• Title/Summary/Keyword: bank structure

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The Structure of the Short and the Long-Run Variations in the Domestic Bank Earnings (국내 은행수익성의 장단기적 변동구조)

  • 김태호;박지원;김미연
    • Journal of the Korean Operations Research and Management Science Society
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    • v.29 no.1
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    • pp.31-41
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    • 2004
  • This study analyzes the structure of the variations In the domestic bank earnings and examines their dynamic features by estimating the short-run response and the long-run adjustment Process after the changes in financial market variables. A system of the equations for the bank stock price index and KOSPI is formulated to utilize the whole information in the market and simultaneously estimated to identify the relationships between the market variables and the bank earnings. Since the bank stock price is found to be responsive to changes in none of the market variables in the short run, while being relatively responsive to dollar exchange rate and business state, It implies that a good economic conditions and a stable foreign exchange rate should be maintained to Improve the level of the stock price In the long run. In addition, the dynamic structure of the responses of the bank stock price index and KOSPI to the initial changes in the market variable are compared and anlayzed. The response of the bank stock price appears to take much longer in adjusting to the long-run eouilibrium level than that of KOSPI. As a result, the cumulative response of the bank stock price index over time is found much bigger than that of HOSPI.

Effect of Ownership Structure on Bank Diversification and Risk-Taking Behavior in Bangladesh

  • MOUDUD-UL-HUQ, Syed;BISWAS, Tanmay;CHAKRABORTY, Brishti;AMIN, Md. Al
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.647-656
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    • 2020
  • This study empirically examines the effect of ownership structure on bank diversification and risk-taking behavior. The population of this study is based on all commercial banks listed in Bangladesh. Thirty-two conventional commercial banks were randomly selected from thirty-three conventional banks for this study. Data was collected from the annual reports of the concerned banks from 2000 to 2017. To analyze the data, we had applied the two-stage least squares (2SLS) estimator. The results of the analysis show that ownership structure i.e. managerial ownership, institutional ownership, general public ownership, and ownership concentration have a significant negative impact on bank diversification. On the other hand, institutional ownership, managerial ownership, and general public ownership have a significant positive impact on Z-score, and ownership concentration has an insignificant but positive impact on the Z-score of banks in Bangladesh. Therefore, the study opposes the benefits of diversification and promotes ownership structure which is capable of ensuring better financial stability by reducing the probability of risk. The policy-makers especially, Bangladesh banks should evaluate the fact of this study to issue guidelines on corporate governance, bank diversification, and risk-taking behavior of commercial banks.

A Study on Low-Band Tunable BPFs with a Novel Structure Suitable for the Filter Bank (필터뱅크에 적합한 새로운 구조를 갖는 저대역 튜너블 BPF에 관한 연구)

  • Kim, In-Seon;Lee, Young-Joong
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.3
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    • pp.285-294
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    • 2013
  • In this paper, we present a tunable BPF with a novel structure. The filter is very useful to optimization of low frequency filter performance, because the fiilter has air-coils and tuning screws. This filter also has the merits of light weight and small size in comparison with conventional tunable filter at low frequency. This type filters are especially suitable for switched filter bank due to tuning structure. We designed 4 channel filter bank with two SP4Ts and 4 BPFs using novel structure. Tuning processes were subsequently executed. We obtained satisfactory performances as a result; consequently, the validity of our proposal was proved.

A New Master-Slave Filter-Bank with Series-Parallel Structure for Tracking Center Frequency (주파수 추적을 위한 직병렬 구조의 새로운 주종 필터뱅크)

  • 윤형식;임재환;이석필;박상희
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.43 no.2
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    • pp.339-345
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    • 1994
  • A new filter-bank is proposed in order to track center frequency of narrow band signal. The two banks are connected in series-parallel. The master filter bank which is made of traditional filter bank detects the center frequency roughly. And the performance for tracking center frequency is greatly improved by the slave filter bank which is based on energy-difference estimator. Computer simulations show that it achieves a good tracking accuracy.

