• KDI Journal of Economic Policy
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• 제32권3호
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• pp.71-99
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• 2010

Adrian and Brunnermeier(2009)가 제안한 CoVaR는 위기의 파급효과를 측정하는 데 유용한 도구이다. 특히 어떤 금융기관이 금융시스템에 대해 어느 정도의 잠재적 리스크를 갖고 있는지를 측정할 수 있다. 본 연구는 CoVaR를 추정하는데 있어서 Adrian and Brunnermeier(2009)가 사용한 분위수 회귀방식이 아니라 이변량 정규분포 및 $S_U$-정규분포 등 모수적 분포함수를 이용하여 CoVaR를 추정하는 방법을 제안한다. 이들 모형을 이용하여 국내 은행산업을 대상으로 CoVaR를 추정하고, 이를 통해 CoVaR의 현실적 유용성을 점검함과 동시에 각 모형들의 추정 성과를 비교한다. 추정 결과, 은행들이 시스템리스크에 양(+)의 기여를 하고 있는 것으로 나타났다. 모형별로는 $S_U$-정규분포모형에 비해 분위수 회귀와 정규분포모형이 CoVaR를 (절댓값에서) 크게 과소평가하며, 위기수준을 높일수록 그 정도가 심해지는 것으로 나타났다.

• 산업경영시스템학회지
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• 제43권1호
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• pp.34-41
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• 2020

There has not been any scientific analysis on appropriate size of workforce and salary for civilian workers in military so far. Thus, this paper conducted analysis on propriety in employment size of military doctrine researchers using system dynamic methodology based on annual military doctrine workload. Vensim software was mainly used to measure complement of the research group based on data from job analysis. Secondly, a multiple regression analysis was performed to study an appropriate wage for researchers based on their expertise and working condition. The data from twenty public research institutions and twenty eight job positions that are performing similar duty with military doctrine researchers was obtained and utilized to create a salary-estimation regression equation in the analysis. Finally, with cost-benefit analysis method this paper studied financial effectiveness of hiring military doctrine researchers. Contingent valuation method, which has been recognized as one of the most effective methodologies in cost-benefit analysis on intangible value, was utilized to measure benefit of hiring the researchers. The methodology presented in this paper can be applied to measure and improve the efficiency of military organization not only in military doctrine research area but also in several military functional area (military training, logistics, administration, combat development, and combat support).

• 무역상무연구
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• 제61권
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• pp.273-302
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• 2014

Project finance ("PF") is a method of raising long-term debt financing based on lending against the cash flow generated by the project alone. Project finance is a nonrecourse or limited recourse financing structure against the sponsors(or the investors). The debt terms in a project finance are not based on the creditor's credit support or on the value of the assets of the project. Lenders rely on the future cash flow to be generated by the project for debt repayment and interest, rather than the value of the project or the credit ratings of the sponsors. The non-recourse or limited recourse financing usually prompt potential project finance lenders to assess carefully all possible risks that might arise in a project to ensure that those risks are mitigated and controlled. In this respect, project finance is a opposite financing method of corporate finance. Project finance has rapidly grown over the last 20 years due to the worldwide process of privatization of public sector and development of natural resources. Global project finance volume reached the record USD 406.5 billion in 2011. In 2012, however, Global project finance volume dropped 6% to USD 382.3 billion. Infrastructure overtook Energy to lead all sectors with USD 113.6 billion. It is generally recognized that there are more and higher risks in project finance compared with corporate finance. Project finance is exposed to commercial risks as well as political risks. The main commercial risks are completion risks, environmental risks, operating risks, input supply risks, revenue risks, etc, and the main political risks are currency convertibility and transfer risks, expropriation risks, war and civil disturbance risks, risks of breach of government concession agreement, etc. Completion risks include permits risks, risks relating to the EPC Contractor, construction cost overrun, delay in completion, inadequate performance on completion, etc.

