/

Transcription

1

2 / /

3 1 2 3 /

4 1,,, KB, KB 43, ,272, 51, , KB,,, KB Needs,

5 2

6 3 Vision Profitable Mass ROA : 12% : 15% : 175% Universal Banking

7 4 / ( ), Moody s A (Financial Times) , (Euromoney ) (The Banker ) (The Banker ) CI , M&A (Finance Asia ) GOLD & WISEPB Lotto 6/ ING ABS , 73 (The Banker ) ISO17799/BS Bank On KB Sorak Financial Holdings BII IR Web Site (MZ Consult) KB (Euromoney ) , 1 (CLSA) Open KB

8 5 ( ) 15, 5, 1, 18, 72, 16 PB, 10, 15, 2, 22, 1,145

9 ( ) 1, , , ,149 ) ( : ) C D 884 1,253 A T M 8,227 8, (, ) 2, ,557 9,935 6 ( : ) , ,020 11, ,309 7, ,864 7, , , ,975 19, ,552 )

10 7 ( ) Donald H Mackenzie LG

11 8 ( ) ( :,, %) KB ,000 15,999, KB ( ) KB ( ) 44,759 8,941, ,338 6,134, KB ,000 3,999, KB , , KB ,262 1,173, KB ,000 6,000, Kookmin Bank Hong Kong Limited Hong Kong USD202,000, Kookmin Bank Int l Limited London GBP20 20,000, ) 1 ( )

12 ( ) ( :,, %) ING ( ) 70,000 1,400, ,000 1,999, ( ) 66,675 4,854, Sorak Financial Holdings Singapore BII SGD1181,422, ) 1, 2 ( ) 9 ( : ) ,697,462 14,985 14, ,979, ,884 6% ,581, CB 16, ,120, ,

13 10 ( ) () (%) BANK OF NEW YORK, ADRS 47,503, % ( ) 29,881, % EURO-PACIFIC GROWTH FUND 14,326, % ING BANK NV, AMSTERDAM 13,650, % 8,830, % NTC-GOV SPORE 6,719, % EMERGING MARKETS GROWTH 6,316, % TEMPLETON GROWTH FUND 4,199, % TEMPLETON FOREIGN FUND 4,192, % NTC/BONY/SSB-MONETR SG 3,701, % GIS-PRUDENTIAL ASSURANCE LTD 3,658, % ) Bank of New YorkADR 11 ( ) (%) (%) , ,288, ,940, ,408, , ,085, , , ,304, , ,462, ,944, , ,379,

14 ( ) (%) (%) 1 1, ,028, ,931, , ,810, , ,767, , ,383, , , , , , , , ,379, % 550 1,812 2, %

15

16 13 ( :, %, %P) (A) 43,155 7,668 35,487 ( B ) 34,589 21,870 12,719 30,683 14,312 16, ,246 1, ,658 6,460 (3,802) ( C ) (12) ( D) 3,433 (4,564) 7,997 (A-B+C-D) 5,552 (9,304) 14,856 (ROA) (ROE) (A-B) (A) (B) (038) (NIM) ) 2003

17 ( :, %, %P) ,363,178 1,407,686 44,508 35,951 50,533 14, ,072 42,023 9, (A/B) (A) 31,501 37,070 5,569 (B) 35,951 50,533 14,

18 ( : ) ( ) 18,956 18, ,239 1, ,226 1, ,165 1, ,139 1, ( ) 1,106 1, B/S ( : ) ,819 16,819-62,307 62,307-20,417 14,851 5,556 8,497 11,602 3,105 91,046 82,375 8,671 2 BIS ( :, %, %P) BIS ( A ) 134, ,995 9,828 ( B ) 1,210,791 1,273,702 62,911 1,199,367 1,262,140 62,773 11,424 11, BIS (A/B)

19 3 / ( :, %, %P) ( A ) 1,804,385 1,845,173 40,788 ( B ) 93,547 70,753 22,794 (B/A) % 4 BIS, ( : %, %P) % 2301% 214

20 ( : ) ,269,868 1,283,146 13,278 1,266,648 1,278,248 11,600 3,619 4,898 1, , ,856 14, , ,084 6,903 75,862 96,772 20,910 1,363,178 1,407,686 44,508 1,360,234 1,405,315 45,081 2,944 2, ,340,493 1,424,587 84,094 1,207,205 1,321, ,598 70, ,784 32,496 1,994,637 2,148, ,079 1,797,272 1,841,022 43, , , ,713 ( ) 4,295 15,679 11,384 26,332 30,196 3,864 ) 1 : :, CP,, 3 : 4 : + ( )+ 5 : :

21 3 Moody's S & P Fitch Baa3 P3 BB+ B BBB C Baa2 P3 BB+ B BBB C Baa2 P3 BBB- A3 BBB C A3 P2 BBB- A3 BBB C A3 P2 BBB A2 BBB C A3 P2 BBB A2 A- B/C A3 P2 BBB+ A2 A- B/C - - ) () 2 Moody s,

22 14 ( ) 4: ( : ) 4 4 5,177, ,010,534 27,598,737 9,634, ,034,323 21,867,820 2,633,218 12,109,893 8,283, ,622,543 1,681,896 6,230,738 2,041,691 (849,684) 9,104, ,727, ,727,184 ( ) 4: ( : ) ,879,860 2,089, ,440, , ,186,741 1,502, ,252, ,598 18,790, , ,411, , , ,168, ,758, ,250

23 ( ) 4: ( : ) ,220 7,028,835 7,586,618 12,534, , , ,876 10,679,316 56, , , ,469 ( ) - ( ) (47,192) 20,166,045 20,166,045 ( ) 4: ( : ) , , ,171 1,361,411 33,250-2,524 1,641 1,268,694 4,999 1,220 95, ,625 6, , ,148 9,503 9,381 99, ,842 2,472 1,985,279 1,985,279

