• The Korean Journal of Financial Studies
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• v.14 no.1
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• pp.119-158
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• 2008

본 연구에서는 복합금융그룹의 부실위험을 그룹전체기반 측도로 측정하는 방법론을 비교하고 국내 복합금융그룹의 자료를 이용하여 실증분석한다. Joint Forum(2001a) 방법은 연결기준을 사용하여 그룹내 자본의 중복요소들을 상계한 후 필요자본 대비 자기자본비율을 구한다. 신BIS 규제자본 방법은 Vasicek(1987)의 점근적 단일위험 모형을 가정하여 자산의 전체기반 위험을 측정하고 연결기준을 사용하여 자본의 중복계상을 배제하여 측정한다. 개별 경제적 자본 방법은 개별 경제적 위험을 수준별로 합산하여 전체기반 경제적 자본을 빌딩블록 방식으로 합산한다. 경제적 자본 방법은 위험 측정시 겪게 되는 극단적 손실 문제와 결합분포의 비대칭성을 반영할 수 있는 방법을 측정시 포함시킬 수 있다. 국내 복합금융그룹의 자료를 이용하여 실증분석을 한 결과, 첫째, 개별 재무지표에서 복합금융그룹 소속회사들의 ROA, ROA 변동성 그리고 총자산 대비 자기자본비율이 우량한 것으로 나타났다. 특히 가장 비중이 큰 은행산업에서 위 개별 재무지표는 복합금융그룹 소속회사에서 우량하게 나타난다. 둘째, 그룹전체기반 위험자본 측도로서 필요자본 대비 자기자본 비율과 연결기준 BIS비율을 살펴본 결과 은행계열 금융그룹의 부실위험이 낮은 것으로 판단된다. 전체적으로 국내 복합금융그룹의 부실위험은 높지 않은 것으로 판단된다. 이상의 결과를 바탕으로 복합금융그룹에 대한 리스크상시감시방안에의 시사점을 살펴보면, 첫째, 복합금융그룹 소속 금융회사에 대한 리스크 평가시 그룹전체기반 부실위험평가를 반영하여 이를 측정할 필요가 있다. 둘째, 권역별로 통일된 리스크감시를 위해 권역별 자기자본규제의 형평성을 제고할 필요가 있다.

• The Korean Journal of Financial Management
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• v.26 no.2
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• pp.113-153
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• 2009

Financial conglomerates combine banking, securities, insurance and other financial services within a single economic entity. In this paper we analyze the effect of financial conglomeration on the default risk of financial companies in the Korean financial industry. We use two risk measures based on individual company level as proxies of the default risk, one is Z-index proposed by Altman(1968) and the other is the weighted capital adequacy ratio. We find that financial conglomeration has a negative effect on the default risk of financial companies. The asset size and diversity level of financial conglomerates, however, are negatively correlated with the default risk of financial companies. These results mean that in the Korean financial industry, even though the economy of scale and scope does exist, financial conglomeration does not translate into lower risk of financial companies composing financial conglomerates.

• Journal of Nutrition and Health
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• v.55 no.1
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• pp.120-140
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• 2022

Purpose: The purpose of the study was to investigate whether adherence to the Korea Healthy Eating Index (KHEI) was associated with metabolic syndrome and risk markers. Methods: The participants included 8,345 adults, aged 20-59 years, who took part in the 7th Korea National Health and Nutrition Examination Survey (KNHANES). The data were analyzed using a complex-sample t-test, the Rao Scott χ²-test, and logistic regression analysis on the SPSS v. 26.0 software. The participants were divided into four groups by quartiles of KHEI scores. Results: The average KHEI score was 61.06 points out of 100, and the women's score (62.50 points) was significantly higher than that of men (59.63 points). The KHEI quartiles status showed significant differences by age (p < 0.001), household income (p < 0.001), smoking status (p < 0.001), and food security. Specifically, the KHEI quartiles in the men showed significant differences in education (p < 0.001) and economic activity (p < 0.001) whereas those of women showed significant differences in alcohol-consumption (p < 0.001), depression (p < 0.01) and eating-out (p < 0.001). As the KHEI scores increased, the proportion of subjects with an energy intake below the estimated energy requirement (EER) was lower, and significantly better levels of intake were observed for carbohydrate, protein, vitamin C, calcium, vitamin B₁, vitamin B₂, and niacin. The incidence of the metabolic syndrome risk factors, hypertriglyceridemia and hyperglycemia for men and hypertension, and hyperglycemia for women showed significant differences. The KHEI scores were inversely associated with abdominal obesity, hypertriglyceridemia, low high-density lipoprotein cholesterol, hyperglycemia, hypertension, and metabolic syndrome. Conclusion: Based on these results, we conclude that higher adherence to the KHEI was associated with lower metabolic syndrome risk factors and incidence of the metabolic syndrome.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.10a
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• pp.539-540
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• 2021

