• International Area Studies Review
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• v.22 no.1
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• pp.123-140
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• 2018

This paper analyzes herd behavior observed in the loan market from 2001 to 2014 using a panel data on commercial banks including state-owned banks, domestic private banks, foreign banks, and Islamic banks. The paper finds evidence that herd behaviors of domestic private and foreign banks have been pronounced and long-lasting around the 2008 global financial crisis when state-owned banks did not show such a behavior. This result shows that since private banks tend to be keen on maximizing profits and avoid financial risks exposed by lending during a financial crisis, their lending decisions are not independent but dependent on whether other banks increase loans or not. On the other hand, Islamic banks do not show herd behavior during the financial crisis. This finding is consistent with earlier studies that Islamic banks have different characteristics, such as profit and operation mechanisms, from other private banks. Another interesting finding is that when it comes to rural loans, all the banks' herd behavior is short-lived and the herding indexes are quite volatile. This finding is attributable to distinct features of rural loans. Usually maturities of rural loans are shorter than city loans and related to the cycle of farming. Agricultural production is heavily dependent on unpredicted factors, such as floods and droughts, not previous year's production. Lastly, the paper finds a herding across bank type that state-owned, foreign, and Islamic banks follow domestic private banks'lending decisions.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.2
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• pp.625-630
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• 2017

We analyzed the relationship between small- and medium-sized corporate bank loans and bank's equity ratio, as well as small- and medium-sized corporate bank loans and bank's performance in Korean banking industry. Using the data from the Bank of Korea and the Financial Supervisory Service, we made a panel data set, including small and medium corporate loan ratio, BIS ration, basic equity ratio, performance ratio, etc. We found a positively significant relationship between small- and medium-sized corporate loans and bank's equity ratio. There was a positive change of this relationship between the pre-financial crisis and post-financial crisis periods. In the post-financial crisis period, small- and medium-sized corporate bank loans had a significantly positive impact on the bank's equity ratio and bank's performance. We expect that these results will give new insights and contribute to the already-existing knowledge as well as to the Korean government institutions that are interested in the impact of small- and medium-sized corporate bank loans.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.16 no.8
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• pp.5267-5272
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• 2015

This paper analyzes the relationship between the industry bank loan concentration and its risk using the Korean bank loan data. We focused on the construction and real estate industry which are controversial on the non performing loans. We used the construction or leasing real estate industry bank loan ratio of the corporate bank loan as the bank loan concentration proxies. The bank risk are measured as the equity capital rate or the size of non performing loans. According to the results of this research, the preceding bank loan ration of the construction industry or the leasing real estate industry decreases the non performing loans and increases the equity capital rate. The bank loan concentration to the specific industry may not increase bank risk. The bank loan concentration may decrease the information asymmetry and improve the screening abilities the non performing loans. We suggest that the bank loan concentration on the construction or leasing real estate industry in the Korean economy may not directly connected to the bank risk.

• The Korean Journal of Financial Management
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• v.15 no.2
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• pp.211-233
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• 1998

본 연구에서는 대기업의 부도가 은행주가수익률에 미친 영향을 분석하였다. 분석대상사건은 1997년의 한보철강 부도, 삼미그룹 법정관리신청, 기아자동차 부도유예협약적용을 택하였다. 분석결과는 다음과 같다. 첫째, 사건기간의 시장모형(OLS Market Model)에 의한 평균초과수익률과 누적평균초과수익률이 은행전체와 대출은행 그룹에 대하여 유의한 (-)의 반응을 보여 신정보가설이 지지되었다. 둘째, 대출은행그룹의 평균초과수익률과 누적평균초과수익률이 기타은행그룹에 대하여 유의한 (-)의 차이를 나타내었다. 그러나 기타은행의 경우에도 사건일을 전후하여 평균초과수익률이 유의한 (-)의 반응을 보여 일부 투자자감염효과가 나타났고, 대출은행의 누적초과수익률이 대출지분비율(=부도 대기업에의 대출금액/자기자본)과 유의한 (-)의 선형관계를 보이지 않아 주가반응 정도가 대출정도를 반영한다는 합리적가격결정가설은 기각되었다. 셋째, 대출은행의 누적초과수익률과 자기자본비율(=자기자본/총자산)이 사건기간 전체에 대하여 유의한 (+)의 선형관계로 나타나지 않아 재무건전성이 높은 은행이 거래기업의 부도와 같은 부정적 정보에 더 저항적일 것이라는 자본적합성가설은 기각되었다. 이상의 결과는 신정보가설을 제외하고는 미국 등의 선행연구와 다른 것이며 우리나라의 경우 대기업 부도에 따른 은행주가반응에 관한 한 준강형 효율적 시장가설을 지지하는 증거가 부족하다는 것을 시사한다.