24 15 ( :, %) ,180, , ,170, , C D 61, , , , , , , , , , , , , , ,516, , ,493, , ,774 27,963 1,458 8, ,770 34,629 1,506 7, , , ,572, , ,550, , ,845 4, , , , , , ,797, , ,767, , , ,307 1,255, ,366 83, , ,699 1,217, ,870 88, ( ) 831, , , , ( ) 423, , , , , , , , , , , , , () 22, , , , , , , , ( ) (38,449) (214) - - (18,240) (103) - - 1,585, , ,592, , ,325 12,081 26,753 1,146 19, ( ) (945) (005) ,129 12,695 27, , (1,321) (007) , , , , ,650, , ,658, , , , , , , , , , ,797, , ,767, , ) 1,, 2,,, 3

25 ( :, %) , , , , , , , , , , , , , , , , , , ( ) (1,438) (059) - (1,586) (042) - ( ) (7) - - (15) , , , , , , ) (2004 ) ( : %) ( )

26 16 ( : ) , ,166 4, ,459 14,973 4,514 99,030 98, ,112 59,029 4,917 39,092 42,803 3,711 3,266 4, ,161 11, ,967 55, ,195 18,450 7,745 4,522 2,704 1,818 21,673 15,746 5,927 1,179 2,476 1, ( ) ,180 2,478 1,298 71,345 20,613 50,732 5,760 1,974 3,786 2,570 2, ,015 15,752 47, ,688 42,076 59, ,054 2,001 1, ,799 1, ,453 23,509 41,944 30,682 14,312 16,370 30,343 21,463 8,883 48,474 51,898 3,424 27,585 27, ,892 24,857 3,965 3,115 9,590 6,475 15,022 48,315 33,293 8,985 13,868 22, ,985 13,868 22,853 3,433 4,564 7,997 5,552 9,304 14,856 ) (2004 4,328 )

27 /

28 17 ( :, %) , , , , ,360, ,411, ( ) (31,187) (175) (39,100) (211) (001) 1,227, ,237, , , , , , , , , , , , , , ,797, ,841, ,270, ,321, ,206, ,242, , , C D 49, , , , , , , , , , , , , , ,706, ,758, , , , , , , , , ,797, ,841, ) , , , , (8,497) (047) (11,602) (063)

29 1, , , , ( :, %) , , , , , , , , , , ( ) (472) (023) (1,398) (043) ( ) - - (8) - 4, , , , , , , , , , ) ( )

30 ( :, %) 1,227, ,254, ,237, ,217, , , , , , ,266, ,295, ,278, ,259, , , , , ,269, ,300, ,283, ,265, ) 1 = (, ) ( :, %) , , , , , , , , , , , , , , ,227, ,237, )

31 ( :, %) , , , , 1, , , , , , , , , , , , , , , , , , , 2, , ,` , , , 6, , , 10, , , , , , ,363, ,407, ) ( : ) (A/B x 100) 2863% 3092% (A) 351, ,503 (B) 1,227,158 1,237,024 )

32 ( :, %) , , , , , , , , , , , , ,227, ,237, ) 19 ( : ) ( A ) 36,088 36, ( B ) 168, ,891 2,936 ( C ) 62,294 62,294 - (D) 5,454 5,447-7 (A+B+C+D) 272, ,987 3,196 44,297 43, , ,001 3, ,866 76, , ,251 3,594

33 20 ( :, %) ,206, ,217, ,242, ,209, , , , , , , , , , , , , , , , , , , , , C D 49, , , , , , , , ,340, ,373, ,424, ,393, ) ( :, %) , , , , , , ,206, ,242, , , , , , , , , ),

34 21 / ( : ) , ,693 3, ,162 1, ( ) (64) (70) 6 ( ) - (1) 1 7,124 7, ,372 1, ,433 2, ,639 2, ,124 7, ) Position( ) ( )

35 ( : ) ,021 1, ,185 1,126 2,311 ), 5 ( ) ( : %) (%) ) ( ) / ( : ) (%) 1 317, ,055 1, ,229,380-1,215,778 13, ,496,926-1,497, ,388,208-1,297,750 90, ,253,641-1,200,364 53, , ,663 95, , ,779 47, ,081,228-1,094,285-13, ,552,558-1,504,460 48, , ,183-8, ,228,439-1,241,649-12, ,058,471-1,067,629-9, ), (+), (-)

36 22 ( : ) ,640 39,260 31,640 39, ,111 8, ,398 52,677 45,484 52,651 45,251 52,651-45, ) 1 ( ) ( : ) ,363,178 1,407,686 1,360,234 1,405,315 2,944 2,371 32,072 42,023 31,829 41, ,951 50,533 35,708 49, ,780 28,148 18,662 27, ) 1 (,, ) 2

37 ( : ) ,370 1, ( ) ( ) ) 20 20

38 ( : ) 2004 CB LG ,379 4,870 5, ,379 4,870 5, ) ( : ) ,758 8,003 ( ) (2,918) (2,705) ( ) (6,840) (5,298) 13,118 12,815 ( ) (10,164) (12,002) ( ) (2,954) (813) 50,263 58,024 66,299 44,461-1, , ,357 ) 280,728

39 1 ALM (Front Office) (Middle Office) (Back Office) 2

40 3

41 4 ( ) ( : ) (A) 10, , Match, (B) 184,219 2,660 2, , ,100 32,864 1, , (C) 800,003 21,216 19, ,332 14,851 13,766 31, ,495 6,144 5, , (A+B+C) 994,301 23,919 22,197 5 ( ) :

42 6 ( ) ( : ) (A) 10, , Match, (B) 37, , , (C) 299,804 2,801 3, , ,568 2,739 3, , (A+B+C) 347,733 3,225 3,718 7 ( ) :

