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김진호** 2010. 7. 국내 투자은행(IB)의 리스크관리 방안 연구* (Risk Management for the Investment Bank in Korea) * 본 연구는 한국금융연구원의 연구비 지원을 받아 수행되었다. 그러나 연구내용은 어디까지나 집필 자의 개인의견으로서 한국금융연구원의 공식견해와는 무관함을 밝혀둔다. 익명의 심사자들로부터 받은 지적들이 본 연구를 개선시키는 데 크게 기여하였음을 감사드리며 남은 오류들은 전적으로 저자의 책임이다. ** 이화여자대학교 경영대학 교수

국내 투자은행(IB)의 리스크관리 방안 연구* 안-WP10-07김진호.pdf · PDF file리스크관리 부문에서 필요한 개선사항들을 살펴보았다. 거래의

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  • **

    2010. 7.

    (IB)

    *(Risk Management for the Investment Bank in Korea)

    * .

    .

    .

    **

  • 1

    I. 2

    II. IB IB 8

    1. IB 8

    2. IB 13

    III. IB 17

    1. 18

    2. 19

    3. 28

    IV. 31

    1. 31

    2. IB 46

    3. 54

    V. 55

    58

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    ( : , %)

    2007 2008 20092009

    11

    2009

    12

    1,263,291 1,138,195 1,265,566 11.2 82,420 106,255 28.9

    172,576 50,801 116,157 128.7 3,919 15,127 286.0

    () 23,022 7,168 16,741 133.6 1,139 3,365 195.4

    () 149,554 43,633 99,416 127.8 2,780 11,762 323.1

    452,598 527,585 842,081 59.6 64,995 71,128 9.4

    ( ) 222,873 278,087 476,814 71.5 25,732 22,569 12.3

    () 131,222 165,935 173,873 4.8 20,000 19,460 2.7

    (ABS) 98,503 83,563 191,394 129.0 19,263 29,099 51.1

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    ( : , %)

    2007 2008 2009 2009 11 2009 12

    ABS 197,652 100 206,047 100 359,713 100 74.6 29,731 100 43,846 100 47.5

    98,503 49.8 83,563 40.6 191,394 53.2 129.0 19,263 64.8 29,099 66.4 51.1

    P-CBO 5,732 5.8 17,010 20.4 49,827 26.0 192.9 2,118 7.3 2,408 8.3 13.7

    S-CBO - - - - 29,150 15.2 - 6,690 23.0 4,490 15.4 32.9

    92,771 94.2 66,553 79.6 112,417 58.7 68.9 10,455 35.9 22,201 76.3 112.3

    99,149 50.2 122,484 59.4 168,319 46.8 37.4 10,468 35.2 14,747 33.6 40.9

    113,122 57.2 146,384 71.0 186,715 51.9 27.6 15,471 52.0 21,902 49.9 41.6

    50,055 25.3 47,072 22.9 114,121 31.7 142.4 8,605 28.9 8,237 18.8 4.3

    34,475 17.4 12,591 6.1 58,877 16.4 367.6 5,655 19.0 13,706 31.3 142.4

    : 1) ABS

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    3) P-CBO : Primary CBO, S-CBO : Secondary CBO

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  • - 16 -

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    III. IB 4)

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