Coherent banking capital and optimal credit portfolio structure

Breuer, Wolfgang; Gürtler, Marc

Endnote export

%T Coherent banking capital and optimal credit portfolio structure
%A Breuer, Wolfgang
%A Gürtler, Marc
%P 12
%V FW21V2
%D 2006
%K Kreditsicherheit
%= 2012-05-29T14:02:00Z
%~ USB Köln
%X "'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)
%C DEU
%C Braunschweig
%G en
%9 Arbeitspapier
%W GESIS - http://www.gesis.org
%~ SSOAR - http://www.ssoar.info