한국의 자기자본비율과 은행서비스의 종류에 대한 연구
Capital Adequacy and the Types of Banking Services in Korea
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초록
본 연구의 목적은 한국은행들의 분산대출이 자본요구량과 어떠한 상관관계가 있는가, 한국은행들의 자기자본비율(CAR)과 은행이 제공하고 있는 금융서비스의 종류간의 상관관계를 연구하기 위해서이다. 이 연구를 통해서 우리는 은행의 총 자본액과 분산대출의 현황, 그리고 위험증권투자를 살펴봤다. 자기자본비율에 대한 이번 연구는 놀라운 결과를 제공하였다. 가설로 제시한 모델을 통해 살펴본 은행의 총자본과 은행의 운영에는 긍정적인 상호작용을 보였다. 더욱이 이 모델을 통해서 한국은행들의 1999년부터 2001년까지의 변화를 설명할 수 있었다.
Abstract
The objective of this study is to prove the relationship between capital adequacy ratio(CAR)and the types of financial services provided by Korean banks by determining whether banks’ loan portfolios have any significant relationship to the regulatory capital requirements. Through this paper we examined the correlation between the amount of capital banks hold, the amount of loan portfolios, and risk security investment. The study of the CAR presents remarkable results. It provides a positive correlation between the amount of capital and banks’ operations. Moreover, the model can explain the change in banks’ behavior between 1998 and 2001.
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