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이준행 서울여자대학교 사회과학연구소 2012 사회과학논총 Vol.19 No.-
글로벌 금융위기 이후, 금융회사 간 상호의존성이 점점 커지면서 리스크 전이효과도 전보다 커지고 있다. 본 연구에서는 저축은행의 부실이 여타 저축은행으로 파급되는 효과를 추정하고 이런 부실을 조기에 정리하지 않는다면 추가로 발생하게 될 부실규모를 추정하였다. 이를 위해 상장 저축은행들의 CoVaR를 추정하고 비상장 저축은행들로의 파급효과를 추정할 수 있는 방법을 제시하였다. 비상장 저축은행에의 파급효과, 즉 자산가치 하락률을 측정하기 위해 비상장 저축은행의 자산을 7개 상장 저축은행의 자산에 매핑하는 방법을 제안하고 이를 이용하여 각 저축은행에의 리스크 전이효과를 CoVaR를 이용하여 계산하였다. BIS자기자본 비율이 5% 미만인 저축은행을 부실은행으로 분류하고, 이들 저축은행을 정리하지 않을 경우 다른 저축은행에 미치는 파급효과를 측정한 결과, 6개 저축은행이 추가부실로 이어지고 추가부실의 규모는 4조 1960억 원이 발생하는 것으로 나타났다. After global financial crises, financial institutions are so interconnected and large that they can cause negative risk spillover effects on others, as well as by institutions that are systemic as part of a herd. We explore the contagion effect of savings banks in Korea using CoVaR, the value at risk (VaR) of the financial system conditional on institutions being in distress. We show that if timely corrective actions against savings banks in distress are not taken, the cost of contagion would be additional 4 billion dollars which are needed to solve insolvency problems of another six savings banks. Key Words:CoVaR, Quantile Regression, Risk Contagion effect, BIS capital adequacy.
Cadmium Chloride가 흰쥐 폐포간 중격에 미치는 영향에 관한 전자현미경적 연구
오상준,지행옥 한양대학교 의과대학 1993 한양의대 학술지 Vol.13 No.1
It is known that cadmium, heavy metal, is very harmful and toxic to human bodies. Therefore, the chronic effects of cadmium chloride on the ultrastructures of rat alveolar septum were studied in 40 adult male rats (Wistar strain) by electron microscopy. Rats were intraperitoneally injected, once a week for 10 weeks, with cadmium cholride (3.75 mg/kg body weight) or saline as control. Animals were sacrificed 1 day, 1 week, and 2 weeks after the last injection. 1. in 1-day grou., large expanded air sacs were developed between the basal lamina and endothlial cells of capillaries. In the cytoplasm of great alveolar cell, lamellation of lamellated bodies was reduced and the smooth surfaced endoplsmic reticulum was in creased. 2. In 1-week group, alveolar wall capillaries were dilated and numerous areas of edema were seen in the alveolar septum. Great alveolar cells and fibroblasts were increased in number. 3. In 2-week group, the find structures of alveolar septum were intact such that they were similar to those of controls In conclusion, these findings suggest that cadmium chloride causes morphological changes of the lung alveolar septum in rats. Those changes, however, seem to normalize within 2 weeks following the last dose of cadmium chloride.
주식시장에서 Value at Risk 측정치의 적정성 평가
李濬行 水原大學校 2000 論文集 Vol.18 No.-
This paper evaluates the accuracy of VAR(value at risk) measures which are estimated by 12 various methodologies. We use variance-covariance method and historical simulation method to estimate VAR. It has been critical disputes which volatility measures are used when we use variance-covariance method. This paper adopts five equal weighted methods which have different sample periods, from 1 month to 5 yearn and three exponential moving average method which have different weight value. Our empirical results show that exponential weighted moving average method with 094 weight has best backtest power among 12 alternatives. Therefore, we suggest to use exponential weighted moving average method with 0.94 weight when the security companies build a internal risk management model or the regulatory institutions evaluate the market risks in Korean stock market.
분자체 13X에 의한 산소 및 질소의 확산에 관한 연구
오준,장행진,김상채 木浦大學校 工業技術硏究所 1998 工業技術硏究誌 Vol.8 No.-
Chromatographic experiments in packed bed have been carried out for nitrogen and oxygen adsorption on molecular sieves 13X at room temperature and the pressure range of 1~5 atm. Adsorption equilibrium constant (K_A) and effective diffusivities (D_e) determined by time domain analysis decrease with increasing pressure. and it is shown that the results can be expressed in the following forms: N_2-MS13X adsorption system : K_A = 5.65 P^-0.15 D_e = 8.25×10^-3 P^-0.69 O_2-MS13X adsorption system : K_A = 2.24 P^-0.10 D_e = 7.50×10^-3 P^-0.72
차준섭,이행우 호남대학교 정보통신연구소 1992 정보통신연구 Vol.1 No.-
본 논문은 U-트랜시버 회로중 디지탈 데이타 경로 부분을 설계하였다. 선로부호로 ANSI 표준인 2B1Q 코드와 어댑티브 회로에 대하여 sign 알고리즘을 사용하였다. 반향제거회로는 선형, 비선형 반향성분을 모두 제거할 수 있도록 설계하였다. It is presented that this paper is designed the digital data path circuits of the U-transceiver chip. The circuit is useful of a 2B1Q code for line code which is the ANSI speciflications, and of a sign algorithm for adaptive circuits. This circuit is implemented to cancel a linear, non-linear echo.