EconStor >
Technische Universität Braunschweig >
Institut für Finanzwirtschaft, Technische Universität Braunschweig >
Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/55257
  
Title:Coherent banking capital and optimal credit portfolio structure PDF Logo
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

Files in This Item:
File Description SizeFormat
684918072.pdf193.24 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/55257

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.