. It is important to estimate the risk-weighted assets in calculating of Suhyup Bank’s recapitalization scale. Therefor, this study aimed to present a scientific model as estimated the risk-weighted assets. Risk-weighted assets are calculated by applying different risk weights for loans, may have a certain relationship with the loans. Results show that the risk-weighted assets is affected by the previous year’s riskweighted assets and influenced the increase in loans during the year. Since the required basic capital adequacy ratio was specified, the risk-weighted assets should be predicted reasonably. Accordingly, on this study it was tried to derive the accounting equation to predict the risk-weighted assets based on management data of a bank since introduction of BaselⅢ. As the risk-weighted assets were weighted differently according to the type of loans, if the accounting equation is derived by using the type of loans, then it would be helpful for the risk management of banks in the long-term. According to this, the increase of loan would be predicted on the basis of past management performance of Suhyup Bank, and for this reason, the future risk-weighted assets of Suhyup Bank were predicted. The result of this study was showed that 98.3% of risk-weighted assets of the previous year, 62.4% of the secured loan changes and 95.1% of the credit loan changes affected risk-weighted assets.
참고 자료
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