Coherent Banking Capital and Optimal Credit Portfolio Structure

"Coherent" measures of a bank's whole risk capital imply a structure of a bank's optimalcredit portfolio that is independent of its deposits and the expected deposit rate, of expectedbankruptcy costs and of expected costs of regulatory capital...

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Year of publication:	2006-01-11
Authors:	Breuer, Wolfgang ; Gürtler, Marc
Institutions:	RWTH <Aachen> / Lehrstuhl für Betriebswirtschaftslehre, Betriebliche Finanzwirtschaft
Subject:	Risikokapital \| risk capital \| Abgang \| Basler Eigenkapitalvereinbarung <2001> \| Basel II

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Extent:	12 p. application/pdf
Series:	RWTH Aachen - Lehrstuhl für Betriebswirtschaftslehre - Betriebliche Finanzwirtschaft - bfw Working Paper bfw ; 51V2/06
Type of publication:	Book / Working Paper
Language:	English
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005858696