43 8 ( ) ( : ) (A) Match, (B) 115,398 1,715 1, , ,100 1,914 1, , (C) 496,405 18,259 16, ,332 14,851 13,766 25, ,927 3,405 2, , (A+B+C) 611,803 19,974 17,751 9 ( ) :

44 10 ( ) ( : ) (A) Match, (B) 30, , (C) 3, , (A+B+C) 34, ( ) : 12 ( ) : 13 ( ) :

45 14 ( ) ( : ) Credit Default Swap Total Return Swap Credit Option Credit Linked Notes ( ) :

46 16 ( ) ( : ) 341, ,429 34, , , ,388 32, , ,372 31,388 1, , ,254 4, ,962 Current Exposure 4,323 24,110 1,860-30,293 10, , , , , ,510 Current Exposure Match, 37, ,398 30, , , ,651 29, , , ,736-25, , ,461 Current Exposure 451 3,658 1,646-5, , ,031 3, , , ,737 3, , ,254 31, , ,744 3, ,990 Current Exposure 3,763 20, , ( ) : 18 ( ) : 19 ( ) :

47

48 25 (20052 ),,,,,,

49 :, Total Exposure, 500, :,,,, /,, : /, / /, ALM( / ), : /,, RAROC/EVA / /, New Basel Capital Accord, / /,

50 2004 : Risk Appetite CSS RAROC BASEL ( ) Stress Testing T/E, (P/F) Risk IT Credit Review (Assessment) (Stress Testing) (Template), EC RAROC Trading Risk Return ( ) 2 () IT

51 (EC), 2005 ( ) Risk Appetite Risk Appetite KPI RAROC EC, RAROC, EVA, EC RAPS ALM (CSA: Control Self Assessment) (KRI: Key Risk Indicator) IT Stress Testing, ALM Stress,

52 Basel II () 2007 A-IRB(Advanced Internal Ratings Based approach), AMA(Advanced Measurement Approach) Basel II Basel II Basel II, Basel II Basel Committee (International Convergence of Capital Measurement and Capital Standards) BIS (),, CSS : ASS(Application Scorecard System : ) BSS(Behaviour Scorecard System : ) Pool (PD,LGD,EAD) : (PD,LGD,EAD)

53 , Operational Risk AMA(Advanced Measurement Approach) Basel II Data Mart Application 23 :,, (Indication price) (Benchmark price)

54 : :, (Settlement price), 1 / :,, ALM, / :,, ALM :,, ALM

55 Bottom-up Top-down (Risk Appetite) (Risk Appetite) : (Risk Appetite = / ) / :,, ALM, = ( + EL of NPL) Risk Appetite,,

56 26,, (Credit Risk Management System) Portfolio (EWS )

57 -,, ALM,,,,,, CRO(Chief Risk Officer), CCO(Chief Credit Officer), (I, II) (CCO ),,, (,,, ),,, /SOHO, CSS/SOHO,, (, ), NPL,,, CCO < > :,,,,,, : /SOHO, CSS/SOHO, : (, ), : : NPL

58 , /, RAROC,, (RAPM), (RAPS) /,,,, Portfolio Exposure,,,,,,, KPI,,,,, Exposure ( )128Peer Total Exposure, Credit limitcel(client Exposure Limit), 2005 T/E42, Credit limit Total Exposure 1) Total Exposure Exposure 300

59 2) Credit Limit Total Exposure 3) CEL(Client Exposure Limit) 2 F/S 5 20 ( ),,, , Basel LGD(Loss Given Default) Global standard Upgrade Monitoring (EWS), (2005 Pre- Workout ) Win-Win FLC, ( 19%, 49%, 99%)

60 27,, (,, ) [, (, )] (VaR ) Stress Testing Back Testing VaR(Value at Risk) (, ) (,, VaR) BIS BIS, ( : ) ,415 8,656 42,071 42,465 10,583 53,048 1, ,864 1, , , , , , , ,821 8,675 1,008, ,069 10, ,665 ) 1,, 2 3 ( ) 4 (trading book) (banking book)

61 VaR VaR VaR ( : ) ) 1VaR VaR 3 VaR 99%, 1 4 EMWA(, 094) VaR ( : ~ 12) VaR vs VaR : Exception : Exception : Exception : ) VaR[ SMA( ) ] VaR (Exception)3

62 28

63 ,523 86,473 17,508 25, ,944 6,208 6,107 7,446 4,722 24,483 12,614 3, , ,345 95,823 25,055 30, , ,266 2,529 3,283 3,750 4,305 5, ,838 2,781 3,356 4,557 5,491 5,912 6, ,882

64

65 29 ( ) 1 (MBR ; Market-related Base Rate)

66

67 (Market Opportunity Rate)

68 (, 1) (1) ( 1) 5 : : +10 AAA BB- C (1)

69 ) 1 2 ( )

70 30 KB K B K B 2, K B 384 KB 223 K B K B 286 1,577 Kookmin Bank Int l Limited Kookmin Finance HongKong Limited ( : ) ( ) 3,410 2,921 12,344 58,071 (800) 78,784 (448) 59,111 (383) 26,015 (2,000) 15,831 (80) 21,067 (63) 244 (300) 558 (402) 650 (209) 260,331 (4,685) / / / / / / / / /31 (49) (202) ) ( ~ ) 2 KB ~

71 1 ( :, %, %P) KB , , Kookmin Bank Luxembourg SA Kookmin Bank Int l Limited Kookmin Finance Hong Kong Limited - - 1, , , , , , , , , ) ( :, %, %P) Kookmin Bank Luxembourg SA Kookmin Bank Int l Limited Kookmin Finance Hong Kong Limited , , , , , , , , ,

72 31 (1) (Compliance),,,, (2)

73 2004 (1) Compliance (2)

74 32,,,, 4 1,,, 143,,,,, 1 : 2 /

75 3 Risk-based e-biz Feedback IT 1 ( : ) , , , ( : ) , , , ,418, ,613,835 ( : )