In this paper, we consider the management scheme of the crowd group in the sensor networks. In the case of the networks searching the critical area, the operation of crowd group can affect the mission implement. The mobile sink system leading the group networks can change the network configuration as the dangerous data gathered from group sensor nodes. The dynamic network management provides the important role to the mission of mobile sink to react the dangerous environments.

• Journal of Korean Society of Transportation
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• v.27 no.3
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• pp.17-28
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• 2009

To analyze the risk according to accident types by novice and experienced drivers, it is used the accidents data which occurred for 2 years(2005~2006) in Korea. It is defined that novice driver is a people who is not passed 1 year after getting a driving licence and experienced driver is a people who is passed 1 year in this study. It is used a risk model to compare and analyze about the risk between two groups. The risk model is developed to apply together two variables which is accidents frequency and severity. Then it is used a conceptual weight to find that proper rate between accident frequency and fatal accident frequency. It is found a weight($\omega=0.6$) to suitable value to apply a risk model. The results showed that collision with obstacles, angle collision($90^{\circ}$) types to novice driver group have bigger risk than experienced driver group.

• KDI Journal of Economic Policy
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• v.28 no.1
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• pp.145-191
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• 2006

This paper studies implications of financial conglomeration for both financial risk of individual conglomerates and systemic risk potential in post-crisis Korea. Our analyses suggest that we cannot conclude that financial conglomerates are taking on higher risks relative to non-conglomerate independent institutions. We also find that larger financial institutions show a significantly higher profitability and lower variability in profitability operating on a superior efficient frontier. However, it turns out that the consolidation has raised systemic risk potential as direct and indirect interdependencies among large banking institutions have substantially increased. Furthermore, financial conglomerates have become more vulnerable to contagion risks from non-bank sectors and capital markets. In the face of the shifting risk structure, financial supervisory and regulatory systems must be upgraded toward a more risk-based, consolidated supervision. Prompt corrective action provision for financial conglomerates must be based upon fully consolidated group risks, and effective supervisory devices need to be introduced to avoid inadvertent extension of public safety net to cross-sectoral activities of financial conglomerates. It is also critical to strengthen internal control and risk management capacities at financial conglomerates, and to establish strong market discipline by improving information transparency and monitoring incentives in the financial market.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.8 no.6
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• pp.1284-1290
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• 2004

In market-basket analysis, weighted association rule(WAR) discovery can mine the rules which include more beneficial information by reflecting item importance for special products. However, when items are divided into more than one group and item importance for each group must be measured by different measurement or separately, we cannot directly apply traditional weighted association rule discovery. To solve this problem, we propose a novel methodology to discovery the weighted association rule in this paper In this methodology, the items should be first divided into sub-groups according to the properties of the items, and the item importance is defined or calculated only with the items enclosed to the sub-group. Our algorithm makes qualitative evaluation for network risk assessment possible by generating risk rule set for risk factor using network sorority data, and quantitative evaluation possible by calculating risk value using statistical factors such as weight applied in rule generation. And, It can be widely used for new model of more delicate analysis in market-basket database in which the data items are distinctly separated.

• Journal of Korean Ophthalmic Optics Society
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• v.17 no.4
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• pp.449-455
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• 2012

