@techreport{Breuer2006Coherent,
abstract = {Coherent measures of a bank's whole risk capital imply a structure of a bank's optimal credit portfolio that is independent of its deposits and the expected deposit rate, of expected bankruptcy costs and of expected costs of regulatory capital.},
address = {Braunschweig},
author = {Wolfgang Breuer and Marc G\"{u}rtler},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {G21; G28; 330; Basel II; Regulatory Capital; Coherent Risk Capital; Separation},
language = {ger},
number = {FW21V2},
publisher = {Institut f\"{u}r Finanzwirtschaft, Technische Universit\"{a}t Braunschweig},
title = {Coherent banking capital and optimal credit portfolio structure},
type = {Working papers // Institut f\"{u}r Finanzwirtschaft, Technische Universit\"{a}t Braunschweig},
url = {http://hdl.handle.net/10419/55257},
year = {2006}
}