• 기술혁신학회지
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• 제21권2호
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• pp.663-683
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• 2018

본 연구는 우리나라 중소기업 R&D 조세지원의 효과성을 분석하고, 중소기업 R&D 활성화를 촉진할 수 있는 조세지원제도 개선방안을 도출하고자 하였다. 이를 위하여 최근 3년간 기업별 조세감면액 자료에 고정효과 모형(Fixed Effect Model)과 확률효과 모형(Random Effect Model), 그리고 패널 음이항모형(Panel Negative Binomial Model)을 적용하여 분석을 수행하였다. 분석 결과, 동일 규모의 재정을 투입하는 경우 R&D 조세감면이 R&D 직접지원에 비해 R&D 투자 제고효과는 5.3배, 연구원 수 증가효과는 4.3배 높은 것으로 나타났다. 지역별로는 비수도권 소재 기업에서 조세감면의 효과가 직접 지원보다 높게 나타났다. 이를 바탕으로 중소기업 R&D 활성화를 위해 창업 중소기업의 미사용 R&D 세액공제액의 세금 포인트 전환, 중소기업의 R&D설비투자 비용에 대한 최저한세 적용 배제, R&D 세액공제 제도의 통합 운영 등의 개선방안을 제시하였다.

• 정보처리학회논문지:컴퓨터 및 통신 시스템
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• 제6권3호
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• pp.135-142
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• 2017

DDoS (Distributed Denial of Service)는 대량의 좀비 PC를 이용하여 공격 대상 서버에 접근하여 자원을 고갈시켜 정상적인 사용자가 서버를 이용하지 못하게 하는 공격이다. DDoS 공격발생 사례가 꾸준히 증가하고 있고, 주요 공격대상은 IT 서비스, 금융권, 정부기관이기 때문에 DDoS를 탐지하는 것이 중요한 이슈로 떠오르고 있다. 본 논문에서는 DNS 서버를 이용하여 패킷을 증폭시키는 DNS DDoS 공격 즉, DNS Amplification 공격(이하 DNS 증폭 공격)을 Deep Learning (이하 딥 러닝)을 활용해 실시간으로 탐지하는 방법에 대해 소개한다. 기존 연구들의 한계점을 극복하기 위하여 실험망 환경의 데이터가 아닌 실 환경 데이터를 혼합하여 탐지 시스템을 학습하였다. 또한 이미지 인식에 주로 사용되는 Convolutional Neural Network (이하 CNN)을 이용하여 딥 러닝 모델을 구축하였다.

• 수산경영론집
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• 제47권1호
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• pp.87-100
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• 2016

Suhyup Bank became to be subject to regulation of capital ratio by Basel III 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 risk-weighted 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 Basel III. 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.

• 농업과학연구
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• 제47권3호
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• pp.425-435
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• 2020

Official development assistance (ODA) projects are conducted under the auspices of donor countries and on the principle of time-limited implementation for economic development and welfare improvement in a host country. Exit strategies on how to end official assistance are therefore crucial. Sudden economic recession in a donor country could lead to the suspension of ODA projects, which would affect diplomatic relations and project outcomes. Further, exit strategies can help continue the original project and create links with other ODA projects. This study shows how to employ exit strategies in the Korea-Mongolia Greenbelt Plantation Project and has implications for sustainability of development assistance. Exist strategies were not taken into consideration initially. In the course of implementation and management transfer upon the completion of plantation, various facets were considered later on in developing exit strategies. An ideal exit strategy is to reach the extent to which a host country no longer needs official assistance or has capacity of project implementation on its own. A year-by-year transfer of planted areas can be a phase-over strategy. The Korea Forest Service fulfilled transparent cooperation with Mongolian local governments, established appropriate arrangements with stakeholders, secured institutional and financial foundation for follow-up management by a host country, and realized predictability, responsibility, and sustainability. As a local institution, the plantation technology management center has been established for follow-up activities such as the introduction of agro-forestry. When the Korea Forest Service designed an urban forest project as an exit strategy, sustainability was ensured, which has implications in implementing other ODA projects.