76 (1) SPC (2) ( ) - - ( ) - Donald HMackenzie ( )

77 ( ) ( ) ,000 ~ , ~ ,000 10, , ,559 10, , , ,100 10, ( :, ) ( ) 46,400 13,900 30, ,292 46,400 2, ,600 2,486 46, , ,600 4,800 46, , ,600 1, ,900 46, ( ) , ,600 1,928 46, , ,600 4,800 46, , ,600 7,000 46, , ,600 4, , , ~ 27,600 2,486 46, , ,600 7,000 46, , ,600 4,800 46, , ,600 4, ,400 Jan Op De Beeck 22, ,600 22,490 46, , ,600 30,000 46, , ,600 30,000 46, , ,600 30, ~ ,308 46, , ~ ,469 1, , , ,160 46,

78 ( ) ( ) ( ) 2, ,469 2,961 46, , ,469 2,961 46, , ,469 2, ,400 7, , ,469 46,400 ~ 7, , ,469 2,961 46, , ,469 11,845 46, ( ) , ,469 11, , , ,469 5, ,000 46, , ,027 1, ,614 46, , ,027 1,870 46, , ,027 2,961 46, , ,027 2,961 46, , ,027 2,961 46, , ,027 2, ,400 1, ,027 1,870 46, , ~ 28,027 2,961 46, , ,027 14,807 46, , ,027 2, ,400 1, ,027 1,870 46, , ,027 11,845 46, , ,027 11,845 46, , ,027 11,845 46, , ,027 11,845 46, , ,027 11,845 46,

79 ( ) ( ) ( ) 11, ,027 4, ,000 46, , ,027 11,845 46, ~ , ,027 10,289 ~ ,092 46, ( ) , ,538 4,429 46, , ,538 6,644 46,400 ~ , ,538 4,429 46, , ,538 6,644 46, , ,100 1,916 46, , ,100 2,318 46, , ,100 2,318 46, ~ , ,100 30,000 46, , ,100 19,333 46, , ,100 11, ~ ,275 46, ,000 9, ,000 2, , ,000 46,400 ~ , ,000 46, , ,100 3,000 46, , ,100 3,321 46,400 3, ,100 3,321 46, , ,100 3,000 46, , ~ ,100 9,963 46, , ,100 10,000 46, , ,100 3,000 46, Henry Cornell Timothy Hartman 3, ,100 3,321 46,400 3, ,100 3,321 46,400

80 ( ) ( ) ( ) ( ) , ,100 9,498 46, , ,100 13,339 46, , ,100 30,000 46, , ,100 30,000 46, , ~ 57,100 30,000 46, , ,100 19,525 46, , ,100 9,498 46, , ,100 13,339 46, , ,100 19,525 46, ,810 3, , ,810 46, , ,100 3,330 46, , ~ ,100 3,330 46, , ,100 3,330 46,400 Donald H , ~ 58,800 30,000 46,400 Macke nzie , ,500 10,000 46, , ,500 10,000 46, , ,200 3,351 46, , ,200 3,351 46, , ~ ,200 3,351 46, , ,500 10,000 46, , ,500 10,000 46, , ,500 10,000 46, Bernard S Black 10, ,500 10,000 46,

81 Richard Elliott Lint ( ) ( ) ( ) 10, ,500 10,000 46, ( ) , ,500 9,443 46, , ~ ,500 7,024 46, , ,500 9,443 46, ,000 1, , ~ ,500-90,000 46, ,500 5,091 46, , ,100 10,000 46, , ,100 10,000 46, , ~ ,100 10,000 46, , ,100 5,000 46, , ,100 50,000 46, , ,200 5,000 46, , ,200 5,000 46, , ~ ,200 5,000 46, , ,200 5,000 46, , ,000 8, ~ ,200 10,000 46,400 37, ,000 46,400 ( :, ) 2,532, ,069 2,132, ,379,116 50,456,867 3,363,791

82 , , , 40%, (ROE, BIS, TRS) 3, 1) : 2) ( ) ( :, ) ( ) ) 1 : 47,200 40% 2 / ROE, BIS, TRS, 37,600 40% 4,,

83 ( :, ) ( ) ( )

84 ( : ) 37 ( : ) ,448 1,663

85 38 1) ( :, %) ( ) 2) ( ) 3) (A) (B) (C) ( ) (C-A) (C-B) ( ) (04 323) 13,282 13,282 15,787 2,505(1886) 2,505(1886) (-753) -1(-899) 13,295 13,295 15,799 2,504(1884) (1883) 5,000 5,000-5,000(-10000) -5,000(-10000) ( ) (04 323) 3 1-2(5629) 1 5,003 5, ,002(9997) -4,999(-9997) ( ) (04 323) (1200) (1538) 15(2000) (2000) 31(5000) ( ) (04 323) (1378) 31(3196) ( ) (04 323) ( ) (04 323)

86 ( ) 2) ( ) 3) (A) (B) (C) ( ) (C-A) (C-B) ,411 18,389 15,940-2,471(-1342) -2,449(-1332) 18,509 18,487 16,038-2,471(-1335) -2,449(-1325) ,411 18,389 15,940-2,471(-1342) -2,449(-1332) 18,509 18,487 16,038-2,471(-1335) -2,449(-1325) ) 1 2, 2 ( ) ( ) (,, ) ( )

87 : 1) ( : ) ( ) 2) ( ) 3) ( / ) ( ) ( ) 11 ) 1 ( ) 2 3 : 1) ( :, ) ( ) 2) ( ) B/S 3) B/S ( , , , ) 7, , , ,231 1,049 16, , ( ) 1, , , , , ,144 1,526 32,320 1,413 5, LG ( , , ) 1, , , ,055 2,031 38,038 1,718 8, , ,055 2,031 38,038 1,718 8, ) 1 ( ) ( ) 2 3

