금융 데이터 및 텍스트 데이터를 활용한 금융 기업 조기 경보 모형 개발: 부실은행 예측을 중심으로 / Development of Early Warning Model for Financial Firms using Financial and Text Data: A Case Study on Insolvent Bank Prediction

The early warning model, one of the risk management models for financial companies, was introduced to detect in advance the capital adequacy crisis of financial institutions. The existing early warning models have mainly used predictive models with structured data-based variables such as various macroeconomic indicators and enterprise internal indicators. The purpose of this study is to further improve the performance of the early warning models by applying customer complaints data and news articles related to individual financial institutions to machine learning-based model. As a result of applying this technique to actual data over the period of 2001 to 2017, the methodology proposed in this study has demonstrated a performance improvement up to 20%p compared to the existing methodology in certain evaluation metrics.