feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics
- Replace hardcoded DEFAULT_PD_FLOORS with build_complete_pd_floor_table() (KAP bond YTM) - Fix ADF test: autolag='AIC' -> 'BIC' for small sample (N=26) robustness - Expand variable search: 40 -> 226 vars (log/diff/return/lag2), 1.9M combos - Select Model #2: HOUSING_PRICE + CREDIT_SPREAD_LAG1 + CURRENT_ACCOUNT_R - Add 6-test diagnostics table to AR1 sheet (ADF/LB/DW/BP/ARCH/Shapiro) - Add Korean variable names for transformed variables - Generate report v7 with full diagnostics
This commit is contained in:
Variet Agent
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<!DOCTYPE html>
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<html lang="ko"><head><meta charset="utf-8">
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<title>Lifetime PD Report Preview</title>
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<style>
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body { font-family: 'Malgun Gothic', sans-serif; background: #f5f5f5; margin: 20px; }
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.sheet { background: white; border-radius: 8px; padding: 20px; margin-bottom: 30px; box-shadow: 0 2px 8px rgba(0,0,0,0.1); }
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.sheet-title { font-size: 18px; font-weight: bold; color: #1F3864; border-bottom: 3px solid #2B5797; padding-bottom: 8px; margin-bottom: 15px; }
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table { border-collapse: collapse; width: 100%; font-size: 11px; }
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th { background: #2B5797; color: white; padding: 6px 8px; text-align: center; border: 1px solid #B4C6E7; }
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td { padding: 5px 8px; border: 1px solid #D6E4F0; }
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tr:nth-child(even) td { background: #EDF2F9; }
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.merged { background: #1F3864; color: white; font-size: 14px; font-weight: bold; padding: 10px; }
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.section { background: #D6E4F0; font-weight: bold; color: #1F3864; padding: 6px; }
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.num { text-align: right; font-family: Consolas, monospace; }
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.pass { background: #E2EFDA; color: #2E7D32; font-weight: bold; }
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.fail { background: #FCE4EC; color: #C62828; font-weight: bold; }
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.nav { position: sticky; top: 0; background: #1F3864; padding: 10px 20px; border-radius: 8px; margin-bottom: 20px; z-index: 100; }
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.nav a { color: white; text-decoration: none; margin-right: 15px; font-size: 12px; }
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.nav a:hover { text-decoration: underline; }
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</style></head><body>
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<div class="nav"><a href="#요약">요약</a><a href="#원시데이터_전이행렬">원시데이터_전이행렬</a><a href="#원시데이터_거시변수">원시데이터_거시변수</a><a href="#Zt_추정">Zt_추정</a><a href="#AR1_모형">AR1_모형</a><a href="#시나리오_Z경로">시나리오_Z경로</a><a href="#Lifetime_PD">Lifetime_PD</a><a href="#가중평균_PD">가중평균_PD</a><a href="#검증결과">검증결과</a></div>
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<div class="sheet" id="요약">
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<div class="sheet-title">📊 요약</div>
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<table>
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<tr><td rowspan="1" colspan="10" class="merged"> Lifetime PD 분석 보고서</td></tr>
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<tr><td></td><td>생성일시: 2026-03-11 20:50</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="10" class="section"> 1. 모형 개요</td></tr>
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<tr><td></td><td>모형 구조</td><td>Z(t) = c + φ·Z(t-1) + β₁·X₁_std + β₂·X₂_std + β₃·X₃_std + ε</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>모형 유형</td><td>AR(1) + Macro (Vasicek Single-Factor)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>적용 기준</td><td>IFRS 9 (2018, 2024 개정)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>변수 선택</td><td>HOUSING_PRICE, CURRENT_ACCOUNT, CREDIT_SPREAD_LAG1</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="10" class="section"> 2. AR(1) 모형 파라미터</td></tr>
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<tr><td></td><td>자기회귀 계수 (φ)</td><td class="num">-0.3352</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>반감기</td><td>0.6년</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>절편 (c)</td><td class="num">-0.1781</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>β(HOUSING_PRICE)</td><td class="num">0.6412</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>β(CURRENT_ACCOUNT)</td><td class="num">-0.1771</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>β(CREDIT_SPREAD_LAG1)</td><td class="num">-0.6439</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>잔차 σ</td><td class="num">0.3989</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>장기 균형 Z</td><td class="num">-0.1334</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="10" class="section"> 3. 모형 적합도</td></tr>
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<tr><td></td><td>R²</td><td class="num">0.6667</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>Adj. R²</td><td class="num">0.6000</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>F p-value</td><td class="num">0.000130</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>AIC</td><td class="num">34.9959</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>DW</td><td class="num">2.8731</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="10" class="section"> 4. 시나리오 설정</td></tr>
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<tr><td></td><td>시나리오</td><td>가중치</td><td>HOUSING_PRICE (σ)</td><td>CURRENT_ACCOUNT (σ)</td><td>CREDIT_SPREAD_LAG1 (σ)</td><td>Z(t+1)</td><td></td><td></td><td></td></tr>
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<tr><td></td><td>호황 (Upside)</td><td class="num">0.2000</td><td class="num">1</td><td class="num">1</td><td class="num">-1</td><td class="num">1.0527</td><td></td><td></td><td></td></tr>
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<tr><td></td><td>중립 (Base)</td><td class="num">0.5000</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">-0.0553</td><td></td><td></td><td></td></tr>
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<tr><td></td><td>불황 (Downside)</td><td class="num">0.3000</td><td class="num">-1.5000</td><td class="num">-1.5000</td><td class="num">1.5000</td><td class="num">-1.7174</td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="10" class="section"> 5. 1년차 확률가중 PD (%)</td></tr>
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<tr><td></td><td></td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>CCC</td><td></td></tr>
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<tr><td></td><td>가중PD(1Y)</td><td class="num">0.0788</td><td class="num">0.1085</td><td class="num">0.2817</td><td class="num">1.7066</td><td class="num">6.4614</td><td class="num">13.0089</td><td class="num">31.6688</td><td></td></tr>
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</table>
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</div>
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<div class="sheet" id="원시데이터_전이행렬">
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<div class="sheet-title">📊 원시데이터_전이행렬</div>
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<table>
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<tr><td rowspan="1" colspan="9" class="merged"> 전이행렬 파이프라인: Original → PD Floor → TTC</td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="9" class="section"> PD Floor 기준 (Basel III CRE30.4 + S&P/Moody's)</td></tr>
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<tr><td></td><td>등급</td><td>Floor PD (bp)</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>AAA</td><td class="num">5</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>AA</td><td class="num">5</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>A</td><td class="num">7</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>BBB</td><td class="num">20</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>BB</td><td class="num">60</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td>B</td><td class="num">300</td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="9" class="section"> TTC 전이행렬 (PD Floor 적용 후, 1998~2025 평균)</td></tr>
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<tr><td></td><td>From\To</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>D</td></tr>
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<tr><td></td><td>AAA</td><td class="num">0.9911</td><td class="num">0.008428</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">0.000510</td></tr>
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<tr><td></td><td>AA</td><td class="num">0.0173</td><td class="num">0.9417</td><td class="num">0.0367</td><td class="num">0.003558</td><td class="num">0.000007</td><td class="num">0.000007</td><td class="num">0.000733</td></tr>
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<tr><td></td><td>A</td><td class="num">0</td><td class="num">0.0532</td><td class="num">0.8965</td><td class="num">0.0429</td><td class="num">0.001260</td><td class="num">0.004052</td><td class="num">0.002048</td></tr>
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<tr><td></td><td>BBB</td><td class="num">0</td><td class="num">0.000012</td><td class="num">0.0659</td><td class="num">0.8642</td><td class="num">0.0343</td><td class="num">0.0215</td><td class="num">0.0140</td></tr>
