• 아태비즈니스연구
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• 제14권1호
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• pp.149-169
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• 2023

Purpose - The main purpose of this study is to develop the stress test model for Korean banks by exploring the optimal Monte Carlo simulation and BIS forecasting model. Design/methodology/approach - This study selects 15 Korean banks as sample financial firms and collects relevant 76 quarterly data for the period between year 2000 and 2018 from KRX(Korea Excange), Bank of Korea, and FnGuide. The Regression analysis, Unit-root test, and Monte Carlo simulation are hired to analyze the data. Findings - First, most of the sample banks failed to keep 8% BIS ratio for the adverse and severely Adverse Scenarios, implying that Korean banks must make every effort to realize better BIS ratios under adverse market conditions. Second, we suggest the better Monte Carlo simulation model for the Korean banks by finding that the more appropriate volatility should be different depending on variables rather than simple two-sigma which has been used in the previous studies. Third, we find that the stepwise regression model is better fitted than simple regression model in forecasting macro-economic variables for the BIS variables. Fourth, we find that, for the more robust and significant statistical results in designing stress tests, Korean banks are required to construct more valid time-series and cross-sectional data-base. Research implications or Originality - The above results all together show that the optimal volatility in designing optimal Monte Carlo simulation varies depending on the country, and many Korean banks fail to pass sress test under the adverse and severely adverse scenarios, implying that Korean banks need to make improvement in the BIS ratio.

• 무역학회지
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• 제47권2호
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• pp.155-174
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• 2022

This study aims to analyze the effect of service quality on e-commerce utilization performance in B2B market. Measurement factors derived from the survey were examined, and whether they had a positive effect on the performance of e-commerce utilizing was examined. The survey period was conducted on the Likert-5 score scale for about four months from November 2021 to February 2022, and 2,200 copies were distributed online and offline, and a total of 268 copies were used for empirical analysis. The moderating effect of the research methodology was analyzed by using multiple regression analysis and PROCESS MACRO. Three factors of service quality were secured and the influence relationship on e-commerce utilization performance was derived. Study results were as follows. First, interaction, logistics and economics have a positive effect on the level of e-commerce utilization. It means SMEs can increase the level of use of e-commerce as they produce and deliver goods with high economic contribution from the perspective of foreign companies, accuracy of goods transportation services, and purchasing companies. Second, It was confirmed that the effect of service quality on the utilization performance of e-commerce varies depending on the degree of corporate image. Therefore, it will be important to plan a management strategy first to improve service quality in order to increase e-commerce activities.

• 한국산학기술학회논문지
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• 제18권3호
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• pp.586-599
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• 2017

본 논문은 빅데이터 분석방법인 텍스트 마이닝 기법을 활용하여 직업학 분야 전반의 연구동향을 파악하기 위한 것이다. 분석 결과 우리나라에서 직업학은 1997년 IMF외환위기를 기점으로 급격한 성장세를 보이는 등 글로벌 경제위기에 직접적인 영향을 받고 있는 것으로 나타났다. 또 연구 주제가 정부 정책이나 제도 등 '거시'에서 개인의 진로 설정 등 '미시'로 전환되고 있고, 연구 관점도 장애인 여성 등 사회적 약자에서, 은퇴자 실업자 등 경제적 약자로 변화되는 모습을 보였다. 조사 대상은 초 중 고등학생보다 대학생이 압도적으로 많았다. 그러나 진로상담의 임상적 결과분석이나 직업정보가공, 직업발달사적 논점의 시도는 적었음을 확인할 수 있었다. 본 연구는 분석대상을 학술지 초록에 한정하여 수행했다는 한계점이 존재하나, 텍스트 마이닝 기법 중 하나인 토픽분석을 통해 검색이 가능한 논문을 전수 조사하는 등 직업학 연구에 있어 정량적 분석 방법론의 틀을 마련했다는 점에서 의의가 있다. 또한 직업학 연구의 발전단계별 논점들을 분석한 최초의 시도라는 점에서도 의미가 있다고 할 수 있다.