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Design of M-Channel IIR Uniform DFT Filter Banks Using Recursive Digital Filters

  • Dehghani, M.J.;Aravind, R.;Prabhu, K.M.M.
    • ETRI Journal
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    • v.25 no.5
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    • pp.345-355
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    • 2003
  • In this paper, we propose a method for designing a class of M-channel, causal, stable, perfect reconstruction, infinite impulse response (IIR), and parallel uniform discrete Fourier transform (DFT) filter banks. It is based on a previously proposed structure by Martinez et al. [1] for IIR digital filter design for sampling rate reduction. The proposed filter bank has a modular structure and is therefore very well suited for VLSI implementation. Moreover, the current structure is more efficient in terms of computational complexity than the most general IIR DFT filter bank, and this results in a reduced computational complexity by more than 50% in both the critically sampled and oversampled cases. In the polyphase oversampled DFT filter bank case, we get flexible stop-band attenuation, which is also taken care of in the proposed algorithm.

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A Study of Novel Stop-&-Go Equalization Using Bank Structure (Bank 구조를 이용한 Novel STOP-&-GO)

  • 조경철;강영창김선형
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1195-1198
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    • 1998
  • A Novel Stop-&-Go Algorithm which incorporate a Bank structure for blind equalization is investigated in this paper. 16-QAM and $\pi/4-DQPSK$ modulation used in this paper. A Proposed novel algorithm of characteristic is high speed transfer by implementation of the equalization algorithm with less computations capacity. The computer simulations result reveal that the proposed Novel Stop-&-Go shows the comparable performance to the conventional Stop-&-Go, while requiring much less computations.

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Architecture Design for MPEG-2 AAC Filter bank Decoder using Recursive Structure (Recursive 구조를 이용한 MPEG-2 AAC 복호화기의 필터뱅크 구현)

  • 박세기;강명수;오신범;이채욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.6C
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    • pp.865-873
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    • 2004
  • MPEG-2 Advanced Audio Coding(AAC) is widely used in the multi-channel audio compression standards. And it combines hi인-resolution filter bank prediction techniques, and Huffman coding algorithm to achieve the broadcast-quality audio level at very low data rates. The forward and inverse modified discrete transforms which are operated in the encoder and the decoder of the filter bank need many computations. In this paper, we propose suitable recursive structure at IMDCT processing for MPEG-2 AAC real-time decoder. We confirm the memory, the computation speed and complexity of the proposed structure.

A Stud on the Estimation of Leakage and the probing Leakage in the River Bank (하천제방의 누수탐사 및 누수량 평가에 관한 연구)

  • 김경수;조기태
    • Journal of the Korean Society of Groundwater Environment
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    • v.6 no.4
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    • pp.213-217
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    • 1999
  • The river bank is one of the most important structure of fluvial hydraulic structure. Because the breaking of river bank is the cause of calamity, the durability and stability of river bank an very important factors. The breaking of river bank is the cause of the overflow of flood and the leakage of river bank. In this study, we investigated the leakage of river bank using the resistivity probing and estimated the volume of leakage using the weighted residual method The study basin of this study is the upstream of Sumji river basin and the factor of river bank is length 300 m and berm 2.0 m and width 4.5 m and height 4 m. We evaluated the leakage of river basin using using the resistivity probing and estimated the leakage volume using the weighted residual method. The result of this study, the leakage of river bank generated at the point of 39~45 m 80~90 m. 218~222 m. 214~250 m and the type of leakage is the rectangle and the polygon. And the leakage volume of this points evaluated 2.7$\times$$10^{-3}$ $\textrm{m}^3$/sec.

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Optimum Nonseparable Filter Bank Design in Multidimensional M-Band Subband Structure

  • Park, Kyu-Sik;Lee, Won-Cheol
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.2E
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    • pp.24-32
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    • 1996
  • A rigorous theory for modeling, analysis, optimum nonseparable filter bank in multidimensional M-band quantized subband codec are developed in this paper. Each pdf-optimized quantizer is modeled by a nonlinear gain-plus-additive uncorrelated noise and embedded into the subband structure. We then decompose the analysis/synthesis filter banks into their polyphase components and shift the down-and up-samplers to the right and left of the analysis/synthesis polyphase matrices respectively. Focusing on the slow clock rate signal between the samplers, we derive the exact expression for the output mean square quantization error by using spatial-invariant analysis. We show that this error can be represented by two uncorrelated components : a distortion component due to the quantizer gain, and a random noise component due to fictitious uncorrelated noise at the uantizer. This mean square error is then minimized subject to perfect reconstruction (PR) constraints and the total bit allocation for the entire filter bank. The algorithm gives filter coefficients and subband bit allocations. Numerical design example for the optimum nonseparable orthonormal filter bank is given with a quincunx subsampling lattice.

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