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Coherent banking capital and optimal credit portfolio structure

[working paper]

Breuer, Wolfgang; Gürtler, Marc

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Further Details
Corporate Editor Technische Universität Braunschweig, Department Wirtschaftswissenschaften, Institut für Finanzwirtschaft
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." (author's abstract)
Keywords credit; risk; credit institution; capital; capital market
Classification Economic Sectors
Free Keywords Kreditsicherheit
Document language English
Publication Year 2006
City Braunschweig
Page/Pages 12 p.
Series IF Working Paper Series, FW21V2
Status Published Version
Licence Deposit Licence - No Redistribution, No Modifications
data provider This metadata entry was indexed by the Special Subject Collection Social Sciences, USB Cologne