• Journal of the Economic Geographical Society of Korea
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• v.16 no.4
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• pp.631-646
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• 2013

This paper empirically explores the pattern of causality between bank lending and housing prices in Korea over a period of the early 1990s to the end of 2000s by employing a long term cointegration and short-term time series regression analysis. Although the contemporaneous correlation between bank lending and housing prices is large, the analysis shows that the intense interaction between credit growth and bank lending to household arises from a growth in banking lending responding to an increase in housing prices. In addition, the regulatory change such as the introduction of financial constraints on bank loans such as LTV and DTI in the early and mid-2000s has played a significant role in stabilizing financial and real estate markets.

• Journal of Venture Innovation
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• v.2 no.2
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• pp.117-126
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• 2019

This study conducted correlation analysis and multiple regression analysis using financial statements, loan structure, ROA and ROA volatility of domestic commercial banks, regional banks and special banks for the past five years (2012 ~ 2016). The result is as follows. First, as a result of correlation analysis, bank's ROA is positively related to household loans and SME loans, but it is negatively correlated with the ratio of loans to large companies, sector bias, and loan loss provision ratio. Second, ROA volatility was negatively related to household loans and SME loans, but it was positively correlated with large corporate loans, sector bias ratio, and loan loss provision ratio. Third, as a result of the regression analysis, the variables that have a statistically significant effect on the ROA volatility of banks were household loans, SME loans, and large enterprise loans. From these empirical results, special banks with high volatility in profits need to diversify loan types and sectors in order to achieve business performance outside of policy finance. and Especially, Suhyup Bank and Nonghyup Bank, which have a large commercial role, have a large size per unit by focusing on short-term profit and Rather than focusing on large companies or large loans that are easy to obtain financial information, it is necessary to focus management capabilities on household loans and SME loans by developing capabilities such as screening techniques.

• The Magazine for Energy Service Companies
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• s.32
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• pp.30-31
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• 2005

이번 상품은 일반대출 형태에 팩토링 요소가 복합된 ESCO고객 맞춤형 상품으로 정책자금을 기반으로 한 저금리 상품이다. 기존의 상품이 ESCO를 대상으로 시설자금 대출만을 지원했다면 이번에 국민은행에서 새로 내놓은 상품은 시설 완공 후에 발생하는 매출채권에 대하여도 은행이 할인 매입하는 새로운 대출방법이다.

• The Journal of the Convergence on Culture Technology
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• v.8 no.2
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• pp.47-52
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• 2022

The purpose of this study is to identify the risk level of Chinese commercial banks' loan assets and to analyze what factors affect the stability of Chinese commercial banks. In addition, Chinese commercial banks are classified based on the asset size of 200 billion yuan, and the difference in stability according to size is investigated. The analysis results are as follows. First, it was estimated that as the proportion of household and corporate loans of commercial banks in China increased, the stability of banks decreased. Although the Chinese financial authorities are currently restricting the conservative management of loan assets, it will be necessary to preemptively manage risk on loan assets by setting an appropriate standard for loan-to-deposit ratio in the future. Second, as a result of analyzing the stability of large banks based on 200 billion yuan of bank assets, it was estimated that the stability of large banks was lower. As large banks are likely to conduct aggressive loan asset management, continuous management of non-performing assets is required in the future. This study will serve as a measure for improving the stability of commercial banks in China by estimating the effect of loan asset management of Chinese commercial banks on financial stability. In particular, by examining the stability of large banks, a strategy for sustainable development of the financial industry is required by diagnosing the weaknesses of large banks.

• The Journal of the Convergence on Culture Technology
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• v.7 no.4
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• pp.1-7
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• 2021

The purpose of this study was to analyze the effect of household loan share on bank management soundness. The results of the empirical analysis are summarized as follows. First, as a result of estimating coefficient of the mortgage loan ratio shows a significant negative relationship with the BIS equity capital ratio of banks. In addition, it was found that the mortgage loan ratio had a significant positive (+) effect on Eunhae's BIS and equity capital ratio after the financial crisis. Second, as a result of the estimation coefficient of the mortgage ratio showed a significant positive (+) relationship with the NPL of the bank and below. In addition, it is estimated that the bank's secured loan ratio changed significantly before and after the financial crisis in the effect of banks' NPL and substandard-and-below loans. It is expected to make implication to financial policy and banking regulation and supervision. We believe that more efforts should be made to increase the soundness of household loans in preparation for risk factors that may arise from exogenous factors such as changes in the international financial environment and falling property prices.

• Information Systems Review
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• v.4 no.2
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• pp.361-376
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• 2002

This paper proposes a framework for integrated credit risk management system in domestic bank financial institutions. Credit evaluation system, loan processing system, credit monitoring system, and credit risk management system are integrated for efficient and effective risk-adjusted performance management in this framework. Risk exposures, not only for each credit, but also for bank's whole credit portfolio need to be measured and analyzed through the concept of Value-at-Risk (VaR). The effects of changes in credit ratings of individual loaners on bank's credit risk exposure are also considered. We tried to model this integrated credit risk management system by using object-oriented modeling language, UML.