선박금융의 리스크 요인과 시장리스크 평가에 관한 연구

• 영문명: A Study on Risk Factors and Market risk valuation of Ship finance - Focused on Ship Investment Company
• 발행기관: 한국해양비즈니스학회
• 저자명: 이은정(Eun-Jung, Lee) 박명섭(Myong-Sop, Pak)
• 간행물 정보: 『해양비즈니스』제17호, 213~242쪽, 전체 30쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2010.12.31

영문 초록

Korean shipbuilding industry is ranked the top in the world but current situation of our ship finance is unable to supply the enough capital for the shipping companies. To solve this problem, the Government introduced shipping funds through the Ship Investment Company. This system is based on both the K/G Fund of Germany and the K/S Fund of Norway. Shipping companies could raise their money in the form of equity finance and this would improve their weak capital structure which has highly relied on the external debt. This paper attempted to review the ship finance’s risks and analyse to use VaR model market risk of ship funds under the Ship Investment Company in Korea. As a result, there are predevelop- ment risk, operation risk, market risk, political risk and credit risk. We also discussed the beta of market risk is less than 1 that is essential meaning as the defensive stock to diversify investment portfolio.

목차

Ⅰ. 서론

Ⅱ. 해운, 조선산업과 선박금융

Ⅲ. 선박투자회사의 운영과 현황

Ⅳ. 선박투자회사의 리스크 요인

Ⅴ. 결론

참고문헌

〈Abstract〉

키워드

선박금융 선박투자회사 리스크 Ship Finance Ship Investment Company VaR Risk