금융기관의 대출집중 행태 개선효과에 관한 연구

This paper analyzes the impact of financial regulation such as the regulation of DTI or Loan to Deposit ratio on the loan concentration in individual banks and the possibility of credit risk of them. In order to measure this, it examines the relationship between the scale of loan concentration and financial regulation by focusing on banks’ loan data and macro data of 90 individual banks over the period 2008: 1Q – 2017:3Q. It is able to use the results of its empirical analysis to draw the following three conclusions. First, the 72 saving banks have the highest loan concentration and the scale of the 6 local banks is also high. However these high figures from two groups is mainly coming from the high ratio of firm loan while the high concentration ratio of the 6 major banks is coming from that of house loan. Second, the growth of loan concentration is the main determinants of the possibility of banks’ credit risk, and such a tendency is much stronger in local banks and saving banks rather than in major banks. Third, financial regulation is able to weaken the loan concentration so that the possibility of banks’ credit risk is getting low. And such a tendency is much stronger in case that the two methods of regulation is using at the same time.