• KDI Journal of Economic Policy
• /
• 제39권3호
• /
• pp.43-62
• /
• 2017

This paper proposes an integrated risk-management framework that includes 1) measuring the risk of credit portfolios, 2) implementing a (macro) stress test, and 3) setting risk limits using the estimated systematic latent factor specific to capture the housing market cycle. To this end, we extract information from a set of real-estate market variables based on the FAVAR methodology proposed by Bernanke, Boivin and Eliasz (2005). Then, we show the method by which the estimated systematic factor is applied to risk management in the housing market in an integrated manner within the Vasicek one-factor credit model. The proposed methodology is well fitted to analyze the risk of slow-moving and low-defaultable forms of capital, such as alternative investments.

• 혜화의학회지
• /
• 제22권1호
• /
• pp.201-216
• /
• 2013

The purpose of this case-control study was to show the relationship between risk factor(Sex, Age, Martial Status, Educational Periods, Family history, Variables of Obesity, Smoking Status, Drinking Status, Past History, Blood Test) and the incidence of stroke. Methods: 788 stroke patients were enrolled as the case group and 450 non-stroke patients as control group from Sep.2006 to Dec.2010. Patients were hospitalized within 30 days after the onset of stroke. Risk factors and warning signs were obtained from personal interview by oriental medicine doctors who used CRF. Results: 1. Age was found to have significant relation with stroke(p<.0001). 2. Martial status(p<.0001, OR=0.44) and educational periods(p<.0001) were both significant risk factor for stroke. 3. As a result of reviewing the influence of family history, it was found to have no significant relation with stroke. Stroke was found to have significant relation with stroke(OR=1.50). 4. Female waist circumference(WC, p<.0001) and female waist-hip circumference ratio(WHR, p<.0001) were risk factors for stroke. On the other hand, male WC and male WHR showed no significant influence on stroke occurrence as an independent risk factor. 5. Both smoking status(p<.0001, current smoker OR=8.95) and drinking status(p<.0001, current drinker OR=2.50, former drinker OR=2.82) were significant risk factors for stroke. 6. As a result of reviewing the influence of past history, transient ischemic attack(p<.0001, OR=8.46), hypertension(p<.0001, OR=4.72), hyperlipidemia(0.0064), diabetes mellitus(p<.0001, OR=3.34), stroke(p<.0001, OR=50.26) were significant risk factors. On the other hand, ischemic heart disease(p=0.2332) was found to have no significant relation with stroke. 7. Increase of WBC, RBC, Platelet, TG, FBS and Cl- level were significant risk factor of stroke, On the other hand, decrease of Hgb, Hct, AST, HDL-chol, LDH, Na+ and K+ level were significant risk factor of stroke. T-chol and ALT level showed no significant influence on stroke occurrence.

• 한국병원경영학회지
• /
• 제15권4호
• /
• pp.125-142
• /
• 2010

Objective : To determine demographic, clinical, health care utilization factors predicting unplanned readmission(within 28 days) to the hospital. Methods : A case-control study was conducted from January to December 2009. Multiple logistic regression was used to examine risk factors for readmission. 180 patients who had been readmitted within 28 days and 1,784 controls were recruited from an university hospital in Seoul. Results : Six risk factors associated with readmission risk were identified and include mail sex, medical service rather than surgical service, number of comorbid diseases, type of patient's room, lenth of stay, number of admissions in the prior 12 months. Conclusions : One of the association with readmission risk identified was the number of hospital admissions in the previous year. This factor may be the only risk factor necessary for assessing prior risk and has the additional advantage of being easily accessible from computerized medical records without requiring other medical record review. This risk factor may be useful in identifying a group at high readmission risk, which could be targeted in intervention studies. Multiple risk factors intervention approach should be considered in designing future prevention strategies.

• 대한간호학회지
• /
• 제41권3호
• /
• pp.364-373
• /
• 2011

Purpose: In this study the fitness of a path model for the relationship among biological risk disposition, sociocultural risk factors, self-control, parent-adolescent communication, and risk behavior in adolescents was examined. Methods: The participants were 387 adolescents. The data were analyzed with the PASW 18.0 and AMOS 18.0 programs. Results: Sociocultural risk factors, self-control, and parent-adolescent communication showed a direct effect on risk behavior for adolescents, while biological risk disposition and sociocultural risk factor showed an indirect effect on risk behavior for adolescents. The modified path model of adolescents' risk behavior was showed a good fit with the model ($X^2$/df=2.37, GFI=.95, AGFI=.92, RMSEA=.06 [.05

• 전기학회논문지
• /
• 제58권7호
• /
• pp.1380-1385
• /
• 2009

This paper was studied about the aging judgment method by ultraviolet rays image to happen in electric power equipment using ultraviolet rays camera. We established the aging judgment method as follows; 20% within of risk factor of insulation state of electrical facility that ultraviolet rays image does not show is "good or recognition". 30$^{\sim}$50% within of risk factor is "check", 50$^{\sim}$60% within of risk factor is "inspection" and 60% above of risk factor is "replacement". This method will be utilized for the inspection about electrical facilities.