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<tr><td></td><td>BB</td><td class="num">0</td><td class="num">0</td><td class="num">0.003234</td><td class="num">0.0435</td><td class="num">0.8036</td><td class="num">0.0877</td><td class="num">0.0619</td></tr>
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<tr><td></td><td>B</td><td class="num">0</td><td class="num">0</td><td class="num">0.000735</td><td class="num">0.003678</td><td class="num">0.0277</td><td class="num">0.8248</td><td class="num">0.1431</td></tr>
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<tr><td></td><td>D</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">0</td><td class="num">1</td></tr>
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<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
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<tr><td rowspan="1" colspan="9" class="section"> 연도별 D열 비교 (Original vs Floor Calibrated)</td></tr>
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<tr><td></td><td>연도</td><td>AAA(원시)</td><td>AA(원시)</td><td>A(원시)</td><td>BBB(원시)</td><td>BB(원시)</td><td>B(원시)</td><td></td></tr>
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<tr><td></td><td>연도</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td></td></tr>
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<tr><td></td><td>1998(원시)</td><td class="num">0</td><td class="num">0</td><td class="num">16.9400</td><td class="num">105.83</td><td class="num">1436.40</td><td class="num">3944.30</td><td></td></tr>
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<tr><td></td><td>1998(보정)</td><td class="num">5</td><td class="num">5</td><td class="num">16.9400</td><td class="num">105.83</td><td class="num">1436.40</td><td class="num">3944.30</td><td></td></tr>
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<tr><td></td><td>1999(원시)</td><td class="num">1.8000</td><td class="num">2.5000</td><td class="num">16.5700</td><td class="num">106.39</td><td class="num">198.15</td><td class="num">1881.36</td><td></td></tr>
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<tr><td></td><td>1999(보정)</td><td class="num">5</td><td class="num">5</td><td class="num">16.5700</td><td class="num">106.39</td><td class="num">198.15</td><td class="num">1881.36</td><td></td></tr>
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<tr><td></td><td>2000(원시)</td><td class="num">1.8200</td><td class="num">5.0600</td><td class="num">16.5200</td><td class="num">101.54</td><td class="num">333.23</td><td class="num">983.95</td><td></td></tr>
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<tr><td></td><td>2000(보정)</td><td class="num">5.0000</td><td class="num">5.0600</td><td class="num">16.5200</td><td class="num">101.54</td><td class="num">333.23</td><td class="num">983.95</td><td></td></tr>
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<tr><td></td><td>2001(원시)</td><td class="num">4.0600</td><td class="num">7.9900</td><td class="num">17.3600</td><td class="num">149.54</td><td class="num">499.89</td><td class="num">1792.24</td><td></td></tr>
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<tr><td></td><td>2001(보정)</td><td class="num">5.0000</td><td class="num">7.9900</td><td class="num">17.3600</td><td class="num">149.54</td><td class="num">499.89</td><td class="num">1792.24</td><td></td></tr>
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<tr><td></td><td>2002(원시)</td><td class="num">1.7800</td><td class="num">8.3100</td><td class="num">17.1900</td><td class="num">129.25</td><td class="num">479.37</td><td class="num">2136.03</td><td></td></tr>
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<tr><td></td><td>2002(보정)</td><td class="num">5.0000</td><td class="num">8.3100</td><td class="num">17.1900</td><td class="num">129.25</td><td class="num">479.37</td><td class="num">2136.03</td><td></td></tr>
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<tr><td></td><td>2003(원시)</td><td class="num">3.7700</td><td class="num">7.7500</td><td class="num">16.2300</td><td class="num">108.94</td><td class="num">500.14</td><td class="num">867.74</td><td></td></tr>
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<tr><td></td><td>2003(보정)</td><td class="num">5</td><td class="num">7.7500</td><td class="num">16.2300</td><td class="num">108.94</td><td class="num">500.14</td><td class="num">867.74</td><td></td></tr>
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<tr><td></td><td>2004(원시)</td><td class="num">5.7900</td><td class="num">8.4200</td><td class="num">17.7000</td><td class="num">111.19</td><td class="num">2047.86</td><td class="num">2152.92</td><td></td></tr>
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<tr><td></td><td>2004(보정)</td><td class="num">5.7900</td><td class="num">8.4200</td><td class="num">17.7000</td><td class="num">111.19</td><td class="num">2047.86</td><td class="num">2152.92</td><td></td></tr>
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<tr><td></td><td>2005(원시)</td><td class="num">5.4300</td><td class="num">8.4900</td><td class="num">17.9100</td><td class="num">100.93</td><td class="num">239.44</td><td class="num">1652.70</td><td></td></tr>
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<tr><td></td><td>2005(보정)</td><td class="num">5.4300</td><td class="num">8.4900</td><td class="num">17.9100</td><td class="num">100.93</td><td class="num">239.44</td><td class="num">1652.70</td><td></td></tr>
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<tr><td></td><td>2006(원시)</td><td class="num">3.5600</td><td class="num">7.6400</td><td class="num">15.8000</td><td class="num">124.46</td><td class="num">259.23</td><td class="num">339.46</td><td></td></tr>
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<tr><td></td><td>2006(보정)</td><td class="num">5.0000</td><td class="num">7.6400</td><td class="num">15.8000</td><td class="num">124.46</td><td class="num">259.23</td><td class="num">339.46</td><td></td></tr>
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<tr><td></td><td>2007(원시)</td><td class="num">5.1500</td><td class="num">7.7700</td><td class="num">18.9900</td><td class="num">100.13</td><td class="num">317.06</td><td class="num">623.64</td><td></td></tr>
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<tr><td></td><td>2007(보정)</td><td class="num">5.1500</td><td class="num">7.7700</td><td class="num">18.9900</td><td class="num">100.13</td><td class="num">317.06</td><td class="num">623.64</td><td></td></tr>
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<tr><td></td><td>2008(원시)</td><td class="num">3.4600</td><td class="num">7.6000</td><td class="num">16.0100</td><td class="num">165.80</td><td class="num">847.65</td><td class="num">739.98</td><td></td></tr>
|
||||
<tr><td></td><td>2008(보정)</td><td class="num">5</td><td class="num">7.6000</td><td class="num">16.0100</td><td class="num">165.80</td><td class="num">847.65</td><td class="num">739.98</td><td></td></tr>
|
||||
<tr><td></td><td>2009(원시)</td><td class="num">5.2000</td><td class="num">7.4800</td><td class="num">15.7600</td><td class="num">122.28</td><td class="num">1444.45</td><td class="num">1310.57</td><td></td></tr>
|
||||
<tr><td></td><td>2009(보정)</td><td class="num">5.2000</td><td class="num">7.4800</td><td class="num">15.7600</td><td class="num">122.28</td><td class="num">1444.45</td><td class="num">1310.57</td><td></td></tr>
|
||||
<tr><td></td><td>2010(원시)</td><td class="num">5.1000</td><td class="num">7.4700</td><td class="num">16.5900</td><td class="num">127.38</td><td class="num">1171.52</td><td class="num">2557.17</td><td></td></tr>
|
||||
<tr><td></td><td>2010(보정)</td><td class="num">5.1000</td><td class="num">7.4700</td><td class="num">16.5900</td><td class="num">127.38</td><td class="num">1171.52</td><td class="num">2557.17</td><td></td></tr>
|
||||
<tr><td></td><td>2011(원시)</td><td class="num">3.4000</td><td class="num">7.4500</td><td class="num">15.8700</td><td class="num">234.21</td><td class="num">530.64</td><td class="num">1499.83</td><td></td></tr>
|
||||
<tr><td></td><td>2011(보정)</td><td class="num">5.0000</td><td class="num">7.4500</td><td class="num">15.8700</td><td class="num">234.21</td><td class="num">530.64</td><td class="num">1499.83</td><td></td></tr>
|
||||
<tr><td></td><td>2012(원시)</td><td class="num">3.4200</td><td class="num">7.5400</td><td class="num">64.5399</td><td class="num">222.52</td><td class="num">811.32</td><td class="num">3796.36</td><td></td></tr>
|
||||
<tr><td></td><td>2012(보정)</td><td class="num">5</td><td class="num">7.5400</td><td class="num">64.5399</td><td class="num">222.52</td><td class="num">811.32</td><td class="num">3796.36</td><td></td></tr>
|
||||
<tr><td></td><td>2013(원시)</td><td class="num">1.7500</td><td class="num">7.4500</td><td class="num">15.7700</td><td class="num">402.43</td><td class="num">790.61</td><td class="num">1011.51</td><td></td></tr>
|
||||
<tr><td></td><td>2013(보정)</td><td class="num">5.0000</td><td class="num">7.4500</td><td class="num">15.7700</td><td class="num">402.43</td><td class="num">790.61</td><td class="num">1011.51</td><td></td></tr>
|
||||
<tr><td></td><td>2014(원시)</td><td class="num">5.1700</td><td class="num">7.4200</td><td class="num">68.6300</td><td class="num">210.13</td><td class="num">669.82</td><td class="num">688.92</td><td></td></tr>
|
||||
<tr><td></td><td>2014(보정)</td><td class="num">5.1700</td><td class="num">7.4200</td><td class="num">68.6300</td><td class="num">210.13</td><td class="num">669.82</td><td class="num">688.92</td><td></td></tr>
|
||||
<tr><td></td><td>2015(원시)</td><td class="num">5.4400</td><td class="num">7.3400</td><td class="num">17.1000</td><td class="num">113.01</td><td class="num">1003.99</td><td class="num">1469.78</td><td></td></tr>
