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dc.contributor.authorBreuer, Wolfgangen_US
dc.contributor.authorGürtler, Marcen_US
dc.date.accessioned2012-02-08en_US
dc.date.accessioned2012-02-10T15:39:10Z-
dc.date.available2012-02-10T15:39:10Z-
dc.date.issued2006en_US
dc.identifier.urihttp://hdl.handle.net/10419/55257-
dc.description.abstractCoherent 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.en_US
dc.language.isogeren_US
dc.publisherInstitut für Finanzwirtschaft, Technische Universität Braunschweig Braunschweigen_US
dc.relation.ispartofseriesWorking papers // Institut für Finanzwirtschaft, Technische Universität Braunschweig FW21V2en_US
dc.subject.jelG21en_US
dc.subject.jelG28en_US
dc.subject.ddc330en_US
dc.subject.keywordBasel IIen_US
dc.subject.keywordRegulatory Capitalen_US
dc.subject.keywordCoherent Risk Capitalen_US
dc.subject.keywordSeparationen_US
dc.titleCoherent banking capital and optimal credit portfolio structureen_US
dc.typeWorking Paperen_US
dc.identifier.ppn684918072en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:tbsifw:FW21V2-
Appears in Collections:Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig

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