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Coherent banking capital and optimal credit portfolio structure
[working paper]
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
Handle
https://hdl.handle.net/10419/55257
Status
Published Version; reviewed
Licence
Deposit Licence - No Redistribution, No Modifications
Data providerThis metadata entry was indexed by the Special Subject Collection Social Sciences, USB Cologne