|
||||
<tr><td></td><td>2015(보정)</td><td class="num">5.4400</td><td class="num">7.3400</td><td class="num">17.1000</td><td class="num">113.01</td><td class="num">1003.99</td><td class="num">1469.78</td><td></td></tr>
|
||||
<tr><td></td><td>2016(원시)</td><td class="num">5.1600</td><td class="num">7.3400</td><td class="num">15.9700</td><td class="num">115.10</td><td class="num">526.32</td><td class="num">1094.35</td><td></td></tr>
|
||||
<tr><td></td><td>2016(보정)</td><td class="num">5.1600</td><td class="num">7.3400</td><td class="num">15.9700</td><td class="num">115.10</td><td class="num">526.32</td><td class="num">1094.35</td><td></td></tr>
|
||||
<tr><td></td><td>2017(원시)</td><td class="num">3.3900</td><td class="num">7.3600</td><td class="num">17.8200</td><td class="num">123.67</td><td class="num">232.74</td><td class="num">584.60</td><td></td></tr>
|
||||
<tr><td></td><td>2017(보정)</td><td class="num">5</td><td class="num">7.3600</td><td class="num">17.8200</td><td class="num">123.67</td><td class="num">232.74</td><td class="num">584.60</td><td></td></tr>
|
||||
<tr><td></td><td>2018(원시)</td><td class="num">0</td><td class="num">7.5200</td><td class="num">17.6600</td><td class="num">141.91</td><td class="num">217.93</td><td class="num">485.42</td><td></td></tr>
|
||||
<tr><td></td><td>2018(보정)</td><td class="num">5</td><td class="num">7.5200</td><td class="num">17.6600</td><td class="num">141.91</td><td class="num">217.93</td><td class="num">485.42</td><td></td></tr>
|
||||
<tr><td></td><td>2019(원시)</td><td class="num">1.6900</td><td class="num">7.5100</td><td class="num">16.5700</td><td class="num">108.98</td><td class="num">721.38</td><td class="num">1451.42</td><td></td></tr>
|
||||
<tr><td></td><td>2019(보정)</td><td class="num">5</td><td class="num">7.5100</td><td class="num">16.5700</td><td class="num">108.98</td><td class="num">721.38</td><td class="num">1451.42</td><td></td></tr>
|
||||
<tr><td></td><td>2020(원시)</td><td class="num">5.0800</td><td class="num">7.4300</td><td class="num">15.9200</td><td class="num">104.60</td><td class="num">180.18</td><td class="num">499.99</td><td></td></tr>
|
||||
<tr><td></td><td>2020(보정)</td><td class="num">5.0800</td><td class="num">7.4300</td><td class="num">15.9200</td><td class="num">104.60</td><td class="num">180.18</td><td class="num">499.99</td><td></td></tr>
|
||||
<tr><td></td><td>2021(원시)</td><td class="num">5.1700</td><td class="num">7.2500</td><td class="num">16.5700</td><td class="num">105.93</td><td class="num">216.50</td><td class="num">544.44</td><td></td></tr>
|
||||
<tr><td></td><td>2021(보정)</td><td class="num">5.1700</td><td class="num">7.2500</td><td class="num">16.5700</td><td class="num">105.93</td><td class="num">216.50</td><td class="num">544.44</td><td></td></tr>
|
||||
<tr><td></td><td>2022(원시)</td><td class="num">3.4700</td><td class="num">7.3400</td><td class="num">16.6100</td><td class="num">106.95</td><td class="num">117.13</td><td class="num">622.53</td><td></td></tr>
|
||||
<tr><td></td><td>2022(보정)</td><td class="num">5</td><td class="num">7.3400</td><td class="num">16.6100</td><td class="num">106.95</td><td class="num">117.13</td><td class="num">622.53</td><td></td></tr>
|
||||
<tr><td></td><td>2023(원시)</td><td class="num">1.8000</td><td class="num">7.6400</td><td class="num">20.9400</td><td class="num">160.26</td><td class="num">982.60</td><td class="num">2376.81</td><td></td></tr>
|
||||
<tr><td></td><td>2023(보정)</td><td class="num">5</td><td class="num">7.6400</td><td class="num">20.9400</td><td class="num">160.26</td><td class="num">982.60</td><td class="num">2376.81</td><td></td></tr>
|
||||
<tr><td></td><td>2024(원시)</td><td class="num">5.1300</td><td class="num">7.2700</td><td class="num">17.4800</td><td class="num">118.96</td><td class="num">243.33</td><td class="num">1196.36</td><td></td></tr>
|
||||
<tr><td></td><td>2024(보정)</td><td class="num">5.1300</td><td class="num">7.2700</td><td class="num">17.4800</td><td class="num">118.96</td><td class="num">243.33</td><td class="num">1196.36</td><td></td></tr>
|
||||
<tr><td></td><td>2025(원시)</td><td class="num">5.1200</td><td class="num">7.4100</td><td class="num">16.5500</td><td class="num">107.88</td><td class="num">321.42</td><td class="num">1764.13</td><td></td></tr>
|
||||
<tr><td></td><td>2025(보정)</td><td class="num">5.1200</td><td class="num">7.4100</td><td class="num">16.5500</td><td class="num">107.88</td><td class="num">321.42</td><td class="num">1764.13</td><td></td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="원시데이터_거시변수">
|
||||
<div class="sheet-title">📊 원시데이터_거시변수</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="42" class="merged"> 원시 데이터: 거시경제변수</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="42" class="section"> ★ 선택 변수: HOUSING_PRICE, CURRENT_ACCOUNT, CREDIT_SPREAD_LAG1</td></tr>
|
||||
<tr><td></td><td>연도</td><td>HOUSING_PRICE</td><td>CURRENT_ACCOUNT</td><td>CREDIT_SPREAD_LAG1</td><td>GDP_GROWTH</td><td>UNEMPLOYMENT</td><td>BASE_RATE</td><td>CD_RATE</td><td>CPI_GROWTH</td><td>LEADING_INDEX</td><td>GOVT_3Y</td><td>CORP_AA</td><td>CORP_BBB</td><td>IPI</td><td>EXPORT</td><td>GOVT_10Y</td><td>IMPORT_AMT</td><td>USDKRW</td><td>M2</td><td>CSI</td><td>KOSPI</td><td>IMPORT_PRICE</td><td>DISHONOR_RATE</td><td>HOUSEHOLD_DEBT</td><td>FACILITY_INVEST</td><td>RETAIL_SALES</td><td>EMPLOYED</td><td>EMPLOYMENT_RATE</td><td>OIL_PRICE</td><td>COINCIDENT</td><td>BSI_MANUF</td><td>CONSTRUCTION_DONE</td><td>SPI</td><td>CONSTR_INVEST_GR</td><td>GFCF_GROWTH</td><td>SAVING_RATE</td><td>INVEST_RATE</td><td>TRADE_GNI</td><td>MANUF_CAPACITY</td><td>IPI_LAG1</td><td>EXPORT_DIFF</td></tr>
|
||||
<tr><td></td><td class="num">2000</td><td class="num">55.2000</td><td class="num">123.50</td><td></td><td class="num">8.9000</td><td class="num">4.4000</td><td class="num">5.2500</td><td class="num">7.0900</td><td class="num">2.3000</td><td class="num">101.20</td><td class="num">8.3500</td><td class="num">9.3500</td><td class="num">11.9000</td><td class="num">102.50</td><td class="num">172268</td><td class="num">8.5500</td><td class="num">160481</td><td class="num">1131</td><td class="num">651.80</td><td class="num">101</td><td class="num">504</td><td class="num">78.5000</td><td class="num">0.4600</td><td class="num">194</td><td class="num">62.5000</td><td class="num">72</td><td class="num">2115</td><td class="num">58.5000</td><td class="num">26.2000</td><td class="num">99.8000</td><td class="num">90</td><td class="num">56.3000</td><td class="num">58</td><td class="num">-1.4000</td><td class="num">11.4000</td><td class="num">33.7000</td><td class="num">31</td><td class="num">72.5000</td><td class="num">109.50</td><td></td><td></td></tr>
|
||||
<tr><td></td><td class="num">2001</td><td class="num">56.8000</td><td class="num">80.3000</td><td class="num">2.5500</td><td class="num">4.5000</td><td class="num">4</td><td class="num">4</td><td class="num">5.3400</td><td class="num">4.1000</td><td class="num">99.5000</td><td class="num">6.7000</td><td class="num">8.1200</td><td class="num">11.2700</td><td class="num">99.5000</td><td class="num">150439</td><td class="num">7.0500</td><td class="num">141098</td><td class="num">1291</td><td class="num">736.50</td><td class="num">96.5000</td><td class="num">694</td><td class="num">73.6000</td><td class="num">0.2800</td><td class="num">225</td><td class="num">58.5000</td><td class="num">73.5000</td><td class="num">2118</td><td class="num">59</td><td class="num">22.8000</td><td class="num">98</td><td class="num">82</td><td class="num">53.8000</td><td class="num">60.2000</td><td class="num">5.6000</td><td class="num">0.6000</td><td class="num">31.7000</td><td class="num">29.3000</td><td class="num">66.3000</td><td class="num">105.80</td><td class="num">102.50</td><td class="num">-21829</td></tr>
|
||||
<tr><td></td><td class="num">2002</td><td class="num">65.3000</td><td class="num">53.9000</td><td class="num">3.1500</td><td class="num">7.4000</td><td class="num">3.3000</td><td class="num">4.2500</td><td class="num">4.9900</td><td class="num">2.8000</td><td class="num">102.30</td><td class="num">6.0600</td><td class="num">7.0200</td><td class="num">9.7500</td><td class="num">108.50</td><td class="num">162471</td><td class="num">6.5800</td><td class="num">152126</td><td class="num">1251</td><td class="num">816.30</td><td class="num">105</td><td class="num">628</td><td class="num">72.1000</td><td class="num">0.1800</td><td class="num">306</td><td class="num">63.2000</td><td class="num">76</td><td class="num">2217</td><td class="num">60</td><td class="num">23.7000</td><td class="num">101.50</td><td class="num">92</td><td class="num">55.2000</td><td class="num">63.5000</td><td class="num">6.5000</td><td class="num">6.7000</td><td class="num">31.3000</td><td class="num">29.1000</td><td class="num">62.4000</td><td class="num">110.50</td><td class="num">99.5000</td><td class="num">12032</td></tr>
|
||||
<tr><td></td><td class="num">2003</td><td class="num">71.5000</td><td class="num">119.50</td><td class="num">2.7300</td><td class="num">2.9000</td><td class="num">3.6000</td><td class="num">3.7500</td><td class="num">4.2400</td><td class="num">3.5000</td><td class="num">98.8000</td><td class="num">4.9300</td><td class="num">5.7000</td><td class="num">8.9700</td><td class="num">109.80</td><td class="num">193817</td><td class="num">5.4500</td><td class="num">178827</td><td class="num">1192</td><td class="num">879.20</td><td class="num">96</td><td class="num">811</td><td class="num">81.3000</td><td class="num">0.1200</td><td class="num">360</td><td class="num">60.5000</td><td class="num">74</td><td class="num">2212</td><td class="num">59.5000</td><td class="num">26.8000</td><td class="num">99.2000</td><td class="num">85</td><td class="num">58</td><td class="num">64.8000</td><td class="num">10</td><td class="num">4</td><td class="num">32.6000</td><td class="num">30</td><td class="num">65</td><td class="num">108.20</td><td class="num">108.50</td><td class="num">31346</td></tr>