88 39 (2004 ) 1 ) ( : ) ) 2 ( ) ( : ) ) 12 2, / 15 - ),, 3 ( ) ) ( : ) )

89

90 ,,, 1234, ,

91

92 41 ( ) ( ) / / ,000( 800) 2,000( 1,600) 2,000( 1,600) 4,000( 3,200) 10 2, , ,000 1,000 8,000 1,000 10, , ,000 1, ,000 1,000 1, (ARS) ,300 FAX (SMS) ) ( ), MVP,,, ( : )

93 , 10,000 (20) 10,000 (10) , , ,000 2,000 30,000 50,000 5,000 (100 ) 1,000 30,000

94 , 2,000, 1,000 60,000 30,000 50,000 5, (200 ) 10,000 20,000 5,000 10,000 2,000 1,000 1,000 1,000 ( )

95 ( ) RM (), ( ) - 60,000, ( ) - 100,000 ( ) - 40, , ,000 ( ) 3 60, , ,000-30,000 1~300 15, ~400 14, ~500 13, ,000 1~ , ~ , ,000-15,000-25,000 ( ) - 80,000 1~ , ~300 ( ) 200, , ,000 { (05%)( /365)} + { ( MOR- MOR) /365} ( - ) /360 05% - 2,000-5,000-5,000

96 ( ) 구분수수료율우대가능범위비고 외화현금매매 기준환율 X 190% 단, 중국위엔화 (CNY) 는매입 : 기준환율 X 800% 매매익의 80% 매도 : 기준환율 X 400% 여행자수표매도 기준환율 X 120% 매매익의 80% 미화 30만불상당액이상거래시에는외화자금팀에서승인받은시장연동환율을적용 전신환기준환율 X 099% 매매익의 90%

97 42 (1) 50% (2) 30% (3) 111, 30% (4) ( ) (1),(2),(3) * : (1),(2),(3) 15% * = / * : / * = / 100 ( )

98 * = (,, ) (1) : (2) :, (,, ) * : (,,, ) ( )

99 ( 3), ( ) 1, ( ) 1 3 1, ( ) 3, 1, ( ) , ( ) 12,,

100 3,,,, ( ) ( ) (, ) 3 (Prime Rate) ( ),, i :, i : i : * = ( ) /( ) 100

101 ,, BIS BIS BIS ( ) 8% 100%, (NIM) * (NIM) = ( ) /

102 ( = + ), 15% 3 Moody's, S&P, Fitch,,, 1 Moody's S&P Fitch AaaBaa3(10 ) AAABBB-(10 ) AAABBB(4 ) Ba1 C(9 ) BB+ D(12 ) BB C(5 ) P-1 P-3(3 ) A-1 A-3(3 ) A1 A3(3 ) NP B D (3 ) B C (2 )

103 96

104 97

105 98

106 99

107 100

108 101

109 102

110 103

111 104

112 105

113 < > Yurakucho Denki Bldg N, 14F, 1-7-1, Yurakucho, Chiyoda-ku Tokyo 100 Japan (3) Kookmin Bank New York Branch 565 Fifth Avenue, 24 th Floor, New York, NY, USA (2) Kookmin Bank Auckland Branch Level 19, ASB Bank Centre Cnr Albert & Wellesley Streets PO BOX 7506, Auckland, New Zealand (5) Kookmin Bank Tokyo Branch 106

114

115 ( ) , ( ) ,159, 213,157 63, ,

116 % ,623,76127,423, , ,700 ( ), ,246 ( ) KB, KB, KB 49%ING Insurance International BV14, ,183, ,531, 1,325,650 2,586,725 55,216 2,641,

117 ( : ) 5,177,758 6,526,345 ( ) (3,751) (12,810) 1 2,380,578 2,945, , , ,068,749 2,763, , ,624 27,598,737 26,908, ,635,510 4,482, ,189,060 15,894, ,229,435 5,979, , , ,034, ,138,972 () (3,118,775) (3,910,044) 48,889 8, ,721, ,715, ,860,828 4,019, ,096 37, , , ,120 89, ,335 47, ,643,990 11,665, ,500, ,203,631 1,787, ,006,780 1,645, ,633,218 3,019, ,594,903 3,687,782 ( ) (1,428,586) (1,196,201) ( ) (2,296) (22,228) 2 468, , ,522 ( ) (253) (746) 109

118 8,283,148 6,508,855 () (67,320) (38,692) 1 1,290,891 1,336, ,351,340 1,715, ,019,717 1,080, ,949 92, , , , , ,391, , , , ,401 36, ,727, ,102, ,010, ,180, ,664, ,205, ,434,061 1,475, ,911,891 6,499,258 9,634,296 10,902, ,945,237 3,354, ,540,260 3,322, ,449,445 3,623, ,988 44, ,007 12, , ,511 21,867,820 19,192, ,286,079 18,379,403 ( ) (120,271) (83,443) 2 696, ,455 5,490 8,166 12,109,893 13,589, , ,432 () (193,325) (163,349) 2 1,150 1, ,662 3,983, ,734,897 1,886, ,280,637 4,418, , ,

119 7 97, , , , , , ,219, , , , , , , , , , ,622, ,864,684 1,681,896 1,681, ,681,896 1,681,896 6,230,738 6,230, ,655,840 5,655, , ,898 2,041,691 1,485, , , ,760 40, ,072,800 1,827, ,490 2,774 5 ( ) 379,901 (931,863) ( ) : 555,250 : (-)930,356 ) (849,684) (1,160,239) 1 (1,322,320) (1,328,312) 2 438, , ,692 4, ,613 26,211 5 (1,459) (749) 9,104,641 8,237, ,727, ,102,

