Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/55257 
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dc.contributor.authorBreuer, Wolfgangen
dc.contributor.authorGürtler, Marcen
dc.date.accessioned2012-02-08-
dc.date.accessioned2012-02-10T15:39:10Z-
dc.date.available2012-02-10T15:39:10Z-
dc.date.issued2006-
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
dc.language.isogeren
dc.publisher|aTechnische Universität Braunschweig, Institut für Finanzwirtschaft |cBraunschweigen
dc.relation.ispartofseries|aWorking Paper Series |xFW21V2en
dc.subject.jelG21en
dc.subject.jelG28en
dc.subject.ddc330en
dc.subject.keywordBasel IIen
dc.subject.keywordRegulatory Capitalen
dc.subject.keywordCoherent Risk Capitalen
dc.subject.keywordSeparationen
dc.titleCoherent banking capital and optimal credit portfolio structure-
dc.typeWorking Paperen
dc.identifier.ppn684918072en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:tbsifw:FW21V2en

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