• 아동학회지
• /
• 제26권2호
• /
• pp.91-106
• /
• 2005

The subjects for this study consisted of 301 Korean-American students in grades 6 to 12. Findings of this study showed that most of the risk factors in all domains demonstrated a strong relationship to the use of alcohol, tobacco, and other illicit drugs. In the community domain the most common risk factor was "laws favorable toward drug use"(60.2%); this risk factor increased the odds of substance use by approximately 3 times. The protective factor, "opportunity for positive involvement" in school domain reported by 82% of the sample decreased the probability of substance use by 3 times. The percentage of students "resilient" on all protective factors in the family domain was much lower than that of protective factors in other domains. The strongest predictors of substance use were shown in the peer-individual domain.

• 가정과삶의질연구
• /
• 제27권2호
• /
• pp.203-211
• /
• 2009

This study was conducted to evaluate a forecast model designed to describe a vocational high school for runaway students. The study included 2000 adolescents from the KEEP(Korean Education and Employment Panel). A Data mining decision tree model revealed that: (1) Suicide ideation was a risk factor for running away among smokers. (2) High self-evaluation was a risk factor for running away among individuals that smoked and had no suicide ideation. (3) Drinking was predicted as a risk factor for no smokers, while family life dissatisfaction was predicted as a risk factor among non-smokers that drank. (4) Negative relationship with mother was predicted as a risk factor among non-drinking non-smoking.

• 한국콘텐츠학회:학술대회논문집
• /
• 한국콘텐츠학회 2012년도 춘계 종합학술대회 논문집
• /
• pp.175-176
• /
• 2012

세포선별검사에서 ASCUS로 진단된 검체 중 F-UP이 진행되지 않은 검체 179건을 대상으로 HPV High risk factor, Low risk factor를 확인하기 위해서 Hybrid Capture II Test를 하였다. 결과 High risk factor 양성 및 Low risk factor 양성은 전체 179 cases 중 25 cases로 나타났으며, 전체 검체 중 약 15%에 해당되었다. 또한 전체 15%의 양성검체 중 High risk factor 양성은 87%에 해당되는 것을 확인하였다. 결론적으로 효과적인 검진 체계를 갖춘 나라에서도 자궁경부암의 예방이 완전히 해결되지 않고 있는 문제점이 있는 여건을 고려해 볼 때 추적 관찰이 용이하지 않은 경우를 대비해 자궁경부암으로 진행될 수 있는 precancerous lesion의 원인 인자인 HPV 존재 유무를 세포선별검사와 HPV Hybrid Capture II Test를 동시에 시행하는 것이 효과적이라고 사료된다.

• 대한가정학회지
• /
• 제47권5호
• /
• pp.67-77
• /
• 2009

This study examined risk factors and protective factors in high school students’ suicidal ideation. Participants were 2000 adolescents from the KEEP(Korean Education and Employment Panel). Data mining decision tree model revealed that: (1) Irrespective of sex, the most important predictor was father-adolescent relationship. (2) Positive mother-adolescent relationship was predicted as protective factor in condition of negative father-adolescent relationship. (3) Family activities was predicted as risk factor in condition of negative mother-adolescent relationship under the circumstances with negative father-adolescent relationship. (4) Low self-evaluation was predicted as risk factor in condition of serious agony about personality under the circumstances with positive father-adolescent relationship.

• 산업융합연구
• /
• 제2권2호
• /
• pp.127-147
• /
• 2004

This paper examines the time-series relations among expected return, risk, and book-to-market(B/M) at the portfolio level. The time-series analysis is a natural alternative to cross-sectional regressions. An alternative feature of the time-series regressions is that they focus on changes in expected returns, not on average returns. Using the time-series analysis, we can directly test whether the three-factor model explains time-varying expected returns better than the characteristic-based model. These results should help distinguish between the risk and mispricing stories. We find that B/M is strongly associated with changes in risk, as measured by the Fama and French(1993) three-factor model. After controlling for changes in risk, B/M contains little additional information about expected returns. The evidence suggests that the three-factor model explains time-varying expected returns better than the characteristic-based model.