120 ( : ) 794, ,150 7,586,618 9,677, , , ,803 1,197,622 2,326,910 1,584,363 23,277 54,798 2,312,459 4,080, , , , , , , , , , ,469 3,060 5, , ,638 3,631 3, , , , ,000-10,679,316 20,228, ,672 2, , , ,554 62, , , ,290 12,883 1, ,469 1,567,943 (47,192) (140,540) 20,166,045 32,337,

121 7,028,835 10,278, , ,524 70, , ,941 64,337 14,361 19,837 4,787 5,016 2,150,271 2,040, ,861 1,116,712 83, , ,170 1,629, , ,780 1,779,191 2,518, , , , , , ,200 54,314 45, , ,997 80,051 61, , ,552 12,534,329 21,453, , ,043 11,551,582 20,654, ,672 2, , ,082 1,506 1,272 8,053 12,693 1,099 3,545 84, , , , , ,005 56,128 20,166,045 32,337,

122 ( : ) 20,879,860 15,570,605 (1) 11,440,833 11,625, ,995 10, , , , , , , ,279,924 10,018, ,967 98,923 (2) 2,186,741 1,636, , , ,550 8, ,166, , , ,910 (3) 7,252,286 2,308, , , ,745 70, , ,289 1, ,452 5, , , , , , ,057,392 1,131, ,196, , ,065 10, ,945 32,355 18,790,692 13,084,704 (1) 5,411,102 5,902, ,909,204 4,280, , , ,116,110 1,143, ,202 68,

123 (2) 452, , ,850 88, , ,622 (3) 10,168,902 4,207, ,214 47, , , , , ,068,248 1,431, ,990,483 1,053, ,050, , , , ,489 (4) 2,758,514 2,704, ,196,981 1,149, , , , , ,139 65, , , ,270 79, , , ,869 67, , , ,898 87, , ,546 2,089,168 2,485, , , ,546 2, , ,171 2, , , , ,517 2, , , ,770 5, , ,

124 1,502,122 4,831, ,736 35, ,384 22, , ,350 60, , , ,183,331 2,679, , ,652, , ,038 ( ) 898,598 (1,386,760) ( ) 898,598 (1,386,760) ( ) 343,348 (456,404) ( ) 555,250 (930,356) ( ) ( ) : :1,812 :(-)2,854 ( ) ( ) : :1,811 :(-)2,854 ) 116

125 ( : ) 34,629 1, , ,871 52,108 70,501 94,052 92,843 1,371 4, , ,499 2,338 4,836 39,490 61,898 16, ,184 5,599 5,002 33,251 51, ,862 18, ,220 9, ,261 12,379 14,321 1,350 3,079 2,524-1,268,694 1,368,774 4,999 3, , ,296 63,286 80,179 1,196 3,407 57, , ,068 18,843 39, ,347 13,302 3,007 4,063 11,462 21,875 34,575 36,

126 99,698 86,220 9,503 1,527 1,985,279 2,573, , , ,245 24,847 6,120 4, ,857 3, ,363 1,197 1,288 90,905 69,247 52,577 71,887 10,873 16,234 39,208 93,722 13,145 7,252 95, ,238 9,873 24,379 20,506 23,062 13,529 23,148 2,394 1,104 19,452 23,308 3,328 1,517 8,339 3,167 1,361,411 1,526,838 52, ,920 1,309,030 1,374, ,641 2, ,231 1,220 2,

127 14-95, ,826 40,220 60,126 38,189 30,248 17,365 19,452 6,693 7, ,196 7, , ,361 2,438 7,832 2,148 2, ,380 9,381 11, ,240 1,985,279 2,573,

128 ( : ) ( : ) ( : ) ( ) 379,901 (931,863) 1 ( ) (176,963) ,614 (1,917) 3 ( ) 555,250 (930,356) 260, , , , , , , , , , , ,574 - ( () 4 : 550 ( 11%) 3 : - ( ) 24 (176,963) 120

129 ( : ) 4 () 3 () 4,650,918 4,063,754 1 ( ) 555,250 (930,356) 2 11,642,438 8,590,197 69,214 47, , ,109-1,652,264 3,068,248 1,431, ,990,483 1,053,990 2,050, ,185 3, , ,766 5,101 12, , ,425 82,270 79,431 16,736 35,287 19,384 22,228 24,350 60,210 82, ,610 5, ( ) 300 2,033 ( ) 45 42,900 1,183,331 2,679, , , ,263,818 2,877, , ,168 26,745 70, , , ,501-1,209 4,057,392 1,131,711 2,196, ,397 6,065 10,

130 4 () 3 () 29,546 2,229 77, ,203 1,517 2,771-27, ,711 1,146-41,945-23,770 5,741 3,281-9,059 22,178 ( ) 4 (282,952) (718,754) 60, ,796 ( ) 96,625 (255,957) ( ) 186,286 (462,618) (2,810) (166) (138,302) (593,967) (33,509) (28,019) ( ) (116,164) 36,095 ( ) (135,243) 587,179 (39,107) (18,637) (29,975) (66,349) (131,093) (35,111) ( ) 1,138,658 (8,071,791) ( ) 947,422 (1,247,467) 1,337,347 1,336,940 (841,048) (1,179,456) ( ) (248,579) 5,119,423 ( ) 5,894 (71,295) - 11, ,617 (12,613,037) 184, ,599 (216,150) (316,890) (1,801) (705) (128) (166) 45,748 (8,865) ( ) (636,240) 166,101 (4,731) (28,328) 122