|
||||
<tr><td></td><td class="num">2004</td><td class="num">71</td><td class="num">284.20</td><td class="num">3.2700</td><td class="num">4.9000</td><td class="num">3.7000</td><td class="num">3.2500</td><td class="num">3.7700</td><td class="num">3.6000</td><td class="num">100.50</td><td class="num">4.1100</td><td class="num">4.7200</td><td class="num">7.5300</td><td class="num">119.20</td><td class="num">253845</td><td class="num">4.7300</td><td class="num">224463</td><td class="num">1145</td><td class="num">935.30</td><td class="num">97</td><td class="num">896</td><td class="num">90.5000</td><td class="num">0.0800</td><td class="num">394</td><td class="num">66.5000</td><td class="num">74.5000</td><td class="num">2272</td><td class="num">59.8000</td><td class="num">33.5000</td><td class="num">100.80</td><td class="num">88</td><td class="num">63.5000</td><td class="num">66</td><td class="num">1.8000</td><td class="num">2.1000</td><td class="num">34.8000</td><td class="num">30.3000</td><td class="num">73.5000</td><td class="num">113.80</td><td class="num">109.80</td><td class="num">60028</td></tr>
|
||||
<tr><td></td><td class="num">2005</td><td class="num">73.5000</td><td class="num">149.80</td><td class="num">2.8100</td><td class="num">3.9000</td><td class="num">3.7000</td><td class="num">3.7500</td><td class="num">3.8100</td><td class="num">2.8000</td><td class="num">101.80</td><td class="num">4.2700</td><td class="num">4.6800</td><td class="num">6.5100</td><td class="num">126</td><td class="num">284419</td><td class="num">4.9500</td><td class="num">261238</td><td class="num">1024</td><td class="num">1002.70</td><td class="num">100.50</td><td class="num">1011</td><td class="num">99.2000</td><td class="num">0.0600</td><td class="num">440</td><td class="num">68</td><td class="num">76.5000</td><td class="num">2297</td><td class="num">60.3000</td><td class="num">49.3000</td><td class="num">101.20</td><td class="num">92</td><td class="num">66</td><td class="num">68.5000</td><td class="num">-0.4000</td><td class="num">1.9000</td><td class="num">33.4000</td><td class="num">29.7000</td><td class="num">72.5000</td><td class="num">114.50</td><td class="num">119.20</td><td class="num">30574</td></tr>
|
||||
<tr><td></td><td class="num">2006</td><td class="num">80.2000</td><td class="num">53.9000</td><td class="num">1.8300</td><td class="num">5.2000</td><td class="num">3.5000</td><td class="num">4.5000</td><td class="num">4.7200</td><td class="num">2.2000</td><td class="num">102.50</td><td class="num">4.8300</td><td class="num">5.2500</td><td class="num">7.0800</td><td class="num">136</td><td class="num">325465</td><td class="num">5.1700</td><td class="num">309383</td><td class="num">955</td><td class="num">1089.90</td><td class="num">106</td><td class="num">1434</td><td class="num">107.80</td><td class="num">0.0500</td><td class="num">497</td><td class="num">73.5000</td><td class="num">78.5000</td><td class="num">2334</td><td class="num">60.9000</td><td class="num">61.5000</td><td class="num">102.80</td><td class="num">95</td><td class="num">69.5000</td><td class="num">71.2000</td><td class="num">0.5000</td><td class="num">3.4000</td><td class="num">32.5000</td><td class="num">29.6000</td><td class="num">73.2000</td><td class="num">115.80</td><td class="num">126</td><td class="num">41046</td></tr>
|
||||
<tr><td></td><td class="num">2007</td><td class="num">83.5000</td><td class="num">59.5000</td><td class="num">1.8300</td><td class="num">5.5000</td><td class="num">3.2000</td><td class="num">5</td><td class="num">5.3600</td><td class="num">2.5000</td><td class="num">103.10</td><td class="num">5.2300</td><td class="num">5.7000</td><td class="num">7.4400</td><td class="num">144.50</td><td class="num">371489</td><td class="num">5.4200</td><td class="num">356846</td><td class="num">929</td><td class="num">1181.60</td><td class="num">108.50</td><td class="num">1897</td><td class="num">109.30</td><td class="num">0.0400</td><td class="num">560</td><td class="num">78.5000</td><td class="num">80</td><td class="num">2371</td><td class="num">61.3000</td><td class="num">68.4000</td><td class="num">103.50</td><td class="num">97</td><td class="num">72.8000</td><td class="num">74</td><td class="num">1.4000</td><td class="num">4.2000</td><td class="num">32.4000</td><td class="num">29.4000</td><td class="num">77.8000</td><td class="num">115.20</td><td class="num">136</td><td class="num">46024</td></tr>
|
||||
<tr><td></td><td class="num">2008</td><td class="num">84</td><td class="num">-57.8000</td><td class="num">1.7400</td><td class="num">2.8000</td><td class="num">3.2000</td><td class="num">3</td><td class="num">5.7000</td><td class="num">4.7000</td><td class="num">96.5000</td><td class="num">5.2700</td><td class="num">7.0200</td><td class="num">10.7300</td><td class="num">148.20</td><td class="num">422007</td><td class="num">5.5700</td><td class="num">435275</td><td class="num">1103</td><td class="num">1263.20</td><td class="num">86</td><td class="num">1124</td><td class="num">132.50</td><td class="num">0.1100</td><td class="num">630</td><td class="num">76</td><td class="num">79</td><td class="num">2385</td><td class="num">61.5000</td><td class="num">94.3000</td><td class="num">98.5000</td><td class="num">72</td><td class="num">74.5000</td><td class="num">75.5000</td><td class="num">-2.8000</td><td class="num">-1.9000</td><td class="num">31.5000</td><td class="num">31.2000</td><td class="num">96.5000</td><td class="num">112.80</td><td class="num">144.50</td><td class="num">50518</td></tr>
|
||||
<tr><td></td><td class="num">2009</td><td class="num">84.8000</td><td class="num">328.10</td><td class="num">3.7100</td><td class="num">0.8000</td><td class="num">3.6000</td><td class="num">2</td><td class="num">2.6300</td><td class="num">2.8000</td><td class="num">98.2000</td><td class="num">4.0400</td><td class="num">5.8000</td><td class="num">9.2400</td><td class="num">140</td><td class="num">363534</td><td class="num">4.8500</td><td class="num">323085</td><td class="num">1276</td><td class="num">1404.40</td><td class="num">85</td><td class="num">1683</td><td class="num">104.20</td><td class="num">0.1000</td><td class="num">694</td><td class="num">60.5000</td><td class="num">77.5000</td><td class="num">2355</td><td class="num">60.1000</td><td class="num">61.8000</td><td class="num">96.5000</td><td class="num">68</td><td class="num">68.2000</td><td class="num">76</td><td class="num">0.2000</td><td class="num">-1</td><td class="num">31.4000</td><td class="num">26.3000</td><td class="num">82</td><td class="num">102.50</td><td class="num">148.20</td><td class="num">-58473</td></tr>
|
||||
<tr><td></td><td class="num">2010</td><td class="num">87</td><td class="num">282.10</td><td class="num">3.4400</td><td class="num">6.8000</td><td class="num">3.7000</td><td class="num">2.5000</td><td class="num">2.8000</td><td class="num">2.9000</td><td class="num">103</td><td class="num">3.7200</td><td class="num">4.6600</td><td class="num">7.9800</td><td class="num">161.50</td><td class="num">466384</td><td class="num">4.4900</td><td class="num">425212</td><td class="num">1156</td><td class="num">1504.30</td><td class="num">107</td><td class="num">2051</td><td class="num">115.80</td><td class="num">0.0600</td><td class="num">776</td><td class="num">80.5000</td><td class="num">80.5000</td><td class="num">2397</td><td class="num">60.4000</td><td class="num">78.1000</td><td class="num">103</td><td class="num">95</td><td class="num">72</td><td class="num">78.5000</td><td class="num">-1.4000</td><td class="num">5.8000</td><td class="num">33.5000</td><td class="num">29.5000</td><td class="num">87.9000</td><td class="num">113</td><td class="num">140</td><td class="num">102850</td></tr>
|
||||
<tr><td></td><td class="num">2011</td><td class="num">89.5000</td><td class="num">184.10</td><td class="num">3.3200</td><td class="num">3.7000</td><td class="num">3.4000</td><td class="num">3.2500</td><td class="num">3.5500</td><td class="num">4</td><td class="num">101.20</td><td class="num">3.6200</td><td class="num">4.4100</td><td class="num">7.7500</td><td class="num">168</td><td class="num">555214</td><td class="num">4.0500</td><td class="num">524413</td><td class="num">1108</td><td class="num">1586.50</td><td class="num">100</td><td class="num">1826</td><td class="num">130.20</td><td class="num">0.0500</td><td class="num">857</td><td class="num">82</td><td class="num">82</td><td class="num">2424</td><td class="num">60.7000</td><td class="num">106</td><td class="num">102.50</td><td class="num">90</td><td class="num">73.5000</td><td class="num">80</td><td class="num">-4.9000</td><td class="num">0.8000</td><td class="num">34</td><td class="num">29.4000</td><td class="num">96.7000</td><td class="num">112.50</td><td class="num">161.50</td><td class="num">88830</td></tr>
|
||||
<tr><td></td><td class="num">2012</td><td class="num">89</td><td class="num">508.40</td><td class="num">3.3400</td><td class="num">2.4000</td><td class="num">3.2000</td><td class="num">2.7500</td><td class="num">3.1300</td><td class="num">2.2000</td><td class="num">100.30</td><td class="num">3.1300</td><td class="num">3.7600</td><td class="num">6.5600</td><td class="num">168.20</td><td class="num">547870</td><td class="num">3.3500</td><td class="num">519584</td><td class="num">1127</td><td class="num">1673.50</td><td class="num">100.50</td><td class="num">1997</td><td class="num">123.50</td><td class="num">0.0400</td><td class="num">934</td><td class="num">79</td><td class="num">83.5000</td><td class="num">2468</td><td class="num">61.3000</td><td class="num">109.10</td><td class="num">100.50</td><td class="num">85</td><td class="num">72</td><td class="num">82.5000</td><td class="num">-3.2000</td><td class="num">-0.5000</td><td class="num">33.8000</td><td class="num">28.4000</td><td class="num">96.8000</td><td class="num">110.20</td><td class="num">168</td><td class="num">-7344</td></tr>
