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)
- Extent
-
Seite(n): 12
- Language
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Englisch
- Notes
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Status: Veröffentlichungsversion
- Bibliographic citation
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IF Working Paper Series (FW21V2)
- Subject
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Wirtschaft
Wirtschaftssektoren
Kredit
Risiko
Kreditinstitut
Kapital
Kapitalmarkt
- Event
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Geistige Schöpfung
- (who)
-
Breuer, Wolfgang
Gürtler, Marc
- Event
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Veröffentlichung
- (who)
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Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
- (where)
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Deutschland, Braunschweig
- (when)
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2006
- Handle
- Last update
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21.06.2024, 4:27 PM CEST
Data provider
This object is provided by:
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. If you have any questions about the object, please contact the data provider.
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Breuer, Wolfgang
- Gürtler, Marc
- Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
Time of origin
- 2006
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