• Proceedings of the KAIS Fall Conference
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• 2009.12a
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• pp.727-730
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• 2009

국내일반은행 연체율은 그룹(대출형태)별로 다양한 원인에 의해서 연체율 결정이 이루어지고 있어 복잡성을 띠고 있다. 본 연구에서는 복잡성을 띠고 있는 연체율의 제 변인들을 파악하기 위해 패널 데이터 모형를 이용한 연구 모형을 설정하고 이를 통해 연체율에 결정적으로 영향을 미치는 제 변인에 대하여 조사, 분석, 검증한다. 본 연구는 3 그룹(기업대출, 가계대출, 신용카드 대출)을 분석대상으로 하였다. 분석기간은 2005년 1월부터 2009년 6월까지의 자료를 이용하였고. 국내은행 연체율을 종속변수로 설정하고 소비자물가지수, 종합주가지수, 환율, 동행(경기)종합지수, 국민주택채권, 고용률을 독립 변수로 투입하였다. 국내일반은행 연체율 요인을 추정한 결과 소비자물가지수는 정(+)의 영향을 미치는 유의한 변수로 나타나고 동행(경기)종합지수와 종합주가지수는 음(-)의 영행을 나타내는 유의적인 변수이지만 환율, 국민주택채권 그리고 고용률은 각각 유의적인 음(-)의 영행을 나타내는 비유의적인 변수로서 연체율에 큰 영향으로 주지는 않은 것으로 나타났다.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1293-1305
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• 2016

In this paper, we develop debt collection predictive models for the person in arrears by utilizing the direct loan data of the Korea Student Aid Foundation. We suggest credit risk scorecards for overdue student direct loan using the developed 3 models. Model 1 is designed for 1 month overdue, Model 2 is designed for 2 months overdue, and Model 3 is designed for overdue over 2 months. Model 1 shows that the major influencing factors for the delinquency are overdue account, due data for payment, balance, household income. Model 2 shows that the major influencing factors for delinquency loan are days in arrears, balance, due date for payment, arrears. Model 3 shows that the major influencing factors for delinquency are the number of overdue in recent 3 months, due data for payment, overdue account, arrears. The debt collection predictive models and credit risk scorecards in this study will be the basis for segmented management service and the call & collection strategies for preventing delinquency.

• Korea Real Estate Review
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• v.28 no.3
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• pp.21-35
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• 2018

The recent performance of residential mortgages demonstrated how default risk operated separately from prepayment risk. In this study, we investigated the determinants of the borrowers' decisions pertaining to early termination through default from the mortgage performance data released by Freddie Mac, involving securitized mortgage loans from January 2011 to September 2013. We estimated a Cox-type, proportional hazard model with a single risk on fundamental factors associated with default options for individual mortgages. We proposed a mortgage default model that included two specifications of delinquency: one using a delinquency binary variable, while the other using a delinquency probability. We also compared the results obtained from two specifications with respect to goodness-of-fit proposed in the spirit of Vuong (1989) in both overlapping and nested models' cases. We found that a model with our proposed delinquency probability variable showed a statistically significant advantage compared to a benchmark model with delinquency dummy variables. We performed a default prediction power test based on the method proposed in Shumway (2001), and found a much stronger performance from the proposed model.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.407-419
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• 2006

In this paper, we analyze household overdue loans in Korea which has been causing serious social and economical problems. We consider customers of Bank A in Korea and focus on overdue cash services which have been snowballing in the past few years. From analysis of overdue loans, one can predict possible delays for current customers as well as build a credit evaluation and risk management system for future customers. As a statistical analytical tool, we propose a two-stage Generalized Linear regression Model (GLM) which assumes a logistic model for presence/non-presence of overdue and a gamma model for the amount of overdue in the case of overdue. We perform goodness of fit test for the two-stage model and select significant explanatory variables in each stage of the model. It turns out that age, the amount of credit loans from other financial companies, the amount of cash service from other companies, debit balance, the average amount of cash service, and net profit are important explanatory variables relevant to overdue credit card cash service in Korea.

