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Institut für Finanzwirtschaft, Technische Universität Braunschweig >
Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig >
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http://hdl.handle.net/10419/55257
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| Title: | | Coherent banking capital and optimal credit portfolio structure  |
| Authors: | | Breuer, Wolfgang Gürtler, Marc |
| Issue Date: | | 2006 |
| Series/Report no.: | | Working papers // Institut für Finanzwirtschaft, Technische Universität Braunschweig FW21V2 |
| 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. |
| Subjects: | | Basel II Regulatory Capital Coherent Risk Capital Separation |
| JEL: | | G21 G28 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig
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