131 4 () 3 () 107, ,924 91, ,995-37,882 28,627 ( ) (6,199,801) 4,645,870 ( ) (3,541,059) 5,229,520 ( ) (41,313) 391,726 ( ) (1,587,366) 3,455,169 11,596,574 1,465,556 (12,005,707) (3,246,431) 5,025,868 3,230,841 (5,808,525) (3,333,706) ( ) (173,711) 548,995 (2,250) (28,621) (10,600) (24,885) ( ) 109,847 (860,455) 13,116,371 3,191,050 (10,246,522) (6,483,584) 174, ,284 (368,766) (365,338) ( ) (3,184,632) 3,248,649 - (325,188) ( ) 848,452 (273,080) 81,956 19,325 (8,714) (623) (142,425) (173,865) (34,672) (171,172) - (1,227,876) (212) 3,238 (35) ( )(++) (410,225) 637,833 3,771,757 3,100,581-33,343 3,361,532 3,771,

132 (11 ), , 12, ,, ( ) ( ) ( ) 8,067, ,904, 469,089 82,594 2,,,,,,,,,

133 125,,,,,, 3,,,,,,, 4, 5 (1) (Forward Looking Criteria, FLC ), FLC

134 12 (AAA, AA, A, BBB, BB, BB-, B, B-, CCC, CC, C, D) AAA B B- CCC CC C D,,,, 075% 100% 050% 800% 1200% 200% 2000% 2000% 2000% 5500% 6000% 5000% 10000% 10000% 10000%,, (2) ( ) ( ) Migration Analysis 1 5 Migration Analysis 2 5 Roll-rate Analysis 1 5,,,, 6 ( ) 20% 50%, 100% 126

135 7, 3,,,, 13 8 ( ) ,,, 127

136 , 30 ( ),, 9, 10 1, 11, 12,, 128

137 129 13,,,,,, ( ), ( ), 16,,,,

138 17 ( USD 1:1,0438, USD 1:1,1978),,, (1) 1,183, ,531, 1,325,650 2,586,725 55,216 2,641,941 (2) 2 ABS 2,, (3) 130

139 ( ) ,, % 087% KB,, KB,, KB Kookmin Bank HK Ltd, % 015% KB Kookmin Bank HK Ltd ,159, 213,157 63, ,,

140 ,246 ( ) KB, KB KB 49%ING Insurance International BV14,821 IT ,623,76127,423, , ,700 ( ), 1,183, ,531, 1,325,650 2,586,725 55,216 2,641,

141 ( : ) 5,251,217 6,560,651 ( ) (3,751) (12,810) 1 2,380,580 2,945, , , ,102,125 2,793, , ,305 30,303,215 29,337, ,523,329 7,178, ,373,376 15,996, ,239,716 5,991, , , ,102, ,144,849 () (3,131,099) (3,922,214) 48,889 8, ,913, ,830, ,659,753 3,900, ,096 37, , , ,120 89, ,335 47, ,643,990 11,665, ,500, ,210,585 1,794, ,089,476 1,659, ,637,118 3,024, ,607,196 3,700,915 ( ) (1,439,359) (1,205,871) ( ) (2,296) (22,228) 2 471, , ,522 ( ) (253) (746) 133

142 8,481,033 6,754,658 () (226,705) (141,633) 1 1,300,643 1,345, ,359,806 1,717, ,029 1,051, ,487 92, , , , , ,392, , , , , , ,637 47, ,775, ,822, ,133, ,373, ,708, ,321, ,516,132 1,552, ,908,949 6,499,258 9,359,595 10,750, ,052,049 3,481, ,164,848 3,068, ,443,344 3,623, ,988 44, ,007 12, , ,555 21,867,820 19,182, ,286,079 18,369,398 ( ) (120,271) (83,443) 2 696, ,455 5,490 8,166 12,226,696 13,205, , ,844 ( ) (83) (83) () (197,787) (167,690) 2 1,150 1, ,334 3,508, ,758,891 1,908, ,354,998 4,479,

143 6 194, , , , , , , , ,219, , , , , , , , , , , ,587, ,511,754 1,681,896 1,681, ,681,896 1,681,896 6,238,284 6,237, ,655,840 5,655, , ,688 2,091,960 1,535, , , ,760 40, ,072,800 1,827, ,490 2, ,170 (881,318) ( )) : 550,732 : (-)918,758 ) (852,480) (1,160,814) 1 (1,322,320) (1,328,312) 2 442, ,155 3 (914) ,613 26,211 5 (1,459) (749) 27,640 16,770 9,187,300 8,311, ,775, ,822,

144 ( : ) 21,193,234 18,019,920 (1) 11,190,499 13,084, ,693 10, , , , , ,569 1,242, ,862,381 10,647, , ,955 (2) 2,651,130 2,566, , , ,550 8, ,599,206 1,535, , ,910 (3) 58, , (4) 7,293,220 2,368, , , ,543 65, , ,378 79, ,883 5, , , , , , ,060,338 1,134, ,196, , ,065 10, ,787 31,859 19,150,576 15,099,291 (1) 5,539,860 6,475, ,044,051 4,386,

145 2 330, , ,116,557 1,436, ,562 60,891 (2) 442, , , , , ,174 (3) 43, , , ,800 - (4) 10,280,587 4,878, ,315 77, , , , , ,064,528 2,028, ,916 1, ,991,366 1,089, ,050, , , , ,166 (5) 2,844,108 3,027, ,233,320 1,255, , , , , ,273 78, , , ,619 82, , , ,119 87, , , , , , ,779 2,042,658 2,920, , , ,562 2, ,

146 3 2,883 2, ,507 22, , , ,517 2, , , ,428 7, , ,983 1,514,594 4,986, ,753 36, ,384 22, ,451 68, , , , , ,183,332 2,795, ,652, , ,692 ( ) 891,969 (1,259,922) ( ) 891,969 (1,259,922) 338,105 (417,666) ( ) 553,864 (842,256) ( ) (3,132) (76,502) XI ( ) 550,732 (918,758) ( ) ( ) : : 1,797 : (-)2,818 ( ) ( ) : : 1,797 : (-)2,818 ) 138