• The Journal of the Korea Contents Association
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• v.18 no.4
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• pp.416-427
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• 2018

As the loan size of real estate PF is huge, its market ripple effect gets bigger when overdue occurs. Accordingly, the management of the delinquency rate and macroeconomic analysis are required. As the preceding research mainly proceeded with microeconomic analysis through the real estate PF data of individual banks to evaluate importance of list or analyzed core factors for delinquency, it lacked research on comprehensive real estate PF size. In order to overcome the limitations of such data, this research studied real estate PF delinquency rate of the entire market and effect relationship by the size. The research utilized the size of real estate PF loans, money supply, interest rate, consumer price index(CPI), and GDP data. Also, it applied the first model of VECM as linear relationship between at least two or more variables, following the result of co-integration test. As a result of Granger-causality test, the real estate PF loans delinquency rate is influenced by their loan size, and as a result of impulse response analysis, the interest rate is shown to be affecting delinquency rate the most. Interest rate could risesomeday and aggravate the delinquency rate of real estate PF. Also, risk exposure could be serious as the loan size increases.Therefore, the management of real estate PF delinquency rate requires continuous monitoring, tracking and observing issued loans from a macro point of view. The plans to prevent delinquency will be necessary.

• Korean Journal of Environmental Biology
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• v.24 no.1 s.61
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• pp.19-28
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• 2006

A survey was carried out two times at 11 localities on the marine molluscan fauna of Saemangeum during the periods from August 3rd to August 5th, and from August 23rd to August 25th 2003. The total number of molluscan species identified in this study was 88 species in 40 families, and among them 51 species in 34 families include Eurytrochus cognatus were new to the fauna of Saemangeum. In addition to the previously described 58 species in 31 families, a total of 109 species in 48 families of marine mollusca have been reported at Saemangeum up to date.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.1
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• pp.272-277
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• 2010

In respect complication of group, rate of arrearage in domestic bank is composed of various factors. This paper studies focus on estimating the determinants of the rate of arrearage in domestic bank using panel data model. The volume of analysis consist of 3 groups(loaned patterns of enterprise, housekeeping, credit card). Analyzing period be formed over a 54 point(2005. 1~ 2009. 06). In this paper dependent variable setting up rate of arrearage in domestic bank, explanatory(independent) variables composed of the consumer price index, composite stock price index, rate of exchange, the coincident composite index, national housing bonds and employment rate. The result of estimating the rate of arrearage in domestic bank provides empirical evidences of significance positive relationships between the consumer price index However this study provides empirical evidences of significance negative relationships between the coincident composite index and the composite stock price index. The explanatory variables, that is, rate of exchange, national housing bonds and the employment rate are non-significance variables of negative factor. Implication of these findings are discussed for content research and practices.

• Food Industry
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• s.221
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• pp.20-44
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• 2011

식품의약풍안전청은 HACCP 적용을 원하는 소규모 식품업체의 눈높이에 맞춰 쉽고, 빠른 시간내에 적은 비용으로 HACCP 지정을 받을 수 있도록 "소규모 업소용 HACCP 표준기술서"를 보급하고 있으며 이번 표준기술서는 어유가공품 중 어묵류, 냉동수산식품 중 어류 연체류 조미가공품， 냉동식품 중 피자류, 만두류, 면류, 빙과류, 비가열음료, 레토르트식품, 김치류 중 배추김치에 대해 기술되어 있어 관련 자료를 요약 연재하고자 함.

• Food Industry
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• s.222
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• pp.30-53
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• 2011

식품의약품안전정은 HACCP 적용을 원하는 소규모 식품업체의 눈높이에 맞춰 쉽고, 빠른 시간내에 적은 비용으로 HACCP 지정을 받을 수 있도록 "소규모 업소용 HACCP 표준기술서"를 보급하고 있으며 이번 표준기술서는 어유가공품 중 어묵류, 냉동수산식품 중 어류 연체류 조미가공품, 냉동식품 종 피자류 만두류, 면류, 빙과류, 비가열음료, 레토르트식품, 김치류 중 배추김치에 대해 기술되어 있어 관련 자료를 요약 연재하고자 함

• Food Industry
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• s.223
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• pp.23-46
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• 2011

식품의약품안전청은 HACCP 적용을 원하는 소규모 식품업체의 눈높이에 맞춰 쉽고, 빠른 시간내에 적은 비용으로 HACCP 지정을 받을 수 있도록 "소규모 업소용 HACCP 표준기술서"를 보급하고 있으며 이번 표준기술서는 어유가공품 중 어묵류, 냉동수산식품 중 어류 연체류 조미가공품, 냉동식품 중 피자류 만두류, 면류, 빙과류, 비가열음료, 레토르트식품, 김치류 중 배추김치에 대해 기술되어 있어 관련 자료를 요약 연재하고자 함.