발간사
요 약 ······························································································································ 1
제1장 서 론················································································································ 3
제2장 그룹 리스크와 자기자본 규제의 관계····················································· 13
제1절 그룹 리스크의 정의?유형 및 감독체계 수립 방향 ···························· 13
제2절 금융그룹의 자본적정성 평가방식 검토 ················································ 18
제3장 국내 자기자본 규제의 그룹 리스크 평가 현황···································· 33
제1절 우리나라 금융그룹 감독체계 현황 ······················································· 33
제2절 그룹 리스크에 대한 국내 자본적정성 평가 현황 ································ 37
제3절 소결 및 정책적 시사점 정리 ······························································· 58
제4장 계열사 지분보유제한 규제의 자기자본 규제로의 대체 가능성········· 61
제1절 이론모형 ······························································································· 63
제2절 기초분석: 역선택하의 균형 분석 및 최적 규제방식 ··························· 70
제3절 역선택 및 도덕적 해이하에서의 최적 규제방식 ·································· 82
제4절 소결: 그룹 내 계열사 간 출자구조에 대한 합리적 감독규제 방식 ···· 88
제5장 결 론··············································································································· 90
참고문헌 ························································································································· 92
부 록 ························································································································· 94
ABSTRACT ······················································································································· 108