147 ( : ) ( ) 1,641,293 5,968,401 2,787,469 30, ,355 10,680,335 40, , (236,428) 75, (918,753) - - (918,753) - - (325,233) - (2,474) (327,707) - (2,147) - 2, (1,182,235) - (1,182,235) (36,891) (13) (36,904) ,814-25, (1,347) - (1,347) ,330 3, (7,656) - (7,656) - - (166) - - (166) ( ) 1,681,896 6,237,528 1,535,656 (1,160,814) 16,770 8,311, ( ) 1,681,896 6,237,528 1,535,656 (1,160,814) 16,770 8,311, , , (1,929) (1,929) (710) - (710) ,992-5, , , (1,795) - (1,795) ,402-3, ,132 3, ,856-9,667 16, (284) - - (284) ( ) 1,681,896 6,238,284 2,091, ,480 27,640 9,187,

148 ( : ) 4 () 3 () 4,613,785 5,293,050 1 ( ) 550,732 (918,758) 2 11,699,206 9,973,534 89,315 77, , ,212 3,064,528 2,028,696 3,991,366 1,089,971 2,050, ,793 3, , ,392 5,101 12, , , ,619 82,807 16,753 36,724 19,384 22, ,451 68,408 91, , ,840 1,183,332 2,795, ,033 ( ) 45 42, , ,446 3,132 76, , ,652,264 3 (7,356,589) (2,732,626) 200, ,079 23,543 65, , , ,542-1,209 4,060,338 1,134,624 2,196, ,457 6,065 10,

149 4 () 3 () 29,562 2,308 3,281-95, ,223 1,517 2,771-42,932 32,507 22,675 1,146-24,428 7,499 41,945 18,616 9,059 22,178 ( ) 4 (279,564) (1,029,100) 58, ,068 ( ) 93,004 (165,084) ( ) 169,580 (439,168) 4,748 3,320 (124,702) (761,806) (33,161) (15,988) ( ) (116,050) 31,145 (128,620) 161,197 ( ) (131,017) 49,667 (41,525) (39,045) (30,097) (68,529) ( ) 1,059,184 (5,086,682) ( ) 956,798 (1,178,162) 1,174,658 2,221,779 (897,475) (3,725,426) ( ) (246,271) 8,228,193 ( ) 33,315 (88,380) ( ) 299,812 (11,069,265) 188, ,902 (218,990) (347,368) (3,355) (2,048) 545 2,830 (128) (165) ( ) 45,072 (3,528) ( ) (570,471) 170,286 ( ) (4,827) (33,330) 108, ,945 91, ,

150 4 () 3 () 16,381 26,060 85,072 - ( ) (6,028,558) 462,433 ( ) (3,612,564) 4,686,489 ( ) (36,540) 364,698 ( ) (1,590,308) 3,455,169 (429,205) (5,360,609) ( ) (903,161) 187,678 ( ) (179,812) 548,995 (2,251) (28,621) (10,601) (24,885) 133, ,589 ( ) 2,879,854 (4,277,883) ( ) (194,610) 7,922 ( ) (2,830,810) 2,874,589 - (325,233) ( ) 850,013 (181,195) ( ) 83,458 (142,668) ( ) (11,967) 2,179 (142,425) (141,312) (34,672) (171,172) 3,239 (35) - (1,227,876) (212) (6,107) (85,284) ( )( ) (361,696) 583,517 3,790,765 3,207,248 3,429,069 3,790,

151 (%) (%) 1* KB , , * KB ,999, ,999, * KB ,941, ,941, * KB ,134, ,134, KB ,999, KB ,249, , KB 331 6,000, Kookmin Bank HK Ltd 5* ,000, ,000, KB Int'l Ltd(London) ,000, ,000, IT ING 331 1,400, ,400, ,854, ,854, * , , ,999, ,999, KB Luxemburg SA , Kookmin Finance Asia Ltd (HK) ,000, ,000, Kookmin Singapore Ltd ,000, ,000, Sorak Financial Holdings ,422, ,274, * KTTC- 1 7* * * * * KB * KB ,000, * KB 2* KB 3* KB 4* KB 5* Kookmin Finance HK Ltd Kookmin Bank HK Ltd 6* KB 7* KB 143

152 ( : ) ( ) 179,727,184 9,104,641 20,879, ,250 3,315,294 53, ,488 - KB 22,258 15,832 40,672 1,584 KB 38,446 26,015 7, KB 87,308 78,785 5,167 1,709 KB 65,823 59,111 29,348 10,761 KB 201,267 58,117 52,033 (40,058) KB 28,589 21,067 39,364 2,405 KB 157,701 24,389 61,510 (6,392) Kookmin Bank HK Ltd 292,122 65,028 16,770 8,235 KB Int'l Ltd(London) 341,033 55,795 13,895 2,012 IT 5,620 5, (1,613) ,799 30, (1,538,160) (410,985) (219,673) 15, ,775,284 9,187,300 21,193, ,

153 ( : ) KB 17,423 (432 9,624 (484) KB 13,318-13, ,047 (418) 5,582 (265) 5,596 (19,694) 2,832 (15,925) 1,100 (19) KB ,410 (307) 9,793 (497) 5,000 (122) - - 1,614-1, (523) - (187) Kookmin Bank Luxembourg SA ,784 2, , ,900 - (178) 140,880 (193) (1,352) Kookmin Bank International 2, , ,005 3,142 95,824 1,765 1, ,812 (547) 108,272 (501) - (2,190) 1,203 (4,011) - (2,378) - (1,398) Kookmin Bank Hong Kong Ltd ,661 4,380 98,579 1, ,145 (22) 173,121 (4) - (1,802) - (1,777) KB 25,729 (866) 46,244 (1,250) (5) KB 33,961 2,035 25,000 2, (43) 1,838 (27) 1,748-1, , ,425 - KB 14,301 (385) 11,446 (457) 8,062-8,482-32,938 (38,481) 145

154 KB 3, ,622 (51) - - 2, ,