|
||||
<tr><td></td><td class="num">2013</td><td class="num">88.8000</td><td class="num">812.10</td><td class="num">2.8000</td><td class="num">3.2000</td><td class="num">3.1000</td><td class="num">2.5000</td><td class="num">2.7200</td><td class="num">1.3000</td><td class="num">100.80</td><td class="num">2.7900</td><td class="num">3.1900</td><td class="num">5.8700</td><td class="num">168.80</td><td class="num">559632</td><td class="num">3.2800</td><td class="num">515586</td><td class="num">1095</td><td class="num">1756.20</td><td class="num">103</td><td class="num">2011</td><td class="num">115</td><td class="num">0.0400</td><td class="num">980</td><td class="num">77.5000</td><td class="num">85</td><td class="num">2503</td><td class="num">61.6000</td><td class="num">105.50</td><td class="num">101</td><td class="num">88</td><td class="num">71.5000</td><td class="num">84</td><td class="num">5.4000</td><td class="num">3.3000</td><td class="num">34</td><td class="num">28.7000</td><td class="num">93.2000</td><td class="num">108</td><td class="num">168.20</td><td class="num">11762</td></tr>
|
||||
<tr><td></td><td class="num">2014</td><td class="num">90.2000</td><td class="num">843.50</td><td class="num">2.6800</td><td class="num">3.2000</td><td class="num">3.5000</td><td class="num">2</td><td class="num">2.3600</td><td class="num">1.3000</td><td class="num">101</td><td class="num">2.5600</td><td class="num">2.9900</td><td class="num">5.2200</td><td class="num">168.50</td><td class="num">572665</td><td class="num">2.9200</td><td class="num">525515</td><td class="num">1053</td><td class="num">1871</td><td class="num">104</td><td class="num">1916</td><td class="num">105.60</td><td class="num">0.0400</td><td class="num">1050</td><td class="num">81</td><td class="num">86.5000</td><td class="num">2546</td><td class="num">62.4000</td><td class="num">96.7000</td><td class="num">101.50</td><td class="num">90</td><td class="num">73.8000</td><td class="num">86</td><td class="num">1.1000</td><td class="num">3.1000</td><td class="num">34.5000</td><td class="num">29</td><td class="num">87.6000</td><td class="num">108.80</td><td class="num">168.80</td><td class="num">13033</td></tr>
|
||||
<tr><td></td><td class="num">2015</td><td class="num">95</td><td class="num">1059.40</td><td class="num">2.2300</td><td class="num">2.8000</td><td class="num">3.6000</td><td class="num">1.5000</td><td class="num">1.7200</td><td class="num">0.7000</td><td class="num">100.50</td><td class="num">1.8000</td><td class="num">2.1800</td><td class="num">4.6100</td><td class="num">168</td><td class="num">526757</td><td class="num">2.2500</td><td class="num">436499</td><td class="num">1131</td><td class="num">2010</td><td class="num">103.50</td><td class="num">1961</td><td class="num">79.5000</td><td class="num">0.0300</td><td class="num">1145</td><td class="num">84.5000</td><td class="num">88</td><td class="num">2567</td><td class="num">62.6000</td><td class="num">51.2000</td><td class="num">101</td><td class="num">86</td><td class="num">77.5000</td><td class="num">88.5000</td><td class="num">9.1000</td><td class="num">5.1000</td><td class="num">36</td><td class="num">28.8000</td><td class="num">79.8000</td><td class="num">107.20</td><td class="num">168.50</td><td class="num">-45908</td></tr>
|
||||
<tr><td></td><td class="num">2016</td><td class="num">97.5000</td><td class="num">992.40</td><td class="num">2.4300</td><td class="num">2.9000</td><td class="num">3.7000</td><td class="num">1.2500</td><td class="num">1.4800</td><td class="num">1</td><td class="num">99.8000</td><td class="num">1.4400</td><td class="num">1.8800</td><td class="num">4.6000</td><td class="num">168.50</td><td class="num">495426</td><td class="num">1.8000</td><td class="num">406193</td><td class="num">1161</td><td class="num">2151.10</td><td class="num">100</td><td class="num">2026</td><td class="num">78</td><td class="num">0.0300</td><td class="num">1250</td><td class="num">82</td><td class="num">89.5000</td><td class="num">2597</td><td class="num">63</td><td class="num">41.3000</td><td class="num">100.20</td><td class="num">85</td><td class="num">89.5000</td><td class="num">90</td><td class="num">10.3000</td><td class="num">5.6000</td><td class="num">36.4000</td><td class="num">29.2000</td><td class="num">74.5000</td><td class="num">106</td><td class="num">168</td><td class="num">-31331</td></tr>
|
||||
<tr><td></td><td class="num">2017</td><td class="num">100</td><td class="num">752.60</td><td class="num">2.7200</td><td class="num">3.2000</td><td class="num">3.7000</td><td class="num">1.5000</td><td class="num">1.5200</td><td class="num">1.9000</td><td class="num">101.50</td><td class="num">1.8000</td><td class="num">2.2800</td><td class="num">4.8300</td><td class="num">174.20</td><td class="num">573694</td><td class="num">2.3300</td><td class="num">478478</td><td class="num">1131</td><td class="num">2347.20</td><td class="num">105</td><td class="num">2467</td><td class="num">90.5000</td><td class="num">0.0200</td><td class="num">1364</td><td class="num">92</td><td class="num">92</td><td class="num">2620</td><td class="num">63.2000</td><td class="num">53.1000</td><td class="num">101.80</td><td class="num">92</td><td class="num">90</td><td class="num">92.5000</td><td class="num">7.3000</td><td class="num">9.8000</td><td class="num">36.6000</td><td class="num">31.1000</td><td class="num">77.3000</td><td class="num">107.50</td><td class="num">168.50</td><td class="num">78268</td></tr>
|
||||
<tr><td></td><td class="num">2018</td><td class="num">102</td><td class="num">774.70</td><td class="num">2.5500</td><td class="num">2.9000</td><td class="num">3.8000</td><td class="num">1.7500</td><td class="num">1.8500</td><td class="num">1.5000</td><td class="num">100.80</td><td class="num">2.1000</td><td class="num">2.6700</td><td class="num">5.4100</td><td class="num">178</td><td class="num">604860</td><td class="num">2.5600</td><td class="num">535202</td><td class="num">1100</td><td class="num">2508.90</td><td class="num">102</td><td class="num">2041</td><td class="num">100</td><td class="num">0.0300</td><td class="num">1497</td><td class="num">94.5000</td><td class="num">94</td><td class="num">2633</td><td class="num">63.1000</td><td class="num">69.5000</td><td class="num">101.50</td><td class="num">88</td><td class="num">85.5000</td><td class="num">94.5000</td><td class="num">-4.6000</td><td class="num">-2.4000</td><td class="num">35.9000</td><td class="num">30.3000</td><td class="num">77.3000</td><td class="num">107</td><td class="num">174.20</td><td class="num">31166</td></tr>
|
||||
<tr><td></td><td class="num">2019</td><td class="num">104.50</td><td class="num">597</td><td class="num">2.7400</td><td class="num">2.2000</td><td class="num">3.8000</td><td class="num">1.2500</td><td class="num">1.6300</td><td class="num">0.4000</td><td class="num">99.3000</td><td class="num">1.5000</td><td class="num">1.9300</td><td class="num">4.5200</td><td class="num">175.50</td><td class="num">542233</td><td class="num">1.7400</td><td class="num">503343</td><td class="num">1166</td><td class="num">2694</td><td class="num">97</td><td class="num">2198</td><td class="num">92.5000</td><td class="num">0.0300</td><td class="num">1573</td><td class="num">89</td><td class="num">96.5000</td><td class="num">2660</td><td class="num">63.5000</td><td class="num">63.4000</td><td class="num">100</td><td class="num">82</td><td class="num">82</td><td class="num">97</td><td class="num">-3.1000</td><td class="num">-2.1000</td><td class="num">34.6000</td><td class="num">30.5000</td><td class="num">72.1000</td><td class="num">102.80</td><td class="num">178</td><td class="num">-62627</td></tr>
|
||||
<tr><td></td><td class="num">2020</td><td class="num">110</td><td class="num">752.80</td><td class="num">2.5900</td><td class="num">-0.7000</td><td class="num">4</td><td class="num">0.5000</td><td class="num">0.7600</td><td class="num">0.5000</td><td class="num">97</td><td class="num">0.9800</td><td class="num">2.0300</td><td class="num">5.2500</td><td class="num">170</td><td class="num">512498</td><td class="num">1.5200</td><td class="num">467633</td><td class="num">1180</td><td class="num">3070.20</td><td class="num">90</td><td class="num">2873</td><td class="num">85</td><td class="num">0.0200</td><td class="num">1723</td><td class="num">100</td><td class="num">100</td><td class="num">2630</td><td class="num">62.5000</td><td class="num">42.3000</td><td class="num">97.5000</td><td class="num">76</td><td class="num">79</td><td class="num">100</td><td class="num">-0.1000</td><td class="num">2.6000</td><td class="num">36.3000</td><td class="num">31.3000</td><td class="num">65.8000</td><td class="num">100</td><td class="num">175.50</td><td class="num">-29735</td></tr>
|
||||
