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    Range 구조화채권의 투자서비스를 위한 리스크 연구

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    https://www.riss.kr/link?id=A101905283

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    다국어 초록 (Multilingual Abstract) kakao i 다국어 번역

    The purpose of this paper is to analyze empirically risk of yield for investment service of range-structured bonds that had issued amount increasedly to get higher performance. The received rate of interest on range-structured bonds was 96.2% averagely and the received rate of interest on dual range-structured bonds was 98.6% averagely. According to the result analyzed with structured conditions, 「4%∼4.8%≤ CD≤4.8%∼7.2%」 and 「1%≤CD≤2.5%∼5.05%」 were highly risker range-structured conditions to investors. Additionally 「CD & KTB 3Month≤4.7%」 was also highly risker dual range-structured conditions to investors. Seeing the result analyzed reversal days of structured conditions, the ratio of reversal days on 「4%≤CD≤7.2%」and 「CD≤4%」 was over 30%. They were structured conditions that were highly risky.
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    The purpose of this paper is to analyze empirically risk of yield for investment service of range-structured bonds that had issued amount increasedly to get higher performance. The received rate of interest on range-structured bonds was 96.2% averagel...

    The purpose of this paper is to analyze empirically risk of yield for investment service of range-structured bonds that had issued amount increasedly to get higher performance. The received rate of interest on range-structured bonds was 96.2% averagely and the received rate of interest on dual range-structured bonds was 98.6% averagely. According to the result analyzed with structured conditions, 「4%∼4.8%≤ CD≤4.8%∼7.2%」 and 「1%≤CD≤2.5%∼5.05%」 were highly risker range-structured conditions to investors. Additionally 「CD & KTB 3Month≤4.7%」 was also highly risker dual range-structured conditions to investors. Seeing the result analyzed reversal days of structured conditions, the ratio of reversal days on 「4%≤CD≤7.2%」and 「CD≤4%」 was over 30%. They were structured conditions that were highly risky.

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    목차 (Table of Contents)

    • Abstract
    • Ⅰ. 서론
    • Ⅱ. Range 구조화채권의 구조 및 선행연구
    • Ⅲ. 연구방법
    • Ⅳ. 연구자료 및 분석결과
    • Abstract
    • Ⅰ. 서론
    • Ⅱ. Range 구조화채권의 구조 및 선행연구
    • Ⅲ. 연구방법
    • Ⅳ. 연구자료 및 분석결과
    • Ⅴ. 결론
    • Reference
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    참고문헌 (Reference)

    1 Perraudin, W., "ow Risky are Structured Exposures Compared to Corporate Bonds? ;Evidence from Bond and ABS Returns" 2004

    2 Lee, S. M., "The valuation and empirical analysis on structured bond through numerical process of Hull-White Model ;centrically CMS Spread Note" the Catholic University 2010

    3 Park, Y. W., "The situation and supervision direction on structured bond" Korea Capital Market Institute 2009

    4 Lee, W. H., "The situation and development direction on domestic structured-bond" Seoul National University 2010

    5 Choi, I. J., "The analysis and price decision on structured bond ; centrically Power Spread Note" KAIST 2009

    6 Cocozza, R., "Managing Structured Bonds ; An Analysis using RAROC and EVA" 2 (2): 409-426, 2009

    7 Maciej T. Firla Cuchra, "Explaining Launch Spreads on Structured Bonds" The University of Oxpord 2004

    8 Choi, Y. J., "A study on structured bond ;centrically Callable Range Daily Accrual Note" KAIST 2005

    9 Sin, H. J., "A study of empirical analysis on price decision of structured bond" KAIST 2005

    1 Perraudin, W., "ow Risky are Structured Exposures Compared to Corporate Bonds? ;Evidence from Bond and ABS Returns" 2004

    2 Lee, S. M., "The valuation and empirical analysis on structured bond through numerical process of Hull-White Model ;centrically CMS Spread Note" the Catholic University 2010

    3 Park, Y. W., "The situation and supervision direction on structured bond" Korea Capital Market Institute 2009

    4 Lee, W. H., "The situation and development direction on domestic structured-bond" Seoul National University 2010

    5 Choi, I. J., "The analysis and price decision on structured bond ; centrically Power Spread Note" KAIST 2009

    6 Cocozza, R., "Managing Structured Bonds ; An Analysis using RAROC and EVA" 2 (2): 409-426, 2009

    7 Maciej T. Firla Cuchra, "Explaining Launch Spreads on Structured Bonds" The University of Oxpord 2004

    8 Choi, Y. J., "A study on structured bond ;centrically Callable Range Daily Accrual Note" KAIST 2005

    9 Sin, H. J., "A study of empirical analysis on price decision of structured bond" KAIST 2005

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    학술지 이력

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    2026 평가 재인증평가 신청대상 (재인증)
    2020-01-01 등재 등재학술지 유지 (재인증) KCI등재
    2017-01-01 등재 등재학술지 유지 (계속평가) KCI등재
    2015-10-08 학술지명변경 외국어명 : Jounal of Korea Service Management Society -> Journal of Korea Service Management Society KCI등재
    2013-01-01 등재 등재 1차 FAIL (등재유지) KCI등재
    2010-01-01 등재 등재학술지 유지 (등재유지) KCI등재
    2007-01-01 등재 등재학술지 선정 (등재후보2차) KCI등재
    2006-01-01 등재 등재후보 1차 PASS (등재후보1차) KCI등재후보
    2004-07-01 등재 등재후보학술지 선정 (신규평가) KCI등재후보
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    기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
    2016 0.75 0.75 0.89
    KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
    0.91 0.96 1.149 0.2
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