Purpose: This study was found the risk factors of cataract by gender in elder and older Korean adults. Methods: We investigated the data for 5,024 (men 2,163 people, women 2,861 people) people, aged 40-95 years, from the Korean National Health and Nutrition Examination Survey. We divided into two groups (group 1: 40-64 years, group 2: 65-94 years). We divided into two groups (group 1: 40-64 years, group 2: 65-94 years). Cataract was decided in case of at least one eye with lens opacity. We presented significant odds ratio (OR) increase of cataract according to the obesity and socioeconomic information including house income and education level after adjusting for diabetes, hypertension, high triglyceride, outside active, smoking and drinking habits in two groups with distinction of sex. Results: House income (or education) was strongly related to the prevalence of agerelated cataract in all groups. In models adjusting for all other related factors, cataract patients with lower income and education had a higher prevalence of cataract (group1: OR, 1.84[1.17-2.91], OR, 3.00[1.90-4.74], group 2: OR, 3.47[2.53-4.74], OR, 7.44[5.41-10.23] for men. In comparison, for women, cataract patients with lower income, lower education and obesity had a higher prevalence of cataract (group1: OR, 1.72[1.14-2.60], OR, 4.48[2.72-7.38], OR, 1.40[1.10-1.82], group 2: OR, 2.32[1.70-3.16], OR, 29.99[20.31-44.28], OR, 1.27[1.04-1.54]). Conclusions: Factors of low socioeconomic status were associated with age-related cataract in Korean. Obesity-cataract association was stronger in women.

• International Journal of Highway Engineering
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• v.11 no.2
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• pp.195-203
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• 2009

This research wished to risk type and examine closely driver special quality and relation of traffic accidents by occurrence type of traffic accidents and traffic accidents seriousness examine closely relation with Severity. Fractionate traffic accidents type by eight, and driver's special quality for risk group's classification did to distinction of sex, vehicle type, age etc. analyzed relation with injury degree adding belt used putting on availability for security the objectivity with wave. Used log-Linear model and Logit model for analysis of category data. A head-on collision and overtaking accident, right-turn accident are high injury or death accident and possibility to associate in relation with accident type and seriousness degree. In risk group analysis The age less than 20 years in motor-cycle driver, taxi driver in 41 years to 50 years old are very dangerous. The woman also was construed to the more risk group than man from when related to car, mini-bus, goods vehicle etc. Therefore, traffic safety education and Enforcement for risk group that way that can reduce accident that produce to reduce a loss of lives at traffic accidents appearance a head-on collision and overtaking accidents, right-turn accidents should be studied and as traffic accidents weakness class may have to be solidified.

• 한국벤처창업학회:학술대회논문집
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• 2020.06a
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• pp.129-134
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• 2020

본 연구 목적은 MBTI에 의해 구분되는 인간의 성격유형에 따라 금융투자자들의 위험선호의 차이 유무, Private Banker의 투자 조언의 수용, 그리고 Private Bank Service의 사용의도에 어떠한 영향을 미치는지 알아보는 것이다. 또한 MBTI의 성격유형별 주기능 사용의 차이에 기인한 개인의 특성이 위험선호에 미치는 영향을 알아보는 것이다. 이를 위해 본 연구는 실험군인 고액자산가(HNWI)와 대조군인 학생의 MBTI 성격유형을 개별로 검사하고 Holt and Laury (2002)와 Weber et al. (2002)의 설문을 활용하는 실증적인 비교분석을 실시하였다. 본 연구의 결과, 첫째, Holt and Laury(2002)의 Lottery연구에서 고액자산가와 일반 대조군 그리고 MBTI의 주기능분류(ST, NF)에 따른 차이는 존재하였다. 특히 고액자산가의 경우 ST와 NF 그룹의 차이가 존재하는 것을 확인하였다. 둘째, Weber et al.(2002)의 위험 감수를 측정하는 심리측정 요인 중 Gamble(g) Recreation(r)의 특성이 고액자산가에서 위험선호도에 미치는 영향이 높은 것으로 나타났다. 이러한 결과는 개인의 일상생활에 관련한 특성 또는 금융과 관련 없는 취미생활이 개인의 위험선호도에 반영될 수 있음을 나타내는 것으로 기존의 문헌들의 연구결과를 지지한다고 할 수 있다. 셋째, MBTI의 선호지표점수에 따라 위험선호도에 차이가 존재하였다. MBTI T점수가 높을 경우 위험선호도가 낮은 것을 확인할 수 있었으며, 고액자산가그룹에는 영향이 없는 것으로 밝혀졌다. 넷째, MBTI 유형도표의 태도지표에 의해 구분된 유형들에 따라 전체 금융자산 대비 Private Banker를 이용하는 비율의 차이가 존재하는 것으로 밝혀졌다. 고액자산가를 대상으로 분석한 결과 태도유형 EP의 경우 다른 그룹에 비해 이용비율수준이 낮아 MBTI로 분류된 성격유형에 따라 전체금융자산 대비 Private Banker의 이용수준에도 영향이 있음을 확인하였다.