<tr><td></td><td class="num">2021</td><td class="num">122</td><td class="num">883</td><td class="num">3.2200</td><td class="num">4.3000</td><td class="num">3.7000</td><td class="num">1</td><td class="num">1.0900</td><td class="num">2.5000</td><td class="num">102.80</td><td class="num">1.4300</td><td class="num">2.2600</td><td class="num">5.6400</td><td class="num">183</td><td class="num">644400</td><td class="num">2.1200</td><td class="num">615093</td><td class="num">1144</td><td class="num">3415.80</td><td class="num">106</td><td class="num">2978</td><td class="num">110.50</td><td class="num">0.0100</td><td class="num">1853</td><td class="num">108.50</td><td class="num">105</td><td class="num">2672</td><td class="num">63.8000</td><td class="num">69.3000</td><td class="num">103</td><td class="num">96</td><td class="num">77.5000</td><td class="num">104.50</td><td class="num">-1.5000</td><td class="num">3.1000</td><td class="num">35.8000</td><td class="num">31.6000</td><td class="num">74.5000</td><td class="num">105.20</td><td class="num">170</td><td class="num">131902</td></tr>
|
||||
<tr><td></td><td class="num">2022</td><td class="num">128</td><td class="num">258.30</td><td class="num">3.3800</td><td class="num">2.6000</td><td class="num">2.9000</td><td class="num">3.2500</td><td class="num">3.7700</td><td class="num">5.1000</td><td class="num">99.2000</td><td class="num">3.1400</td><td class="num">4.2500</td><td class="num">8.1800</td><td class="num">186.50</td><td class="num">683585</td><td class="num">3.6000</td><td class="num">731370</td><td class="num">1292</td><td class="num">3561</td><td class="num">95</td><td class="num">2237</td><td class="num">140.20</td><td class="num">0.0200</td><td class="num">1903</td><td class="num">105</td><td class="num">107.50</td><td class="num">2726</td><td class="num">64.5000</td><td class="num">97</td><td class="num">100.50</td><td class="num">85</td><td class="num">76</td><td class="num">108</td><td class="num">-3.5000</td><td class="num">-0.7000</td><td class="num">34.5000</td><td class="num">31.8000</td><td class="num">85.2000</td><td class="num">104.50</td><td class="num">183</td><td class="num">39185</td></tr>
|
||||
<tr><td></td><td class="num">2023</td><td class="num">118</td><td class="num">355.20</td><td class="num">3.9300</td><td class="num">1.4000</td><td class="num">2.7000</td><td class="num">3.5000</td><td class="num">3.7500</td><td class="num">3.6000</td><td class="num">98.8000</td><td class="num">3.5500</td><td class="num">4.4000</td><td class="num">8.4000</td><td class="num">183</td><td class="num">632744</td><td class="num">3.7800</td><td class="num">642756</td><td class="num">1305</td><td class="num">3680</td><td class="num">96.5000</td><td class="num">2655</td><td class="num">120</td><td class="num">0.0300</td><td class="num">1920</td><td class="num">102</td><td class="num">106</td><td class="num">2750</td><td class="num">65</td><td class="num">82.5000</td><td class="num">99.2000</td><td class="num">80</td><td class="num">72</td><td class="num">109.50</td><td class="num">-0.5000</td><td class="num">1.5000</td><td class="num">34</td><td class="num">30.8000</td><td class="num">80.5000</td><td class="num">101</td><td class="num">186.50</td><td class="num">-50841</td></tr>
|
||||
<tr><td></td><td class="num">2024</td><td class="num">115</td><td class="num">380</td><td class="num">4</td><td class="num">2.2000</td><td class="num">2.8000</td><td class="num">3</td><td class="num">3.3000</td><td class="num">2.3000</td><td class="num">99.5000</td><td class="num">3.2000</td><td class="num">3.9000</td><td class="num">7.5000</td><td class="num">185</td><td class="num">660000</td><td class="num">3.4200</td><td class="num">650000</td><td class="num">1350</td><td class="num">3800</td><td class="num">98</td><td class="num">2400</td><td class="num">115</td><td class="num">0.0300</td><td class="num">1950</td><td class="num">103.50</td><td class="num">105.50</td><td class="num">2760</td><td class="num">65.2000</td><td class="num">80</td><td class="num">99.5000</td><td class="num">82</td><td class="num">68</td><td class="num">110</td><td class="num">-3.3000</td><td class="num">0.8000</td><td class="num">33.5000</td><td class="num">30</td><td class="num">82</td><td class="num">101.50</td><td class="num">183</td><td class="num">27256</td></tr>
|
||||
<tr><td></td><td class="num">2025</td><td class="num">112</td><td class="num">350</td><td class="num">3.6000</td><td class="num">1.8000</td><td class="num">3</td><td class="num">2.7500</td><td class="num">3</td><td class="num">1.8000</td><td class="num">99.8000</td><td class="num">2.8000</td><td class="num">3.5000</td><td class="num">6.8000</td><td class="num">184</td><td class="num">650000</td><td class="num">3.1000</td><td class="num">640000</td><td class="num">1380</td><td class="num">3900</td><td class="num">99</td><td class="num">2500</td><td class="num">110</td><td class="num">0.0300</td><td class="num">1980</td><td class="num">104</td><td class="num">106</td><td class="num">2770</td><td class="num">65.5000</td><td class="num">75</td><td class="num">100</td><td class="num">84</td><td class="num">65</td><td class="num">111</td><td class="num">-2</td><td class="num">1</td><td class="num">33</td><td class="num">29.5000</td><td class="num">81</td><td class="num">101</td><td class="num">185</td><td class="num">-10000</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="Zt_추정">
|
||||
<div class="sheet-title">📊 Zt_추정</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="6" class="merged"> Zt 추정 (Belkin & Suchower 1998)</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="6" class="section"> 방법론: 관측 전이행렬 역산 → WLS → Zt</td></tr>
|
||||
<tr><td></td><td>자산상관계수 (ρ)</td><td class="num">0.2000</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="6" class="section"> ρ = 0.20 근거</td></tr>
|
||||
<tr><td></td><td>[1] Basel III IRB: 기업 ρ = 0.12~0.24 (CRE31.6)</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td> R = 0.12×(1-e^(-50×PD))/(1-e^(-50)) + 0.24×(1-(1-e^(-50×PD))/(1-e^(-50)))</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>[2] BBB(PD≈0.2%) → R=0.208, A(PD≈0.07%) → R=0.217</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>[3] 한국 기업 포트폴리오 평균: ρ ≈ 0.20 (투자/투기 혼합)</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>[4] Moody's Analytics CreditEdge: single-factor ρ ≈ 0.15~0.25</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>Zt 평균 (μ)</td><td class="num">-0.2001</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>Zt 표준편차 (σ)</td><td class="num">0.7673</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>관측 기간</td><td>1998~2025 (28개년)</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>연도</td><td>Zt</td><td>HOUSING_PRICE</td><td>CURRENT_ACCOUNT</td><td>CREDIT_SPREAD_LAG1</td></tr>
|
||||
<tr><td></td><td class="num">1998</td><td class="num">-2.1505</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td class="num">1999</td><td class="num">-0.8673</td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td class="num">2000</td><td class="num">0.0862</td><td class="num">55.2000</td><td class="num">123.50</td><td></td></tr>
|
||||
<tr><td></td><td class="num">2001</td><td class="num">-0.7190</td><td class="num">56.8000</td><td class="num">80.3000</td><td class="num">2.5500</td></tr>
|
||||
<tr><td></td><td class="num">2002</td><td class="num">-0.8970</td><td class="num">65.3000</td><td class="num">53.9000</td><td class="num">3.1500</td></tr>
|
||||
<tr><td></td><td class="num">2003</td><td class="num">-0.0819</td><td class="num">71.5000</td><td class="num">119.50</td><td class="num">2.7300</td></tr>
|
||||
<tr><td></td><td class="num">2004</td><td class="num">-1.3041</td><td class="num">71</td><td class="num">284.20</td><td class="num">3.2700</td></tr>
|
||||
<tr><td></td><td class="num">2005</td><td class="num">-0.3216</td><td class="num">73.5000</td><td class="num">149.80</td><td class="num">2.8100</td></tr>
|
||||
<tr><td></td><td class="num">2006</td><td class="num">1.4361</td><td class="num">80.2000</td><td class="num">53.9000</td><td class="num">1.8300</td></tr>
|
||||
<tr><td></td><td class="num">2007</td><td class="num">0.4562</td><td class="num">83.5000</td><td class="num">59.5000</td><td class="num">1.8300</td></tr>
|
||||
<tr><td></td><td class="num">2008</td><td class="num">0.4385</td><td class="num">84</td><td class="num">-57.8000</td><td class="num">1.7400</td></tr>
|
||||
<tr><td></td><td class="num">2009</td><td class="num">-0.6293</td><td class="num">84.8000</td><td class="num">328.10</td><td class="num">3.7100</td></tr>
|
||||
<tr><td></td><td class="num">2010</td><td class="num">-1.0651</td><td class="num">87</td><td class="num">282.10</td><td class="num">3.4400</td></tr>
|
||||
<tr><td></td><td class="num">2011</td><td class="num">0.000684</td><td class="num">89.5000</td><td class="num">184.10</td><td class="num">3.3200</td></tr>
|
||||
<tr><td></td><td class="num">2012</td><td class="num">-1.1979</td><td class="num">89</td><td class="num">508.40</td><td class="num">3.3400</td></tr>
|
||||
<tr><td></td><td class="num">2013</td><td class="num">-0.4545</td><td class="num">88.8000</td><td class="num">812.10</td><td class="num">2.8000</td></tr>
|
||||
<tr><td></td><td class="num">2014</td><td class="num">0.9161</td><td class="num">90.2000</td><td class="num">843.50</td><td class="num">2.6800</td></tr>
|
||||
<tr><td></td><td class="num">2015</td><td class="num">-0.4494</td><td class="num">95</td><td class="num">1059.40</td><td class="num">2.2300</td></tr>
|
||||
<tr><td></td><td class="num">2016</td><td class="num">-0.0127</td><td class="num">97.5000</td><td class="num">992.40</td><td class="num">2.4300</td></tr>
|
||||
<tr><td></td><td class="num">2017</td><td class="num">0.4831</td><td class="num">100</td><td class="num">752.60</td><td class="num">2.7200</td></tr>
|
||||
<tr><td></td><td class="num">2018</td><td class="num">0.6004</td><td class="num">102</td><td class="num">774.70</td><td class="num">2.5500</td></tr>
|
||||
<tr><td></td><td class="num">2019</td><td class="num">-0.2213</td><td class="num">104.50</td><td class="num">597</td><td class="num">2.7400</td></tr>
