은행의 산업별 대출집중과 초과대출, 신용위험간의 관계 분석

By examining the relationship between the scale of loan concentration and excess loan, this paper analyzes the impact of loan concentration in each industry and impact of them on the banks' credit risk by focusing on banks' loan data and financial and macro data of 8 industries over the period 2008: 1Q - 2017:3Q It is able to use the results of the empirical analysis to draw the following three conclusions. First, the industry of real estate activities and renting and leasing has the highest loan concentration and such a tendency in the Small-Medium Banks(SMB) is much stronger than the case in large or special banks. Second, the growth and the profitability of each industry are the main determinants on the banks' loan concentration. And a high interest rate and business cycle have a positive relationship with the banks' loan concentration. Third, a high rate of banks' loan concentration leads to the high credit risk of banks due to the high possibility of excess loan to the industry, and such a tendency is much stronger in the Small-Medium Banks and their loan to the industry of Real estate activities and renting and leasing.