DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Park, Sunyoung | - |
dc.contributor.advisor | 박선영 | - |
dc.contributor.author | Jeong, Deokjong | - |
dc.date.accessioned | 2019-08-22T02:42:49Z | - |
dc.date.available | 2019-08-22T02:42:49Z | - |
dc.date.issued | 2018 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=827896&flag=dissertation | en_US |
dc.identifier.uri | http://hdl.handle.net/10203/264738 | - |
dc.description | 학위논문(박사) - 한국과학기술원 : 산업및시스템공학과, 2018.8,[v, 113 p. :] | - |
dc.description.abstract | This paper applies network approaches to understand financial systemic risks. The main objective of this research is to capture the complicated networks in the financial system. Then, this paper analyzes the impacts of network structure on the economy. In the first chapter, we suggest a centrality measure of financial institutions. We model a simulation that financial institutions are interlinked in the financial system. We also compare Rank with well-known systemic risk measures, CoVaR and MES whether Rank can capture network structure between financial institutions. In the second chapter, we examine the impacts of connectedness on financial system in market microstructure. We analyze the trend and characteristics of connectedness in the Korean financial sector and the impacts in the stock market. In the third chapter, we analyze the impacts of relationships with counterparty in global capital markets. We quantify relationships with counterparty countries and analyze their impacts depending on types of extreme capital flow movements. | - |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | systemic risk▼afinancial system▼anetwork▼aprice discovery▼acapital flows | - |
dc.subject | 시스템 위험▼a금융 시스템▼a네트워크▼a가격 발견▼a자본 흐름 | - |
dc.title | Understanding financial systemic risk by analyzing the network structure | - |
dc.title.alternative | 네트워크 측면에서의 분석을 통한 금융시스템의 리스크 이해 | - |
dc.type | Thesis(Ph.D) | - |
dc.identifier.CNRN | 325007 | - |
dc.description.department | 한국과학기술원 :산업및시스템공학과, | - |
dc.contributor.alternativeauthor | 정덕종 | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.