• 기록학연구
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• 제4호
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• pp.63-91
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• 2001

This study is intended to examine the existing condition of records and archives management and seek its improvement and progress on a concrete model of Daejon Diocese as a kind of case study, because it is necessary to recognize the importance of records and archives management and to develop the records and archives management system. Daejon Diocese which has the catholic jurisdiction covering the areas of Daejon city and Chung Cheong Nam - Do province, celebrated the 40th anniversary of the diocese in 1998. At that, time, the authority of Daejon Diocese claimed to establish its church history institution and to plan the publication of "40 years history of Daejon Diocese". However, its publication could not be achieved until now for several reasons. Since my search for the cause of this situation, I immediately recognized that the lack of materials might be a common condition in almost all of the associations, especially with respect to management, preservation and access of the records and archives. The records in the archival repository of Daejon Diocese have been considerably lost because of the past intemperate destruction and these records have just piled for long time without any reasonable disposal programme. Therefore, in these poor conditions, it is inevitable to delay the publication of "40 years history of Daejon Diocese." This thesis deals with the archival arrangement and the ways of improvement by means of studying the records and archives management, as the essential issues. The archival arrangement based on the principle of provenance, the date of creation, and form division. The methods of improvement include the preservation environment, the scope of archives, archival staff, disposal and so on. Records have the legal and social value after being produced and they can remain as historical and cultural inheritances under the excellent condition of management and preservation. However, in examining the case of the management and preservation of records and archives in Daejon Diocese, I understand that it will need considerable time, man power, and financial cost in order to maintain the desirable level of records and archives management system Therefore, it is a important step for Catholic Daejon to recognize the necessity of the change over records and archives management.

• 융합정보논문지
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• 제11권4호
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• pp.203-210
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• 2021

본 연구는 의료기관의 설립운영 관리주체에 따라 운영자금 조달방법별 조달비율과 이들이 경영성과에 미치는 영향을 살펴보고자 의료기관 회계정보 공시시스템에 등록된 재무정보를 이용하여 분석하였다. 분석방법은 설립운영 관리주체별 차이비교를 위하여 분산분석을 실시하였으며, 운영자금 조달방법별 조달비율이 경영성과에 미치는 영향은 로지스틱 회귀분석과 회귀분석을 실시하였다. 연구결과, 운영자금 대비 총수익 비율은 설립운영 관리주체에 따라 유의한 차이가 있었다. 그리고 운영자금 조달방법별 조달비율은 경영결과(적자, 흑자)와 유의하게 인과관계가 있는 것으로 확인되었으며, 운영자금 조달방법 조달비율이 경영성과에 미치는 영향은 설립운영 관리주체에 따라 차이가 있었다. 이상의 결과 의료기관의 운전자금 관리는 운영자금에 대한 수익의 비율을 고려한 비용관리를 우선적으로 적용하고 그 다음으로 내부운영자금을 활용하는 방안의 적용이 적절할 것으로 사료된다.

• 토지주택연구
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• 제11권4호
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• pp.51-65
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• 2020

The purpose of this study was to identify the problems related to the amendment and preservation of the lien system and to suggest a feasible and efficient improvement plan. The Analytic Hierarchy Process (AHP) and descriptive statistical analyses were used in this study. The survey subjects were divided into three groups based on their expertise: "Administrative Experts, Practical Experts, and Financial Institution Experts" and compared to find the results. The results show that 1) the procedural aspect was the most important for the large classification, 2) the supplementary disclosure system was the most important for the legislative aspect, and 3) the supplementation of the abuse of the lien report was the most important for the intermediate classification. Furthermore, the study showed that the most important finding was the reinforcement of punishment for the right of false reporting and illegal acts, followed by the registration order system (the creditor alone application), and the registration system (bond, debtor, joint application). The implications and suggestions of this study are as followed. With regard to the current lien system, illegal acts such as false liens and the misuse of multiple reporting were considered as the biggest problems. In terms of the effective improvement plan of the lien system, the misuse of reporting liens and improvement in the procedural aspects of reporting rights should be given top priority. Therefore, the most important course of action is to strengthen the punishment for false liens, improve the disclosure system and make it mandatory to report rights.