Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/55257
Authors: 
Breuer, Wolfgang
Gürtler, Marc
Year of Publication: 
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

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