Arbeitspapier
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.
- Language
-
Deutsch
- Bibliographic citation
-
Series: Working Paper Series ; No. FW21V2
- Classification
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Subject
-
Basel II
Regulatory Capital
Coherent Risk Capital
Separation
- Event
-
Geistige Schöpfung
- (who)
-
Breuer, Wolfgang
Gürtler, Marc
- Event
-
Veröffentlichung
- (who)
-
Technische Universität Braunschweig, Institut für Finanzwirtschaft
- (where)
-
Braunschweig
- (when)
-
2006
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Breuer, Wolfgang
- Gürtler, Marc
- Technische Universität Braunschweig, Institut für Finanzwirtschaft
Time of origin
- 2006
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Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation
Credit portfolio modelling and its effect on capital requirements
Forecasting credit portfolio risk
Forecasting Credit Portfolio Risk
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Cross-border loan portfolio diversification, capital requirements, and the European Banking Union
Money, credit and banking
Coherent banking capital and optimal credit portfolio structure
Capital for concentrated credit portfolios
Capital allocation for credit portfolios with kernel estimators
Capital allocation for credit portfolios with kernel estimators
Credit portfolio modelling and its effect on capital requirements
Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation
Credit portfolio modelling and its effect on capital requirements
Forecasting credit portfolio risk
Forecasting Credit Portfolio Risk
Human capital portfolios
Cross-border loan portfolio diversification, capital requirements, and the European Banking Union