|
||||
<tr><td></td><td class="num">2020</td><td class="num">0.5464</td><td class="num">110</td><td class="num">752.80</td><td class="num">2.5900</td></tr>
|
||||
<tr><td></td><td class="num">2021</td><td class="num">0.4557</td><td class="num">122</td><td class="num">883</td><td class="num">3.2200</td></tr>
|
||||
<tr><td></td><td class="num">2022</td><td class="num">0.5197</td><td class="num">128</td><td class="num">258.30</td><td class="num">3.3800</td></tr>
|
||||
<tr><td></td><td class="num">2023</td><td class="num">-0.9198</td><td class="num">118</td><td class="num">355.20</td><td class="num">3.9300</td></tr>
|
||||
<tr><td></td><td class="num">2024</td><td class="num">0.1165</td><td class="num">115</td><td class="num">380</td><td class="num">4</td></tr>
|
||||
<tr><td></td><td class="num">2025</td><td class="num">-0.3662</td><td class="num">112</td><td class="num">350</td><td class="num">3.6000</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="AR1_모형">
|
||||
<div class="sheet-title">📊 AR1_모형</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="7" class="merged"> AR(1) + Macro 회귀 모형</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="7" class="section"> Z(t) = c + φ·Z(t-1) + Σ βᵢ·Xᵢ_std(t) + ε(t)</td></tr>
|
||||
<tr><td></td><td>※ 거시변수는 표준화(mean=0, std=1) 후 투입. β = '1σ 충격 → ΔZ'로 해석</td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="7" class="section"> 회귀 계수</td></tr>
|
||||
<tr><td></td><td>변수</td><td>계수</td><td>표준오차</td><td>t값</td><td>p값</td><td>유의성</td></tr>
|
||||
<tr><td></td><td>const</td><td class="num">-0.1781</td><td class="num">0.0911</td><td class="num">-1.9541</td><td class="num">0.0648</td><td>*</td></tr>
|
||||
<tr><td></td><td>Z_lag1</td><td class="num">-0.3352</td><td class="num">0.1488</td><td class="num">-2.2529</td><td class="num">0.0357</td><td>**</td></tr>
|
||||
<tr><td></td><td>HOUSING_PRICE</td><td class="num">0.6412</td><td class="num">0.1341</td><td class="num">4.7800</td><td class="num">0.000114</td><td>***</td></tr>
|
||||
<tr><td></td><td>CURRENT_ACCOUNT</td><td class="num">-0.1771</td><td class="num">0.1069</td><td class="num">-1.6570</td><td class="num">0.1131</td><td></td></tr>
|
||||
<tr><td></td><td>CREDIT_SPREAD_LAG1</td><td class="num">-0.6439</td><td class="num">0.1099</td><td class="num">-5.8605</td><td class="num">0.000010</td><td>***</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="7" class="section"> 모형 진단 통계</td></tr>
|
||||
<tr><td></td><td>R²</td><td class="num">0.6667</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>Adj. R²</td><td class="num">0.6000</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>F 통계량</td><td class="num">10.0014</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>F p-value</td><td class="num">0.000130</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>AIC</td><td class="num">34.9959</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>Durbin-Watson</td><td class="num">2.8731</td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="7" class="section"> 거시변수 표본 통계 (표준화 전 원시값)</td></tr>
|
||||
<tr><td></td><td>변수</td><td>평균</td><td>표준편차</td><td>최근값</td><td></td><td></td></tr>
|
||||
<tr><td></td><td>HOUSING_PRICE</td><td class="num">91.3192</td><td class="num">19.3527</td><td class="num">112</td><td></td><td></td></tr>
|
||||
<tr><td></td><td>CURRENT_ACCOUNT</td><td class="num">422.33</td><td class="num">334.75</td><td class="num">350</td><td></td><td></td></tr>
|
||||
<tr><td></td><td>CREDIT_SPREAD_LAG1</td><td class="num">2.9036</td><td class="num">0.6262</td><td class="num">3.6000</td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="7" class="section"> 변수별 경제적 해석</td></tr>
|
||||
<tr><td></td><td>HOUSING_PRICE</td><td>β=+0.6412 (+)</td><td rowspan="1" colspan="4">주택가격↑ → 담보가치↑ → 차입여력↑ → 부도↓ → Z↑</td></tr>
|
||||
<tr><td></td><td>CURRENT_ACCOUNT</td><td>β=-0.1771 (−)</td><td rowspan="1" colspan="4">경상수지↑(흑자) → 불황기 수출의존↑ → Z↓ (한국 특수 패턴)</td></tr>
|
||||
<tr><td></td><td>CREDIT_SPREAD_LAG1</td><td>β=-0.6439 (−)</td><td rowspan="1" colspan="4">전년 스프레드↑ → 당해 신용위험 전이 → 부도↑ → Z↓ (시차 효과)</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="시나리오_Z경로">
|
||||
<div class="sheet-title">📊 시나리오_Z경로</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="5" class="merged"> 시나리오별 Z(t) 경로</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="5" class="section"> t=1: 거시 충격 적용 | t≥2: AR(1) 감쇠 → TTC 수렴</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>연도(t+k)</td><td>호황 (Upside)</td><td>중립 (Base)</td><td>불황 (Downside)</td></tr>
|
||||
<tr><td></td><td class="num">1</td><td class="num">1.0527</td><td class="num">-0.0553</td><td class="num">-1.7174</td></tr>
|
||||
<tr><td></td><td class="num">2</td><td class="num">-0.5309</td><td class="num">-0.1595</td><td class="num">0.3975</td></tr>
|
||||
<tr><td></td><td class="num">3</td><td class="num">-0.000133</td><td class="num">-0.1246</td><td class="num">-0.3113</td></tr>
|
||||
<tr><td></td><td class="num">4</td><td class="num">-0.1781</td><td class="num">-0.1363</td><td class="num">-0.0737</td></tr>
|
||||
<tr><td></td><td class="num">5</td><td class="num">-0.1184</td><td class="num">-0.1324</td><td class="num">-0.1534</td></tr>
|
||||
<tr><td></td><td class="num">6</td><td class="num">-0.1384</td><td class="num">-0.1337</td><td class="num">-0.1267</td></tr>
|
||||
<tr><td></td><td class="num">7</td><td class="num">-0.1317</td><td class="num">-0.1333</td><td class="num">-0.1356</td></tr>
|
||||
<tr><td></td><td class="num">8</td><td class="num">-0.1340</td><td class="num">-0.1334</td><td class="num">-0.1326</td></tr>
|
||||
<tr><td></td><td class="num">9</td><td class="num">-0.1332</td><td class="num">-0.1334</td><td class="num">-0.1336</td></tr>
|
||||
<tr><td></td><td class="num">10</td><td class="num">-0.1335</td><td class="num">-0.1334</td><td class="num">-0.1333</td></tr>
|
||||
<tr><td></td><td class="num">15</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
<tr><td></td><td class="num">20</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
<tr><td></td><td class="num">25</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
<tr><td></td><td class="num">30</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
<tr><td></td><td class="num">40</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
<tr><td></td><td class="num">50</td><td class="num">-0.1334</td><td class="num">-0.1334</td><td class="num">-0.1334</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="Lifetime_PD">
|
||||
<div class="sheet-title">📊 Lifetime_PD</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="10" class="merged"> 시나리오별 누적 Lifetime PD (%)</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="10" class="section"> 호황 (Upside) (가중치 20%)</td></tr>
|
||||
<tr><td></td><td>시나리오</td><td>연도</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>CCC</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">1</td><td class="num">0.001305</td><td class="num">0.002038</td><td class="num">0.007820</td><td class="num">0.1078</td><td class="num">0.8244</td><td class="num">2.5111</td><td class="num">11.0291</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">2</td><td class="num">0.0334</td><td class="num">0.0489</td><td class="num">0.1523</td><td class="num">1.2209</td><td class="num">6.1478</td><td class="num">14.3028</td><td class="num">30.5701</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">3</td><td class="num">0.0454</td><td class="num">0.0712</td><td class="num">0.2728</td><td class="num">2.0723</td><td class="num">9.7869</td><td class="num">21.5086</td><td class="num">39.4917</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">5</td><td class="num">0.0774</td><td class="num">0.1449</td><td class="num">0.7004</td><td class="num">4.5770</td><td class="num">18.5657</td><td class="num">35.8879</td><td class="num">52.8646</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">7</td><td class="num">0.1092</td><td class="num">0.2499</td><td class="num">1.3212</td><td class="num">7.5916</td><td class="num">27.1785</td><td class="num">47.4539</td><td class="num">62.0428</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">10</td><td class="num">0.1584</td><td class="num">0.4910</td><td class="num">2.6113</td><td class="num">12.7192</td><td class="num">39.0549</td><td class="num">60.7263</td><td class="num">72.0198</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">15</td><td class="num">0.2491</td><td class="num">1.1786</td><td class="num">5.5874</td><td class="num">21.7816</td><td class="num">55.0271</td><td class="num">75.2884</td><td class="num">82.7164</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">20</td><td class="num">0.3584</td><td class="num">2.2744</td><td class="num">9.2994</td><td class="num">30.3966</td><td class="num">66.4407</td><td class="num">83.9785</td><td class="num">89.0086</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">30</td><td class="num">0.6701</td><td class="num">5.6406</td><td class="num">17.6391</td><td class="num">44.4615</td><td class="num">79.7891</td><td class="num">92.5201</td><td class="num">95.0957</td></tr>
|
||||
<tr><td></td><td>호황 (Upside)</td><td class="num">50</td><td class="num">1.8493</td><td class="num">15.2686</td><td class="num">33.0938</td><td class="num">61.2940</td><td class="num">89.5458</td><td class="num">97.3332</td><td class="num">98.4190</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="10" class="section"> 중립 (Base) (가중치 50%)</td></tr>
|
||||
