Arbeitspapier | Working paper
Coherent banking capital and optimal credit portfolio structure
"'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." (author's abstract)
- Umfang
-
Seite(n): 12
- Sprache
-
Englisch
- Anmerkungen
-
Status: Veröffentlichungsversion
- Erschienen in
-
IF Working Paper Series (FW21V2)
- Thema
-
Wirtschaft
Wirtschaftssektoren
Kredit
Risiko
Kreditinstitut
Kapital
Kapitalmarkt
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Breuer, Wolfgang
Gürtler, Marc
- Ereignis
-
Veröffentlichung
- (wer)
-
Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
- (wo)
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Deutschland, Braunschweig
- (wann)
-
2006
- Handle
- Letzte Aktualisierung
-
21.06.2024, 16:27 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Breuer, Wolfgang
- Gürtler, Marc
- Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
Entstanden
- 2006
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