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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
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Breuer, Wolfgang | | en_US |
| dc.contributor.author | | Gürtler, Marc | | en_US |
| dc.date.accessioned | | 2012-02-08 | | en_US |
| dc.date.accessioned | | 2012-02-10T15:39:10Z | | - |
| dc.date.available | | 2012-02-10T15:39:10Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/55257 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | ger | | en_US |
| dc.publisher | | Institut für Finanzwirtschaft, Technische Universität Braunschweig Braunschweig | | en_US |
| dc.relation.ispartofseries | | Working papers // Institut für Finanzwirtschaft, Technische Universität Braunschweig FW21V2 | | en_US |
| dc.subject.jel | | G21 | | en_US |
| dc.subject.jel | | G28 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Basel II | | en_US |
| dc.subject.keyword | | Regulatory Capital | | en_US |
| dc.subject.keyword | | Coherent Risk Capital | | en_US |
| dc.subject.keyword | | Separation | | en_US |
| dc.title | | Coherent banking capital and optimal credit portfolio structure | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 684918072 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| dc.identifier.repec | | RePEc:zbw:tbsifw:FW21V2 | | - |
| Appears in Collections: | | Working Paper Series, Institut für Finanzwirtschaft, TU Braunschweig
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