문화기술의 융합 (The Journal of the Convergence on Culture Technology)

  • 제8권1호
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  • Pages.435-440
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  • 2022
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  • 2384-0358(pISSN)
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  • 2384-0366(eISSN)
국제문화기술진흥원 (The International Promotion Agency of Culture Technology)
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부동산가격변동이 은행의 건전성에 미치는 영향

The Effect of Changes in Real Estate Prices on the Soundness of Korean Banks

  • 정헌용 (남서울대학교 경영학과)
  • 투고 : 2021.12.31
  • 심사 : 2022.01.08
  • 발행 : 2022.01.31
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초록

본 연구는 부동산가격변동이 우리나라 은행의 건전성에 미치는 영향을 다중회귀모형을 이용하여 분석하였다. 분석 결과, 부동산가격변동은 대출의 증가를 통해 은행의 고정이하여신비율을 유의하게 증가시키는 것으로 나타났다. 거시경제변수 중에서 단기금리는 은행의 BIS 자기자본비율, 고정이하여신비율 및 유동성커버리지비율 등 모든 건전성 지표에 유의한 영향을 미치는 것으로 나타났다. 은행특성지표 중에서 대출증가율은 BIS 자기자본비율에 유의한 음(-)의 영향을 미치고, 부동산담보대출비율은 유의한 양(+)의 영향을 미치는 것으로 나타났다. 또한 고정이하여신비율은 BIS 자기자본비율에 유의한 음(-)의 영향을 미치고 유동성커리지비율은 BIS 자기자본비율에 유의한 음(-)의 영향을 미치는 것으로 나타났다.

This study analyzed the impact of changes in real estate prices on the soundness of Korean banks using multiple regression models. As a result of the analysis, changes in real estate prices significantly increase the banks' non-performing loans through the increase in loans. Among macroeconomic variables, short-term interest rates were found to have a significant effect on all soundness indicators such as BIS capital adequacy ratio, non-performing loans ratio, and liquidity coverage ratio. Among the bank characteristics indicators, the loan growth rate had a significant negative effect on BIS capital adequacy ratio, and the real estate mortgage rate had a significant positive effect. In additional, it was found that non-performing loans ratio and liquidity coverage ratio had a negative effect on BIS capital adequacy ratio.

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과제정보

이 논문은 2021년도 남서울대학교 학술연구비 지원에 의해 연구되었음

참고문헌

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