<tr><td></td><td>시나리오</td><td>연도</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>CCC</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">1</td><td class="num">0.0131</td><td class="num">0.0193</td><td class="num">0.0626</td><td class="num">0.5973</td><td class="num">3.2599</td><td class="num">8.0151</td><td class="num">25.1118</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">2</td><td class="num">0.0291</td><td class="num">0.0456</td><td class="num">0.1786</td><td class="num">1.5138</td><td class="num">7.4367</td><td class="num">16.7838</td><td class="num">40.3810</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">3</td><td class="num">0.0443</td><td class="num">0.0746</td><td class="num">0.3382</td><td class="num">2.6152</td><td class="num">11.7983</td><td class="num">24.7793</td><td class="num">49.7632</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">5</td><td class="num">0.0755</td><td class="num">0.1523</td><td class="num">0.8153</td><td class="num">5.3791</td><td class="num">20.9219</td><td class="num">38.8003</td><td class="num">61.4840</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">7</td><td class="num">0.1073</td><td class="num">0.2648</td><td class="num">1.5026</td><td class="num">8.6767</td><td class="num">29.8387</td><td class="num">50.1129</td><td class="num">69.1802</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">10</td><td class="num">0.1567</td><td class="num">0.5216</td><td class="num">2.9118</td><td class="num">14.2067</td><td class="num">41.9948</td><td class="num">63.0198</td><td class="num">77.3817</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">15</td><td class="num">0.2480</td><td class="num">1.2463</td><td class="num">6.1132</td><td class="num">23.8192</td><td class="num">58.1023</td><td class="num">77.0581</td><td class="num">86.1044</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">20</td><td class="num">0.3583</td><td class="num">2.3902</td><td class="num">10.0534</td><td class="num">32.8144</td><td class="num">69.4296</td><td class="num">85.3543</td><td class="num">91.2138</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">30</td><td class="num">0.6727</td><td class="num">5.8734</td><td class="num">18.7773</td><td class="num">47.2255</td><td class="num">82.3953</td><td class="num">93.4112</td><td class="num">96.1343</td></tr>
|
||||
<tr><td></td><td>중립 (Base)</td><td class="num">50</td><td class="num">1.8588</td><td class="num">15.7497</td><td class="num">34.6026</td><td class="num">63.9444</td><td class="num">91.4614</td><td class="num">97.8386</td><td class="num">98.7959</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="10" class="section"> 불황 (Downside) (가중치 30%)</td></tr>
|
||||
<tr><td></td><td>시나리오</td><td>연도</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>CCC</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">1</td><td class="num">0.2401</td><td class="num">0.3283</td><td class="num">0.8295</td><td class="num">4.6213</td><td class="num">15.5554</td><td class="num">28.3305</td><td class="num">56.3571</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">2</td><td class="num">0.2463</td><td class="num">0.3471</td><td class="num">1.0083</td><td class="num">5.5513</td><td class="num">18.4195</td><td class="num">33.1617</td><td class="num">63.4497</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">3</td><td class="num">0.2689</td><td class="num">0.4089</td><td class="num">1.4462</td><td class="num">7.5656</td><td class="num">23.7982</td><td class="num">40.9283</td><td class="num">70.4479</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">5</td><td class="num">0.3005</td><td class="num">0.5393</td><td class="num">2.3388</td><td class="num">11.2799</td><td class="num">32.6050</td><td class="num">52.0021</td><td class="num">77.5624</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">7</td><td class="num">0.3341</td><td class="num">0.7284</td><td class="num">3.4487</td><td class="num">15.3342</td><td class="num">40.9153</td><td class="num">60.9306</td><td class="num">82.1168</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">10</td><td class="num">0.3884</td><td class="num">1.1346</td><td class="num">5.4544</td><td class="num">21.6124</td><td class="num">51.8620</td><td class="num">71.0807</td><td class="num">86.9009</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">15</td><td class="num">0.4951</td><td class="num">2.1663</td><td class="num">9.4855</td><td class="num">31.7065</td><td class="num">65.8925</td><td class="num">82.0951</td><td class="num">91.9642</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">20</td><td class="num">0.6316</td><td class="num">3.6412</td><td class="num">14.0208</td><td class="num">40.6129</td><td class="num">75.5089</td><td class="num">88.5935</td><td class="num">94.9255</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">30</td><td class="num">1.0301</td><td class="num">7.7128</td><td class="num">23.3321</td><td class="num">54.2014</td><td class="num">86.2731</td><td class="num">94.8930</td><td class="num">97.7739</td></tr>
|
||||
<tr><td></td><td>불황 (Downside)</td><td class="num">50</td><td class="num">2.4554</td><td class="num">18.1998</td><td class="num">39.0619</td><td class="num">69.2061</td><td class="num">93.5729</td><td class="num">98.3429</td><td class="num">99.3113</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="가중평균_PD">
|
||||
<div class="sheet-title">📊 가중평균_PD</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="9" class="merged"> 확률가중 Lifetime PD (%)</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td rowspan="1" colspan="9" class="section"> PD_weighted(t) = Σ w_s × PD_s(t)</td></tr>
|
||||
<tr><td></td><td>= 20%×호황 (Upside) + 50%×중립 (Base) + 30%×불황 (Downside)</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>연도</td><td>AAA</td><td>AA</td><td>A</td><td>BBB</td><td>BB</td><td>B</td><td>CCC</td></tr>
|
||||
<tr><td></td><td class="num">1</td><td class="num">0.0788</td><td class="num">0.1085</td><td class="num">0.2817</td><td class="num">1.7066</td><td class="num">6.4614</td><td class="num">13.0089</td><td class="num">31.6688</td></tr>
|
||||
<tr><td></td><td class="num">2</td><td class="num">0.0952</td><td class="num">0.1367</td><td class="num">0.4223</td><td class="num">2.6665</td><td class="num">10.4737</td><td class="num">21.2010</td><td class="num">45.3394</td></tr>
|
||||
<tr><td></td><td class="num">3</td><td class="num">0.1119</td><td class="num">0.1742</td><td class="num">0.6575</td><td class="num">3.9917</td><td class="num">14.9960</td><td class="num">28.9699</td><td class="num">53.9143</td></tr>
|
||||
<tr><td></td><td class="num">5</td><td class="num">0.1434</td><td class="num">0.2669</td><td class="num">1.2494</td><td class="num">6.9889</td><td class="num">23.9556</td><td class="num">42.1784</td><td class="num">64.5837</td></tr>
|
||||
<tr><td></td><td class="num">7</td><td class="num">0.1757</td><td class="num">0.4009</td><td class="num">2.0501</td><td class="num">10.4570</td><td class="num">32.6296</td><td class="num">52.8264</td><td class="num">71.6337</td></tr>
|
||||
<tr><td></td><td class="num">10</td><td class="num">0.2265</td><td class="num">0.6994</td><td class="num">3.6145</td><td class="num">16.1309</td><td class="num">44.3670</td><td class="num">64.9794</td><td class="num">79.1651</td></tr>
|
||||
<tr><td></td><td class="num">15</td><td class="num">0.3224</td><td class="num">1.5088</td><td class="num">7.0197</td><td class="num">25.7778</td><td class="num">59.8243</td><td class="num">78.2153</td><td class="num">87.1847</td></tr>
|
||||
<tr><td></td><td class="num">20</td><td class="num">0.4403</td><td class="num">2.7423</td><td class="num">11.0928</td><td class="num">34.6704</td><td class="num">70.6556</td><td class="num">86.0509</td><td class="num">91.8863</td></tr>
|
||||
<tr><td></td><td class="num">30</td><td class="num">0.7794</td><td class="num">6.3787</td><td class="num">19.9161</td><td class="num">48.7655</td><td class="num">83.0374</td><td class="num">93.6775</td><td class="num">96.4184</td></tr>
|
||||
<tr><td></td><td class="num">50</td><td class="num">2.0359</td><td class="num">16.3885</td><td class="num">35.6386</td><td class="num">64.9928</td><td class="num">91.7117</td><td class="num">97.8888</td><td class="num">98.8751</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
<div class="sheet" id="검증결과">
|
||||
<div class="sheet-title">📊 검증결과</div>
|
||||
<table>
|
||||
<tr><td rowspan="1" colspan="7" class="merged"> 통계적 검증 결과</td></tr>
|
||||
<tr><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr>
|
||||
<tr><td></td><td>검정</td><td>대상</td><td>통계량</td><td>p-value</td><td>결과</td><td>해석</td></tr>
|
||||
<tr><td></td><td>ADF (Augmented Dickey-Fuller)</td><td>Zt 시계열</td><td>-4.8749</td><td>0.0000</td><td class="pass">Pass O</td><td>정상 시계열 (p=0.0000, α=0.05)</td></tr>
|
||||
<tr><td></td><td>Shapiro-Wilk Normality Test</td><td>Zt 시계열</td><td>0.9818</td><td>0.8921</td><td class="pass">Pass O</td><td>정규분포 (p=0.8921, α=0.05)</td></tr>
|
||||
<tr><td></td><td>Ljung-Box Q-test</td><td>잔차 자기상관</td><td>12.2306</td><td>0.0318</td><td class="fail">Fail X</td><td>자기상관 존재 (DW=2.873, LB p=0.0318)</td></tr>
|
||||
<tr><td></td><td>Breusch-Pagan / ARCH-LM</td><td>잔차 이분산</td><td>BP=3.3425</td><td>0.5022</td><td class="pass">Pass O</td><td>등분산 (BP p=0.5022, ARCH p=0.9545)</td></tr>
|
||||
<tr><td></td><td>R² / F-test</td><td>모형 설명력</td><td>R²=0.6667</td><td>0.0001</td><td class="pass">Pass O</td><td>R²=0.667, Adj.R²=0.600</td></tr>
|
||||
<tr><td></td><td>PD Properties</td><td>Cumulative PD (upside)</td><td>-</td><td>-</td><td class="pass">Pass O</td><td>모든 검증 통과</td></tr>
|
||||
<tr><td></td><td>PD Properties</td><td>Cumulative PD (base)</td><td>-</td><td>-</td><td class="pass">Pass O</td><td>모든 검증 통과</td></tr>
|
||||
<tr><td></td><td>PD Properties</td><td>Cumulative PD (downside)</td><td>-</td><td>-</td><td class="pass">Pass O</td><td>모든 검증 통과</td></tr>
|
||||
</table>
|
||||
</div>
|
||||
</body></html>
|
||||
Reference in New Issue
Block a user